'Return volatility' presentation slideshows

Kee H. Chung State University of New York (SUNY) at Buffalo Chairat Chuwonganant

731 views • 63 slides

Kee H. Chung State University of New York (SUNY) at Buffalo Chairat Chuwonganant

Effects of stock attributes, market structure, and tick size on the speed of spread and depth adjustment. Kee H. Chung State University of New York (SUNY) at Buffalo Chairat Chuwonganant Indiana University-Purdue University at Fort Wayne. Motivation.

734 views • 62 slides

Volume, Volatility and Stock Return on the Romanian Stock Market Dissertation paper

Volume, Volatility and Stock Return on the Romanian Stock Market Dissertation paper. MSc Student: Valentin STANESCU Supervisor: Professor Moisa ALTAR. Previous research about volume. Lamorieux and Laplace (1991) Gallant, Rossi and Tauchen (1992) Karpoff (1987)

511 views • 35 slides

Historic Return and Risk December 1959 to December 2002

Historic Return and Risk December 1959 to December 2002. Does a longer time period reveal a different return-risk relationship? Historically, there has been no pay-off from duration extension Intermediate Treasuries have had returns similar to long Treasuries

462 views • 30 slides

Sebastian Glaesner - Contact Author -

Appraisal within open-end real estate funds: Evidence on biased appraisals in fund crisis year 2006. Sebastian Glaesner - Contact Author - Doctoral Candidate European Business School International University Soehnleinstr. 8/D 65201 Wiesbaden sebastian.glaesner@ebs.de.

327 views • 16 slides