985 resultados para stock return predictability


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Letter (1 page, typed) to S.D. Woodruff to please return coupons signed by the Jarvis-Conklin Mortgage Trust Co., Nov. 30, 1889.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Unsigned letter to John Williams stating that before the return of the final estimate, the arch of the bridge must be completed, Sept. 19, 1857

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Note showing the return of time for the preliminary survey of the Port Robinson and Thorold macadamized road for March and April, 1855.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return (copy) showing the quantity of each article transported on the Welland Canal during the year ending January 5th 1857 (Port Robinson) (2 pages), 1857.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal during the year ending 1857 and the amount of tolls collected thereon (Port of Maitland) (2 page, printed blank), 1857.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal during the year ending December 31st, 1858 and the amount of tolls collected thereon (Port of Maitland). This is signed by William Turner, collector (2 page, printed blank), 1858.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal during the year ending on the 31st of December 1858 and the tolls collected thereon (office at Port Robinson) (2 pages), 1858.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal (Port Robinson) during the year ending on the 31st of December 1860 and the amount of tolls collected thereon, 1860.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal during the year ending the 31st of December 1860 and the amount of tolls collected thereon. This document was mouldy (now inactive). This does not affect the text. It is signed by William Turner, collector (office at Port Maitland), 1860.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return showing the quantity of each article transported on the Welland Canal during the year ending the 31st of December 1861 (office at Port Maitland) (2 pages), 1861.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

General return (copy) showing the quantity of each article transported on the Welland Canal during the year ending the 31st of December 1861 and the amount of tolls collected thereon (office at Port Robinson), 1861.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Bill from Geoghegan and Co. Importers of Table Linen and Shirt and Stock Makers for clothing including cravats and hosiery, June 23, 1847 attached to receipt for Receipt from Family Linen Drapery, Shirt and Stock Warehouse, London England for payment on account, July 7, 1847.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Analyses of trade quotas typically assume that the quota restricts the flow of some nondurable good. Many real-world quotas, however, restrict the stock of durable imports. We consider the cases where (1) anyone is free to export against such quotas and where (2) only those allocated portions of the total quota are free to export against such quotas. Recent econometric investigations of such quotas have focused on the price of the durable as an indicator of tightness induced by the quota. We show why this is an inappropriate indicator and suggest alternatives.