Prediction of imputed share returns
Investigation of the possibility of predicting imputed moments of the distribution of stock returns. Factors affecting moments among macroeconomic and individual variables. The relationship between volatility and profitability, kurtosis and profitability.
Подобные документы
Analysis of results of portfolio sorting into ten decile and long-short portfolios and subsequent future monthly returns at random dates compared with days when FOMC statement or rate decision was announced. Long-short Feng-measure portfolio over time.
дипломная работа, добавлен 27.08.2016Accounting of Income & Profits of enterprise. The balance sheet & the income statement. The law of diminishing returns. Multiple inputs, the production function. The Critical Factors of Social Enterprise Profitability. Business factors, trade-off factors.
курсовая работа, добавлен 25.11.2012Research on short-term and long-term relationship between the index of the Istanbul stock exchange and the performance of the real economy, including GDP. Identify long-term equilibrium relationship between stock prices and macroeconomic variables.
статья, добавлен 26.09.2016Consideration of additional variables based on investor sentiment that affects market performance on national stock exchanges. General characteristics of statistical evidence of the presence of local football sentiment, familiarity with the features.
курсовая работа, добавлен 07.12.2019Concept transport fare is a fee for moving services. One of the main conditions for a rational organization of transport activity and its profitability is the competent. The discrete law of distribution of the average annual prices for airline tickets.
статья, добавлен 16.10.2017Construct a new quarterly dataset of traditional financial ratios for defaulted banks. Analysis of the best predictors of defaults proved to be traditional indicators of profitability and liquidity, the share of retail deposits in the liabilities.
статья, добавлен 23.02.2017Predicting realized volatility and value-at-risk for the most liquid Russian stocks using GARCH, ARFIMA and HAR models, using implied volatility calculated based on option prices and Google Trends data. Investigation of errors in model specification.
статья, добавлен 25.01.2021The profitability of the trading business is substantiated. The expediency of using the approach in retail has been proved in view of the current realities caused by the pandemic. Metrics of efficiency of application of the omnichannel approach are given.
статья, добавлен 10.08.2022The relationship between omnichannel and the profitability of the trading business. Using the omnichannel approach in retail in view of the current realities caused by the Covid-19 pandemic. Metrics of efficiency of application of omnichannel approach.
статья, добавлен 21.02.2022The statistical tests of stock market forecastability and volatility that are immune from a statistical problems. The rejections of the model under either a constant or variable required rate of return. An overwhelming evidence against efficient markets.
статья, добавлен 11.08.2013Social capital as an asset that is engendered via social relations and can be employed to facilitate action and enlarge. Characteristics of entrepreneurs and their businesses. Regression results for financial funds and profitability of businesses.
статья, добавлен 12.07.2013The purpose of the research was using liquidity-adjusted Capital Asset Pricing Model (CAPM) proposed by Acharya and Pedersen to figure out how does the liquidity effect on asset returns in crisis time is different from the liquidity effect in stable time.
курсовая работа, добавлен 11.07.2016Ensuring stable supply energy and material resources at affordable prices as the main external factor profitability. Support and deepen the competitive advantages of the chemical industry. The development strategies of key Ukrainian chemical enterprises.
статья, добавлен 19.02.2016The level of importance of effective financial decision-making. Emergence of financial decision support systems. Careful allocation and planning of investment budgets aimed at promoting organic growth and maintaining high levels of profitability.
статья, добавлен 18.12.2023The initial public offering. Security sales by public companies. Private placements and public issues. The first stage market value balance sheet. Venture capital investments. Average initial ipo returns. Underwriting spreads and new share price.
презентация, добавлен 02.08.2013Determination of the impact of negative factors on the development of financial and economic results of joint-stock companies with the state part. Analysis of changes in the authorized capital from the minimum wage in these business associations.
статья, добавлен 06.10.2018Using a neural network to predict the impact of risks of foreign economic contracts on the profitability of an enterprise. The method of optimization of functions. Minimizing the negative impact of risks on the effectiveness of foreign economic activity.
статья, добавлен 27.09.2016Methodological approaches to the analysis of the financial condition of the agricultural holding of Ukraine and the determination of its financial efficiency in order to ensure their sustainable development. The ratio of profitability and liquidity.
статья, добавлен 06.11.2018The formation of strategic alternatives for increasing the enterprise's financial potential. Ensuring the financial stability of the enterprise, the profitability and the level of competitivenessincreasing, growth of the enterprise's business reputation.
статья, добавлен 26.12.2023The impact of the fiscal policy of income redistribution on income inequality in countries with an average income, covering from 1990 to 2010. Analysis approach based on generalized method of moments model and financial policies of income distribution.
дипломная работа, добавлен 30.08.2016Interpretation of the contrarian investment strategy. Empirical studies of the contrarian investment strategy. Theoretical explanations of the contrarian phenomenon. Methodology for performance evaluation. Evidence for existence of mean reversion.
дипломная работа, добавлен 22.01.2016Maintaining liquidity of capital without reducing profitability is a task that determines the ability of banks to manage their working capital. The relationship between capital adequacy, asset quality, profit, liquidity and the efficiency of the bank.
статья, добавлен 28.09.2016Model the optimal decision of agent between honest behavior and cheating in individual projects. Model using the classical relationship of the agent and the possibility of cheating. Fraud as a theft of another's property by deception or abuse of trust.
дипломная работа, добавлен 30.08.2016The main factors affecting the final product. Evaluation of the correspondence between the density of condensation and the quality of the products. Factors affecting the stable operation of the thickener, and the creation of its statistical model.
статья, добавлен 26.06.2018Update on the role of bank lending to industry in improving the macroeconomic environment of the country. Determination of the relationship between the activation of bank lending to industry and the improvement of the country's macroeconomic environment.
статья, добавлен 09.01.2024