Results 11 to 20 of about 30,405 (252)
On the Relation Between the Expected Value and the Volatility of the Nominal Excess Return on Stocks [PDF]
The Journal of Finance, 1992 ABSTRACT We find support for a negative relation between conditional expected monthly return and conditional variance of monthly return, using a GARCH‐M model modified by allowing (1) seasonal patterns in volatility, (2) positive and ...
Glosten, Lawrence R +2 more
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Controllo quantitativo del credito: alcune considerazioni generali.
Moneta e Credito, 2014 In this brief note, the author criticises A.K. Kelly’s A Critical Note on the Quantity Theory of Money. The author contends that while there are certainly sound arguments supporting the view that the nominal stock of money is partly dependent on the ...
R.S. MASERA
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The quantity theory of money. A comment
PSL Quarterly Review, 2014 In this brief note, the author criticises A.K. Kelly’s A Critical Note on the Quantity Theory of Money. The author contends that while there are certainly sound arguments supporting the view that the nominal stock of money is partly dependent on the ...
R.S. MASERA
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The quantity theory of money. Reply to Dr. R.S. Masera
PSL Quarterly Review, 2014 In this brief note, the author responds to R.S. Masera’s criticism of the author’s position on the quantity theory of money. The author maintains that the monetary authorities cannot arbitrarily create excessive money balances in the hands of the public ...
A. KELLY
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Nominal Stock Price Anchors: A Global Phenomenon?
SSRN Electronic Journal, 2015 Abstract Weld et al. (2009) find that the average nominal U.S. stock price has been approximately $25 since the Great Depression. They report that this “nominal price fixation is primarily a U.S. or North American phenomenon.” Using a larger data set from 38 countries, we show that this nominal price fixation is a global phenomenon.
Kee-Hong Bae +3 more
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Volatility Transmission of the Rate of Returns in Iranian Stock, Gold and Foreign Currency Markets [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 The aim of this paper is to study volatility spillovers among stock, gold and exchange rate markets. A “VAR–MGARCH” model was applied for Iranian financial markets for the period of March 21, 2011 to September 22, 2014.
Niloufar Sadat Hosseinioun +2 more
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On the endogeneity of the money stock. A rejoinder
PSL Quarterly Review, 2014 In this brief rejoinder the author responds David I. Fand’s clarification regarding the classification of the nominal money stock as exogenous or endogenous based on whether or not the variable is controlled by the monetary authorities.
A. GAMBINO
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The biased factors of investor’s behavior in stock exchange trading [PDF]
Management Science Letters, 2019 The stock exchange in Indonesia acts as a means of financial resources of business and investment for the community. Any investor needs some profit from his/her investment.
Tri Kartika Pertiwi +2 more
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Frontiers in Marine Science, 2023 Sustainable utilization of exploited fish stocks generally relies on characterizing key aspects of their population dynamics using mathematical models to evaluate their stock status.
Qingpeng Han +5 more
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Stock Market Returns in Iran in Three Waves of COVID-19 Pandemic: Evidence of Multiple Breaks Regression [PDF]
Iranian Journal of Economic Studies, 2022 Despite the recession in global financial markets, the Tehran stock Exchange experienced significant growth during the COVID-19 outbreak. Therefore, this article tries to solve this puzzle by analyzes the effect of three Coronavirus waves on the total ...
Ali Cheshomi, Fariba Osmani
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