the big tech stocks, and everything else. And the everything else is not doing so well. So the earnings for the non tech sector we think is going to be flat in the first quarter. It's severely underperformed tech stocks in the fourth quarter. So the S&P is this average of these two...
Quantifying the Volatility of Stock Price Changes in the Indian Market Using the Moving Average Envelope and Bollinger Bands A trading system in any stock market is built on long-term, intermediate-term, and short-term indicators. Some 'lagging' indicators, such as the simple and... A Chakraba...
We derive a formula that expresses the expected return on a stock in terms of the risk-neutral variance of the market and the stock's excess risk-neutral variance relative to the average stock. These components can be computed from index and stock option prices; the formula has no free para...
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data This paper provides strong evidence of time-varying return predictability of the Dow Jones Industrial Average index from 1900 to 2009. Return predictabilit... JH Kim,A Shamsuddin,KP Lim - 《Jou...
The aim of the present work is to examine whether the price volatility of nonferrous metal futures can be used to predict the aggregate stock market return... DF Peng,JX Wang,YL Rao - 《Transactions of Nonferrous Metals Society of China》 被引量: 16发表: 2014年 The Return–Volatility Relat...
target for the stock from $269.00 to $288.00 in a research note on Monday. Two analysts have rated the stock with a sell rating, six have given a hold rating and five have assigned a buy rating to the company. Based on data from MarketBeat, the company presently has an average ...
Phoenix New Media Stock Performance Shares of NYSE:FENG opened at $2.55 on Friday. The company's fifty day moving average is $2.57 and its 200 day moving average is $3.91. Phoenix New Media has a 52 week low of $2.10 and a 52 week high of $5.88. The company has a current ...
Using the well-known Fama and French (1993) three-factor methodology in association with descriptive statistics we have evidenced that small size firms along with high book to market (BM) firms tend to produce higher average monthly returns than big firms along with low BM firms do. We also ...
被引量: 0发表: 2023年 Essays on Stock Return Predictability and Market Efficiency. I explore how the Taylor rule fundamentals affect stock liquidity at the market level and at the individual stock level, commonality in stock liquidity, stock return predictability and financial market efficiency.;In...
On the average, the illiquidity price discounts prior to June 12th 2001 is 85.68% and past June 12th 2001, the same figure is 77.07%. The illiquidity premium in China preponderates over two times of the most in international similar studies. There are flight to liquidity premium equal to ...