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Issue Date:
07/01/2005
Periodical Article Results
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1-7 (of 7) related articles
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1. A Simple Model to Predict Loss Ratios in the Domestic Stock...
HEADNOTE We evaluate the relative contributions of exogenous macroeconomic variables and industry-specific variables for predicting the aggregated property-casualty insurance loss ratio using multiple linear regression ... (PERIODICAL ARTICLE)
2. Hedging with Floor-Traded and E-mini Stock Index Futures
HEADNOTE This study investigates the out-of-sample hedging effectiveness and dynamic hedge ratios of floor-traded and E-mini futures with VAR, ECM, bivariate GARCH, Kalman filter, and ... (PERIODICAL ARTICLE)
3. The Relationship of Audit Committee Characteristics with Endogenously...
HEADNOTE The Securities and Exchange Commission and Congress expect audit committees to monitor the economic ties between management and the external auditor. We examine the ... (PERIODICAL ARTICLE)
4. Daily and Intraday Patterns in Spread and Depth for Limit Orders and...
HEADNOTE We examine daily and intraday spreads and depth for both the specialist and limit order book. Spreads are lower and depth is greater on ... (PERIODICAL ARTICLE)
5. The Stock Price Overreaction Effect: Evidence on Nasdaq Stocks
HEADNOTE We empirically investigate the market overreaction effect of the stocks with the largest daily percentage increases or decreases in price reported in The Wall ... (PERIODICAL ARTICLE)
6. Managing Portfolio Turnover: An Empirical Study
HEADNOTE This study compares the return on stocks bought with the return on stocks sold by investment advisors. We look at each pair of buy ... (PERIODICAL ARTICLE)
7. An Extension of Security Price Reactions Around Product Recall...
HEADNOTE We examine 269 non-automotive product recall announcements that were published in the Wall Street Journal Index between January 1984 and December 2003. Consistent with ... (PERIODICAL ARTICLE) | |
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1-7 (of 7) related articles
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