The long and the short of stock-market volatilityBy Marc GoedhartDarshit Mehta
(1996). Forecasting Long- and Short-Horizon Stock Returns in a United Framework. Federal Reserve Board.C. Zhou, "Forecasting long- and short- horizon stock returns in a unified framework," Board ofGovernors ofthe Federal Reserve System Finance and Economics Discussion Series FEDS, Paper no. 96...
Short- and long-term links among European and US stock markets[J] . Robert-Jan Gerrits,Ayse Yuce.Applied Financial Economics . 1999 (1)Gerrits, R. J., and A. Yuce (1999). Short-and long-term links among European and US stock markets. Applied Financial Economics, 9(1), 1-9....
Usuallythe short.the sum and substance of a matter;gist:long1(def39). Here's the short of it: they broke up two weeks before the wedding. shorts, trousers, knee-length or shorter. short pants worn by men as an undergarment. knee breeches, formerly worn by men. ...
In this way, local stock can be enriched in a very short time. 这样, 当地的畜牧业就可以在短时间内得到发展. 来自辞典例句 5. It is easy to serve God for a short time, but what about the long haul? 短时间的事奉不难, 但长年累月地如此做又如何 呢 ? 来自期刊摘选 6. Products tend to...
Cross-sectional analysis of Swedish stock returns with time-varying beta: the Swedish stock market 1983-96 This paper analyses the ability of beta and other factors, like firm size and book-to-market, to explain cross-sectional variation in average stock returns... H Asgharian,B Hansson - 《...
Pynnonen, Seppo i Johan Knif (1998): "Common long-term and short-term price memory in two Scandinavian stock markets" en Applied Financial Economics, vol. 8, p. 257-265.Pynnonen S, Knif J. Common long-term and short-term price memory in two Scandinavian stock markets. Applied ...
和short 无关，实际上这里的期权价值对long short双方是一样的，因为您可以把期权当成水果，long就是买...
这个问题是这样的,虽然看上去Long call和short put都是在未来股价上涨的时候盈利,但还是有细微区别的,short put其实可以理解为是“不看跌”,说明投资者对于市场看涨的预期并不是特别强烈,如果投资者强烈认为市场会涨,那直接就去买现货或者long call,但是呢,有的投资者会觉得未来市场也不会跌了,但至于能不能大幅上...
As seen through these examples, the long straddle and short straddle strategies are both effective and useful. If an investor expects a stock’s price to be very volatile, then a long straddle is strategy that can be used to generate profits. If an investor expects a stock’s price to rem...