Price spread

This research aims to evaluate the impact of CW issuance on the price and liquidity (measured by trading volume and bid-ask spread) of underlying stocks on the Vietnamese stock market. The study employs the event study methodology and Wilcoxon test to examine whether abnormal returns, trading volume, and bid-ask spreads change after CW issuance.

14p viwalton 02-07-2024 3 1   Download

The study investigates the relationship between liquidity and returns on a stock exchange in a frontier market. The paper applies three asset pricing models, including Capital Asset Pricing Model (CAPM), the Fama-French three-factor model, liquidity-augmented three-factor model. To measure the liquidity in the study, five measures: quoted spread, trading volume, trading value, Amihud measure, and turnover ratio were applied.

16p viberkshire 09-08-2023 6 5   Download

Money and Banking: Lecture 12 provides students with content about: sources of risk; idiosyncratic; systematic; reducing risk through diversification; hedging risk; spreading risk; bond and bond pricing;... Please refer to the lesson for details!

20p hanlamcoman 26-11-2022 7 4   Download

The present study was conducted for assess the Economics of Marketing of Chickpea in Beed District of Maharashtra. Chickpea is one of the major pulse crops grown in India. Chickpea is grown in tropical, sub-tropical and temperate regions. Kabuli type is grown in temperate regions while the desi type chickpea is grown in the semi-arid tropics.

6p caygaocaolon11 21-04-2021 11 1   Download

The study sample comprised of 2 cattle market. 15 sellers, 15 buyers and 15 brokers from each market were selected randomly. Study revealed that, in the total marketing cost, preparation cost accounted to be the highest in case of Buffalo followed by Bullock and Cow respectively.

5p caygaocaolon11 21-04-2021 5 1   Download

The study was conducted to understand the nature of the marketing channels, marketing costs, market margins and price spread groundnut in Solapur district of Maharashtra. The data base consists of producer, wholesalers, and retailers of groundnut from whom primary data were collected by personal interviews with the help of pre tested schedule during 2019-20.

7p caygaocaolon11 21-04-2021 7 1   Download

The study marketing of milk in Satara district of Maharashtra on the data collected in the year 2018-19. Tabular analysis was used for the calculating the marketing cost, marketing margin and price spread. The respondent farmer marketing of milk through different channels. Channel I – Producer to cooperative dairy, Channel II – Producer to private dairy, Channel III – Producer to consumer.

4p caygaocaolon11 21-04-2021 11 1   Download

The present study is based on information collected from 60 mizochilli growers and 20 marketing functionaries in Aizawl district of Mizoram in the crop year 2017-18, through pre-tested well design schedule. The results indicated the average productivity of mizo chili on sample holding was 10.72 quintal per hectare and the cost cultivation on per hectare basis was Rs. 97618.56.

7p chauchaungayxua10 19-03-2021 13 1   Download

The recent global financial crisis and the subsequent sovereign debt crisis of the Eurozone peripheral countries have generated historic levels of volatility and instability in the financial markets. In particular, during the sovereign debt crisis market operators have begun to focus on the so-called “redenomination risk”, that is the hypothesis of exit from the EMU (Euro Monetary Union) by one or more countries and the consequent redenomination of their debt in the past national currency.

30p nat_qb73 21-02-2021 15 2   Download

The aim of this paper is to analyze the long-lasting dynamic relationship between credit default swap (CDS) premia and government bond yield spreads (GBS), by focusing particularly on sovereign credit risk, in order to evaluate the lead-lag markets in the price discovery process against the backdrop of a deep financial crisis.

25p nat_qb73 21-02-2021 17 2   Download

Honey is natural substance which having multiple benefits and it was produced by bees from flower nectars. Honey has enormous demand, and it can be produced by putting fewer efforts, the study was conducted to investigate the marketing management of honey in India. India stands in one of the top producing country in world but it has highly unorganized marketing facilities.

8p trinhthamhodang9 16-12-2020 18 2   Download

Wild pomegranate is one of the important cash crop tree species of the mid-hill zone of western Himalayan region. A multistage random sampling technique was used for the selection of the respondents. The analysis was based on data based on survey of 50 farm households. Highest efficiency of channel-A was observed (271.73) but the volume transacted was very less (5 %) and high quality produce was traded through this channel.

8p chauchaungayxua8 03-10-2020 14 1   Download

This paper presents a new model for pricing OTC derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract. This framework is very useful for valuing outstanding derivatives. Using a unique dataset, we find empirical evidence that credit risk alone is not overly important in determining creditrelated spreads. Only accounting for both collateral arrangement and credit risk can sufficiently explain unsecured credit costs.

26p timxiao 22-07-2020 63 2   Download

Unlike existing literature that has focused on the relationship between exchange rate and housing price, this paper studies the housing price fluctuations from the perspective of RMB exchange rate expectation to resolve the dilemma “guarantee housing price or exchange rate” after the sub-prime mortgage crisis. This paper shows that housing prices responded negatively to RMB appreciation expectation from 1999 to 2008, and positively from 2009 to 2019. After 2009, exchange rate expectation is the Granger causality of housing prices. After introducing the U.S.

23p nguyenanhtuan_qb 09-07-2020 27 1   Download

(BQ) The next group of chapters provides the mechanics for the modeling and pricing of credit risk. These chapters are more quantitative in nature as is necessary to provide a thorough review of current credit pricing models. However, our goal is not to dazzle the reader with out knowledge of rigorous mathematics, but rather, to provide a comprehensive framework in which credit derivative contracts can be efficiently priced.

163p nanhankhuoctai5 01-06-2020 8 0   Download

The present investigation was conducted to throw the light upon the present marketing status of the dry fish industry in Digha belt of West Bengal. The market was surveyed from September 2017 to April 2018. The study area was purposively selected, and the marketing channel, price spread was analyzed. Survey question schedule was made for the collection of data.

14p angicungduoc5 14-06-2020 13 0   Download

Management of costs on data is assuming significance with data growth. As information technology (IT) costs are spread in firms, thin and complex, perceptions of costs on data are hazy.

8p orianahuynh 08-06-2020 16 4   Download

The present investigation was undertaken with a view to study the marketing cost, marketing margin, price spread and constraints marketing of onion in Bhavnagar district of Gujarat. The marketing cost, margin and price spread of different identified marketing channel and constraints of marketing were analysed. It is observed that the marketable surplus on sample farms was 98.54 per cent of total onion production. The highest quantum of production (57.89%) was sold through commission agent, followed by primary wholesalers.

11p nguathienthan5 04-06-2020 13 0   Download

A study on production and marketing of raisins in Vijayapura district was carried out during 2016-17 with an objective of analysing the viability in production and marketing of raisins. The study indicated that the cost incurred to produce raw grapes (11.90 tons) from an acre of grape orchard was Rs. 2,04,584.49.

14p trinhthamhodang1213 29-05-2020 15 1   Download

The study examined that marketing of groundnut in Hingoli district of Maharashtra state. In present study cost incurred by producer, wholesaler and retailer in groundnut marketing shows that higher production sold in channel III (144.4q.) followed by channel II (73.18 q.) and channel I (69.18q) The highest production sold in channel III followed by channel III and channel I, respectively.

6p cothumenhmong5 17-05-2020 5 1   Download