Stock market risk

Xem 1-20 trên 113 kết quả Stock market risk
  • Everything a novice investor needs to know about getting started in stocks While dozens of books purport to be for the beginning investor, most "beginner" books assume a level of knowledge that true novices just don't have. Understanding Stocksis targeted to the beginning investor, providing a concise yet comprehensive overview of the stock market without subjecting readers to terms and ideas they can't understand and frankly, will probably never use.

    pdf209p hanhtinhkila007 25-04-2012 242 83   Download

  • Market is an American stock market classic. Most stock market classics date back 50 and 75 years but this one is almost contemporaty - only a quarter of a century old. Darvas was an original. He won at almost everything he đi whether it was creating crossword puzzles, playing championship Ping-Pong, or working as the world's highest paid ballroom dancer.

    pdf107p 951847623 09-04-2012 94 35   Download

  • The Mind of a Winner. An Kiev Is not a Market Wizard; he is not even a trader. Why then should you pay attention to his advice? Because Steve Cohen, who is unquestionably one of the world's greatest traders (sec interview in this book), thinks enough of Doctor Kiev to have made him a permanent

    pdf178p transang3 29-09-2012 53 15   Download

  • You may be surprised, but the market is not as difficult to understand as you might think. By the time you finish reading this chapter, you should have enough knowledge of the market to allow you to sail through the rest of the book. The trick is to learn about the market in small steps, which is exactly how I present the information to you.

    pdf210p minhhuy 14-03-2009 202 72   Download

  • The current explosion of the stock market is unprecedented by any period in its history. Since the 1980s, the number of American households that own common stock has risen from below 20 percent to just under half. And, this does not include households that hold stock within their retirement plans or other indirect means. A significant portion of this growth is a direct result of the proliferation of information available to the public through such new forums as the Internet. Any information without explanation, however, is useless....

    pdf198p 951847623 09-04-2012 111 48   Download

  • For many years, the stock and futures markets have been consid- ered separate and distinct entities. Stocks (securities) have been the backbone of capitalism and are still regarded as such today. Stocks are considered the “stuff” of which all “good investments” are fash- ioned. Not only has stock and bond trading been considered neces- sary for the survival of industry and business in a capitalist society, but it has also been regarded as the single most viable form of in- vesting for the general public.

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  • When I began my search for traders worthy of inclusion in this vol- ume, my first call was to Doug Makepeace. He has built a career on finding and investing his own and client funds with exceptional traders. Doug was most generous in sharing information with me, even though doing so threatened his ability to invest additional funds with these traders in the future if they became too well known.

    pdf177p 951847623 09-04-2012 96 30   Download

  • Most investors, when they hear the term “market neutral,” think of strategies that simultaneously go long and short equities in order to eliminate stock market risk. True enough. But Market Neutral Strategies goes beyond equities to provide a comprehensive review of the full range of these strategies.

    pdf303p conrepcon 12-04-2012 68 22   Download

  • Over the past few decades, research in …nancial economics has taken a high e¤ort to increase the understanding of the volatility patterns of stock market returns. Indeed, good knowledge of return volatility is crucial for portfolio choice, risk management and derivatives asset pricing. Perhaps the most robust empirical regularity of stock return volatility is volatility clustering. As …rst noted by Mandelbrot (1963) when referring to stock market returns, "large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes".

    pdf39p connhobinh 07-12-2012 28 5   Download

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  • Banks operating in the main developed countries have been exposed, since the Seventies, to four significant drivers of change, mutually interconnected and mutually reinforcing. The first one is a stronger integration among national financial markets (such as stock markets and markets for interest rates and FX rates) which made it easier, for economic shocks, to spread across national boundaries.

    pdf0p taurus23 25-09-2012 62 25   Download

  • On the basis of clarifying the general theoretical issues about market risk, methods of identifying, measuring and controlling market risk, thesis proposed solutions to improving market risk management ability at Vietnam Joint Stock Commercial Bank for Industry and Trade in accordance with international practices.

    doc29p luanan014 17-07-2014 66 14   Download

  • They have also become important international investors and trade partners, and play a crucial role in world energy markets. Indeed, GCC countries are major exporters of oil in global energy markets, so their stock markets may be susceptible to changes in oil prices. However, the transmission mechanisms of oil price shocks to stock returns in GCC markets should be different from those in net oil-importing countries.

    pdf19p quaivattim 04-12-2012 24 3   Download

  • The purpose of this paper is to analyse the risk-neutral density derived from prices of DAX options. We focus on observable factors that may influence changes in the moments of the RND. For this purpose, we investigate the impact of various macroeconomic and financial variables on risk-neutral densities of stock market movements. In this way, we attempt to uncover relationships between the implied volatility, skewness and kurtosis computed from the RND and the underlying fundamentals of the stock market. Our sample runs from December 1995 to November 2001.

    pdf39p bocapchetnguoi 05-12-2012 20 3   Download

  • The purpose of this paper is to analyse the risk-neutral density derived from prices of DAX options. We first estimate two specifications of the RND. Then, we focus on observable factors that may drive changes in the moments of the RND. For this purpose, we investigate the impact of various macroeconomic and financial variables on risk-neutral densities of stock market movements. In this way, we attempt to uncover relationships between the implied volatility, skewness and kurtosis computed from the RND and the underlying fundamentals of the stock market.

    pdf51p bocapchetnguoi 05-12-2012 17 2   Download

  • Earnings capacity is a key element in the stock market valuation of firms. Higher sustainable profits should lead to higher dividend payments and boost firms’ equity values. We use past earnings as a proxy for future cash flows and hence for payments to shareholders. To the extent that bank managers smooth earnings, they also increase the correlation between reported earnings in consecutive years and augment the salience of this driver. We postulate that these three drivers affect bank equity performance indirectly.

    pdf6p quaivattim 04-12-2012 19 1   Download

  • PXS operates in cycles. During every cycle, a trading agent can place new orders and/or withdraw some of its previously placed orders. When placing a buy order, the agent specifies the number of shares it wishes to purchase and the highest price per share it is willing to pay. PXS sorts the buy orders by price into a buy order book, with the most competitive (highest-priced) orders at the top of the book. Likewise, a sell order states the amount of stock being sold and the lowest price per share the seller is willing to accept. PXS sorts the sell orders into a sell order book,...

    pdf27p quaivattim 04-12-2012 12 1   Download

  • Our analysis also contributes to assessing market e¢ ciency in a way that it investigates how the markets price in information about banks and how this process may di§er across di§erent types of banks. To that end, we apply a large panel of 53 EU banks using a stationary vector autoregressive (VAR) sys- tem that allows us to focus on such Örm-level e§ects. A further contribution to the literature is provided by the fact that we also want to analyse whether large banksístock prices could be a§ected by di§erent factors than small banksí stock prices.

    pdf56p bocapchetnguoi 06-12-2012 18 1   Download

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