Stock Market Return And Volatility

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Stock Market Volatility

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Author : Greg N. Gregoriou
language : en
Publisher: CRC Press
Release Date : 2009-04-08

Stock Market Volatility written by Greg N. Gregoriou and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-08 with Business & Economics categories.

Up-to-Date Research Sheds New Light on This Area Taking into account the ongoing worldwide financial crisis, Stock Market Volatility provides insight to better understand volatility in various stock markets. This timely volume is one of the first to draw on a range of international authorities who offer their expertise on market volatility in devel

Beast On Wall Street

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Author : Robert A. Haugen
language : en
Publisher: Pearson
Release Date : 1999

Beast On Wall Street written by Robert A. Haugen and has been published by Pearson this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one market drive subsequent price changes in that market as well as in others. In Beast, Haugen makes a compelling case for the fact that even under normal conditions, fully 80 percent of stock volatility is price driven. Moreover, this volatility is far from benign. It acts to reduce the level of investment spending and constitutes a significant and permanent drag on economic growth. Price-driven volatility is unstable. Dramatic and unpredictable explosions in price-driven volatility can send stock markets in a downward spiral and cause significant disruptions in economic activity. Haugen argues that this indeed happened in 1929 and 1930. If volatility in Asian markets persists, it can easily become the source of the problem rather than merely a symptom.

Stock Market Volatility And Corporate Investment

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Author : Zuliu Hu
language : en
Publisher: International Monetary Fund
Release Date : 1995-10-01

Stock Market Volatility And Corporate Investment written by Zuliu Hu and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-10-01 with Business & Economics categories.

Despite concerns are often voiced on the so called “excess volatility” of the stock market, little is known about the implications of market volatility for the real economy. This paper examines whether the stock market volatility affects real fixed investment. The empirical evidence obtained from the US data shows that market volatility has independent effects on investment over and above that of stock returns. Volatility and its changes are negatively related to investment growth. To the extent volatility depresses fixed capital formation and hence future income growth, the results suggest the desirability of reducing stock market volatility.

High Returns From Low Risk

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Author : Pim van Vliet
language : en
Publisher: John Wiley & Sons
Release Date : 2016-11-21

High Returns From Low Risk written by Pim van Vliet and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-21 with Business & Economics categories.

Believing "high-risk equals high-reward" is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, and shows you how to take advantage of this paradox to dramatically improve your returns. Investors traditionally view low-risk stocks as safe but unprofitable, but this old canard is based on a flawed premise; it fails to see beyond the monthly horizon, and ignores compounding returns. This book updates the thinking and brings reality to modelling to show how low-risk stocks actually outperform high-risk stocks by an order of magnitude. Easy to read and easy to implement, the plan presented here will help you construct a portfolio that delivers higher returns per unit of risk, and explains how to achieve excellent investment results over the long term. Do you still believe that investors are rewarded for bearing risk, and that the higher the risk, the greater the reward? That old axiom is holding you back, and it is time to start seeing the whole picture. This book shows you, through deep historical simulation, how to reap the rewards of smarter investing. Learn how and why low-risk, low-volatility stocks beat the market Discover the formula that outperforms Greenblatt's Construct your own low-risk portfolio Select the right ETF or low-risk fund to manage your money Great returns and lower risk sound like a winning combination — what happens once everyone is doing it? The beauty of the low-risk strategy is that it continues to work even after the paradox is widely known; long-term investment success is possible for anyone who can shake off the entrenched wisdom and go low-risk. High Returns from Low Risk provides the proof, model and strategy to reign in your exposure while raking in the profit.

Stock Market Structure Volatility And Volume

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Author : Hans R. Stoll
language : en
Publisher:
Release Date : 1990

Stock Market Structure Volatility And Volume written by Hans R. Stoll and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.

Capital Markets And Investment Decision Making

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Author : Raj S. Dhankar
language : en
Publisher: Springer
Release Date : 2019-04-25

Capital Markets And Investment Decision Making written by Raj S. Dhankar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-25 with Business & Economics categories.

This book discusses capital markets and investment decision-making, focusing on the globalisation of the world economy. It presents empirically tested results from Indian and Southwest Asian stock markets and offers valuable insights into the working of Indian capital markets. The book is divided into four parts: the first part examines capital-market operations, particularly clearance and settlement processes, and stock market operations. The second part then addresses the functioning of global markets and investment decisions; more specifically it explores calendar anomalies, dependencies, overreaction effect, causality effect and stock returns volatility in South Asia, U.S. and global stock markets as a whole. Part three covers issues relating to capital structure, values of firm and investment strategies. Lastly, part four discusses emerging issues in finance like behavioral finance, Islamic finance, and international financial reporting standards. The book fills the gap in the existing finance literature and helps fund managers and individual investors make more accurate investment decisions.

An Analysis Of Changes In Aggregate Stock Market Volatility

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Author : Frank K. Reilly
language : en
Publisher:
Release Date : 1979

An Analysis Of Changes In Aggregate Stock Market Volatility written by Frank K. Reilly and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Stocks categories.

General price studies on the level of volatility for aggregate stock market have derived conflicting results. Using daily stock price changes for the period 1926-1975, the paper examines the characteristics of the distribution of daily stock price changes. Subsequently we examined changes in several measures of stock price volatility. The results indicated significant changes over time and especially in 1973-1975.

The Stock Market Bubbles Volatility And Chaos

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Author : G.P. Dwyer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

The Stock Market Bubbles Volatility And Chaos written by G.P. Dwyer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.

Gerald P. Dwyer, Jr. and R. W. Hafer The articles and commentaries included in this volume were presented at the Federal Reserve Bank of St. Louis' thirteenth annual economic policy conference, held on October 21-22, 1988. The conference focused on the behavior of asset market prices, a topic of increasing interest to both the popular press and to academic journals as the bull market of the 1980s continued. The events that transpired during October, 1987, both in the United States and abroad, provide an informative setting to test alter native theories. In assembling the papers presented during this conference, we asked the authors to explore the issue of asset pricing and financial market behavior from several vantages. Was the crash evidence of the bursting of a speculative bubble? Do we know enough about the work ings of asset markets to hazard an intelligent guess why they dropped so dramatically in such a brief time? Do we know enough to propose regulatory changes that will prevent any such occurrence in the future, or do we want to even if we can? We think that the articles and commentaries contained in this volume provide significant insight to inform and to answer such questions. The article by Behzad Diba surveys existing theoretical and empirical research on rational bubbles in asset prices.

Stock Market Liquidity

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Author : François-Serge Lhabitant
language : en
Publisher: John Wiley & Sons
Release Date : 2008-01-09

Stock Market Liquidity written by François-Serge Lhabitant and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-09 with Business & Economics categories.

Brings together today's best financial minds across the world to discuss the issue of liquidity in today's markets. It is often proxied by trade-based measures (such as trading volume, frequency of trading, dollar value of shares trade, etc), order based measures and price impact measures.

Return Volatility Cross Sectional Dispersion And Trading Activity In The Equity And Futures Markets

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Author : Hendrik Bessembinder
language : en
Publisher:
Release Date : 1993

Return Volatility Cross Sectional Dispersion And Trading Activity In The Equity And Futures Markets written by Hendrik Bessembinder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Futures categories.