NAFTA stock markets [[electronic resource] ] : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
Soggetto genere / forma | Electronic books. |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910465667603321 |
Canarella Giorgio | ||
New York, : Nova Science Publishers, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
NAFTA stock markets [[electronic resource] ] : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910791774603321 |
Canarella Giorgio | ||
New York, : Nova Science Publishers, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
NAFTA stock markets : dynamic return and volatility linkages / / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard |
Autore | Canarella Giorgio |
Edizione | [1st ed.] |
Pubbl/distr/stampa | New York, : Nova Science Publishers, c2010 |
Descrizione fisica | 1 online resource (161 p.) |
Disciplina | 332.64/27 |
Altri autori (Persone) |
MillerStephen M. <1945->
PollardStephen K |
Collana |
Economic issues, problems and perspectives series
Novinka |
Soggetto topico |
Stock exchanges - North America
Stocks - Rate of return |
ISBN | 1-61209-411-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES -- CONTENTS -- ABSTRACT -- INTRODUCTION -- EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS -- DATA AND DESCRIPTIVE STATISTICS -- COINTEGRATION ANALYSES -- 4.1. THE JOHANSEN MULTIVARIATE APPROACH -- 4.2. EMPIRICAL RESULTS -- 4.3. RECURSIVE COINTEGRATION ANALYSIS -- 4.4. ROLLING COINTEGRATION -- 4.5. COINTEGRATION AND STRUCTURAL CHANGE -- 4.6. COINTEGRATION AND THRESHOLD EFFECTS -- GENERALIZED IMPULSE-RESPONSE FUNCTIONS -- THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS -- 6.1. ISSUES AND STYLIZED FACTS -- 6.2. ECONOMETRIC FRAMEWORK -- The Mean Model -- The Covariance Model -- THE MULTIVARIATE GARCH: ESTIMATION RESULTS -- CONCLUSION -- REFERENCES -- INDEX. |
Record Nr. | UNINA-9910824499103321 |
Canarella Giorgio | ||
New York, : Nova Science Publishers, c2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto genere / forma | Electronic books. |
ISBN | 1-5015-0736-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910467608203321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto non controllato |
Chaikin
Compounding Depreciation Net worth Present value Price/earnings ROI Rate of growth Rate of return Ratios Stochastic |
ISBN | 1-5015-0736-2 |
Classificazione | BUS091000BUS027000BUS050000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910796633203321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Stock market math : essential formulas for selecting and managing stock and risk / / Michael Thomsett |
Autore | Thomsett Michael C. |
Pubbl/distr/stampa | Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 |
Descrizione fisica | 1 online resource (284 pages) |
Disciplina | 332.632042 |
Soggetto topico |
Stocks - Rate of return
Investments - Mathematics Investment analysis - Mathematics |
Soggetto non controllato |
Chaikin
Compounding Depreciation Net worth Present value Price/earnings ROI Rate of growth Rate of return Ratios Stochastic |
ISBN | 1-5015-0736-2 |
Classificazione | BUS091000BUS027000BUS050000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Introduction -- Chapter 1. Rates of Return on Investment: What Goes In, What Comes Out -- Chapter 2. Returns on Capital: Putting Cash to Work -- Chapter 3. Leverage and Risk Analysis: Maximizing Other People’s Money -- Chapter 4. Long-Term Trends: Patience Rewarded -- Chapter 5. Core Earnings and Net Worth Adjustments: Making the Numbers Real -- Chapter 6. Fundamentals: Balance Sheet Tests You Need to Know -- Chapter 7. Fundamentals: Operating Statement Tests You Need to Know -- Chapter 8. Market Trend Calculations -- Chapter 9. Price Indicators -- Chapter 10. Volume Indicators -- Chapter 11. Momentum Oscillators and Moving Averages -- Chapter 12. Combined Testing: Merging Price and Financial Tests -- Appendix A. Stock Market Formulas: Summarizing the Essentials -- Appendix B. Excel Program Entries: Automating the Formulas -- Index |
Record Nr. | UNINA-9910821991603321 |
Thomsett Michael C. | ||
Boston, [Massachusetts] ; ; Berlin, [Germany] : , : De|G Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Value stocks beat growth stocks : an empirical analysis for the German stock market / / Schiessl, Christian |
Autore | Schiessl Christian |
Pubbl/distr/stampa | Hamburg, Germany : , : Anchor Academic Publishing, , 2014 |
Descrizione fisica | 1 online resource (72 p.) |
Disciplina | 332.0415 |
Soggetto topico |
Stocks - History
Stocks - Rate of return |
Soggetto genere / forma | Electronic books. |
ISBN | 3-95489-569-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Value Stocks beat Growth Stocks; Table of contents; List of tables; List of figures; List of abbreviations; List of symbols; 1. Introduction; 1.1 Motivation; 1.2. Structure and objective; 2. Conceptual definition; 2.1. Value investing; 2.2. Growth investing; 2.3. Links between Value and Growth investing; 3. Asset pricing theories; 3.1. Capital Asset Pricing Model; 3.1.1. Risk-free interest rate; 3.1.2. Market risk-premium; 3.1.3. Beta factor; 3.1.4. Criticism and extensions; 3.2. Fama and French three factor model; 3.3. Explanation approaches for the value premium
3.4. Carhart four factor model 4. Determinants of expected stock returns; 4.1. Price-to-book; 4.2. Price-to-earnings; 4.3. Dividend yield; 4.4. Size; 4.5. Momentum; 4.6. Further determinants; 5. Empirical studies for the German stock market; 6. Own empirical analysis; 6.1. Data and methodology; 6.2. Descriptive statistics; 6.3. Seasonality; 6.4. Univariate and multivariate regressions; 7. Conclusion; Reference list |
Record Nr. | UNINA-9910463681703321 |
Schiessl Christian | ||
Hamburg, Germany : , : Anchor Academic Publishing, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Value stocks beat growth stocks : an empirical analysis for the German stock market / / Schiessl, Christian |
Autore | Schiessl Christian |
Pubbl/distr/stampa | Hamburg, Germany : , : Anchor Academic Publishing, , 2014 |
Descrizione fisica | 1 online resource (72 p.) |
Disciplina | 332.0415 |
Soggetto topico |
Stocks - History
Stocks - Rate of return |
ISBN | 3-95489-569-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Value Stocks beat Growth Stocks; Table of contents; List of tables; List of figures; List of abbreviations; List of symbols; 1. Introduction; 1.1 Motivation; 1.2. Structure and objective; 2. Conceptual definition; 2.1. Value investing; 2.2. Growth investing; 2.3. Links between Value and Growth investing; 3. Asset pricing theories; 3.1. Capital Asset Pricing Model; 3.1.1. Risk-free interest rate; 3.1.2. Market risk-premium; 3.1.3. Beta factor; 3.1.4. Criticism and extensions; 3.2. Fama and French three factor model; 3.3. Explanation approaches for the value premium
3.4. Carhart four factor model 4. Determinants of expected stock returns; 4.1. Price-to-book; 4.2. Price-to-earnings; 4.3. Dividend yield; 4.4. Size; 4.5. Momentum; 4.6. Further determinants; 5. Empirical studies for the German stock market; 6. Own empirical analysis; 6.1. Data and methodology; 6.2. Descriptive statistics; 6.3. Seasonality; 6.4. Univariate and multivariate regressions; 7. Conclusion; Reference list |
Record Nr. | UNINA-9910787714503321 |
Schiessl Christian | ||
Hamburg, Germany : , : Anchor Academic Publishing, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Value stocks beat growth stocks : an empirical analysis for the German stock market / / Schiessl, Christian |
Autore | Schiessl Christian |
Pubbl/distr/stampa | Hamburg, Germany : , : Anchor Academic Publishing, , 2014 |
Descrizione fisica | 1 online resource (72 p.) |
Disciplina | 332.0415 |
Soggetto topico |
Stocks - History
Stocks - Rate of return |
ISBN | 3-95489-569-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Value Stocks beat Growth Stocks; Table of contents; List of tables; List of figures; List of abbreviations; List of symbols; 1. Introduction; 1.1 Motivation; 1.2. Structure and objective; 2. Conceptual definition; 2.1. Value investing; 2.2. Growth investing; 2.3. Links between Value and Growth investing; 3. Asset pricing theories; 3.1. Capital Asset Pricing Model; 3.1.1. Risk-free interest rate; 3.1.2. Market risk-premium; 3.1.3. Beta factor; 3.1.4. Criticism and extensions; 3.2. Fama and French three factor model; 3.3. Explanation approaches for the value premium
3.4. Carhart four factor model 4. Determinants of expected stock returns; 4.1. Price-to-book; 4.2. Price-to-earnings; 4.3. Dividend yield; 4.4. Size; 4.5. Momentum; 4.6. Further determinants; 5. Empirical studies for the German stock market; 6. Own empirical analysis; 6.1. Data and methodology; 6.2. Descriptive statistics; 6.3. Seasonality; 6.4. Univariate and multivariate regressions; 7. Conclusion; Reference list |
Record Nr. | UNINA-9910810536503321 |
Schiessl Christian | ||
Hamburg, Germany : , : Anchor Academic Publishing, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|