Search results

...xpected returns for a [[stock]], stock [[Stock market index|index]] or the market as whole. ...rence between the expected total return on a capitalization-weighted stock market index and the yield on a riskless government bond (in this case one with 10 ...

...ark L., and Chul W. Park. 2001. “The Reversal of Abnormal Accruals and the Market Valuation of Earnings Surprises.” ''The Accounting Review'' 76 (3): 375–404 ...ame="K 2001">{{cite journal|last=Kothari|first=S. P.|title=Capital markets research in accounting|url=http://web.mit.edu/kothari/www/attach/Capital%20markets%2 ...

...hart]]. The Fama-French model, developed in the 1990, argued most [[stock market]] returns are explained by three factors: risk, price ([[value investing|va 1. The market model: ...

{{original research|date=April 2015}}}} ...t of the market, where the scaled portfolio has the same volatility as the market. It is derived from the widely used [[Sharpe ratio]], but it has the signif ...

...k price correlation used for observing, analyzing and predicting the stock market dynamics. In the last decade, financial networks have attracted more attention from the research community. A study on company ownership based network showed a [[power law ...

...ancial markets as part of a [[trading strategy]] or by businesses to judge market sentiment and make better business decisions. ...and sell-side in alpha generation, trading execution, risk management, and market surveillance and compliance. There is however a good deal of variation in t ...

| predecessor = Chaikin Stock Research '''Chaikin Analytics''' (formerly Chaikin Stock Research) is a platform for stock trading ideas. Chaikin Analytics was established i ...

...-lit-review/2019/rflr-performance-attribution.ashx|publisher=CFA Institute Research Foundation|page=18|year=2019|title=Performance Attribution History and Prog ...ive returns; active managers as a whole in this case cannot outperform the market portfolio.<ref>{{Cite web|url=https://www.cfainstitute.org/-/media/document ...

...ectional-change dissection procedure.png|thumb|'''Figure 1:''' A financial market price curve (grey) dissected by a set of directional-changes (grey squares) ...change intrinsic time operator was developed for the analysis of financial market data series. It is an alternative methodology to the concept of continuous ...

...constructs an auction that yields approximately-optimal profits. The major research question in PIM design is: what is the '''[[sample complexity]]''' of the m Devanur et al study a market with different item types and [[unit demand]] agents.<ref name=dhkn11>{{cit ...

=== Market-halving scheme === When the market is large, the following general scheme can be used:<ref name=agt>{{Cite Alg ...

...nopoly faces no [[Competition (economics)|competition]], it has absolute [[market power]] and can set a price above the firm's [[marginal cost]].<ref name="I ...s establish the entire industry's [[supply (economics)|supply]] within the market, and the monopoly's production and sales decisions can establish a single p ...

...due to competitive factors that act negatively on the sold portion of the market, and a random effect that can go either way. ...ciencedirect.com/science/article/pii/S0167637710001446 |journal=Operations Research Letters |language=en |volume=39 |issue=1 |pages=11–16 |doi=10.1016/j.orl.20 ...

...lectron]] bundles which can be used for [[medical imaging]] or [[materials research]].<ref name="LBL News"/><ref name="DeIngenieur"/> ...leration record |author=Joseph Nordqvist |date=December 9, 2014 |publisher=Market Business News |accessdate=10 December 2014}}</ref> ...

...s used to explain trends in capital structure, [[valuation (finance)|stock market valuation]], [[dividend decision|dividend policy]], the [[monetary transmis ...n costs. Companies can decide to buy back one single share for the current market price P and finance this by issuing one extra corporate bond with face valu ...

...turn of the market. The first step is to extend this to allow for multiple market proxy indices, thus: * <math>R_t^i</math> is a set of time streams of market indices or factors, ...

...uid so that the accuracy of pricing models cannot be verified with regular market trades.<ref>{{cite web|url=https://www.promontory.com:3000/static/pdf/16044 ...for its valuation. Inputs are defined by IFRS 13 as "The assumptions that market participants would use when pricing the asset or liability, including assum ...

...has been supported by [[National Science Foundation]] grants and National Research Foundation grants from Korea. He is Fellow of [[Econometric Society]] (elec == Research == ...

'''Research quotient (RQ)''' is a measure of companies' innovation capability<ref>{{Cit ...2307/2393553 |issn=0001-8392}}</ref> — that the more a company spends on [[Research and development|R&D]], the greater its ability to absorb spillovers from ri ...

...urnal|last=Mossin|first=Jan|date=1966|title=Equilibrium in a Capital Asset Market|url=http://dx.doi.org/10.2307/1910098|journal=Econometrica|volume=34|issue= </math> expected market returns ...