The closing price of Stock X changed on each trading day last month. The percent change in the closing price of Stock X from the first trading day last month to each of the other trading days last month was less than 50 percent. If the closing price on the second trading day last ...
We focus on changes in the tail thickness of the portfolio return distribution as an effect of an increased gold allocation. The COVID-19 crisis exhibited heavier lower tails of the stock indices than the GFC. During the GFC, gold enabled heavy Fréchet-type tails to change into thin Gumbel...
Quantifying correlations between stock indices and their derivatives is important to the understanding of the price discovery process between spot and derivative markets, and has practical values for investors and regulators to adjust investment strategies and strengthen the risk management of financial mark...
Financial networks can be built to observe complex stock market dynamics through the analysis of stock closing price data. In this study, networks of three major events are constructed to compare their impacts on the Consumer Products and Services sector of Bursa Malaysia. Using the threshold method...
Therefore, it is important to have a knowledge of the financial series that influences another and whether the first one has a significant influence so as to modify the closing price of some stock. The analysis of the influence among financial markets is carried out through the interchange of ...
Where: Aj: the accuracy of the model’s forecast for share j; Vij: actual closing price of share j at the ith trading session in the test set; Pij: forecast result for the price of stock j at the ith trading session in the test set; n: number of sessions in the test set. The...
of $2.10 in two years and a stock price of $14.70 at the end of year 2. How much would you be willing to pay? (Answer:chap008,page 10.) 4、Consider the following information State Probability X Z Boom .25 15% 10% Normal .60 10% 9% Recession .15 5% 10% What are the expected...
Together, these results suggest that stock price pressure has a significant effect on firms’ choices of corporate or shareholder tax benefits, and that the type of tax incentive affects future earnings quality, as proxied by earnings persistence. The results of this study extend the findings of ...
Options can either be in the money (ITM), at the money (ATM), or out of the money (OTM). An ATM option has a strike price at or near the price of the underlying asset. A call option is ITM if the stock price is above the strike price (opposite for puts) and OTM if the ...
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