Results 211 to 220 of about 40,143 (257)

Uncovered return parity: Equity returns and currency returns

Journal of International Money and Finance, 2022
Nous proposons une condition de parité des rendements sans couverture anticipés pour les taux de change bilatéraux au comptant. Cette condition implique que les équations de taux de change unilatéral sont mal spécifiées et que les rendements des actions influent également sur les taux de change. Les régressions de Fama tendent à montrer que l’hypothèse
Djeutem, Edouard, Dunbar, Geoffrey
openaire   +2 more sources

Equity Issues and Return Volatility

Review of Finance, 2012
Abstract We show that the repurchaser–issuer return spread is stronger among stocks with high return volatility. Rational and behavioral theories predict that this finding is the product of risk volatility and sentiment volatility, respectively. However, our results are inconsistent with these theories as they currently stand.
Larraín Cruzat, Francisco de Borja, Varas Greene, Luis Felipe   +1 more
openaire   +3 more sources

CDO Equity Returns and Return Correlation

The Journal of Structured Finance, 2004
Equity in a collateralized debt obligation (CDO), called? CDO equity,? ?preferred shares,? or? preference shares,? represents a residual interest in the cash flow of the CDO9s assets. CDO equity holders receive the difference between the cash flow of the CDO9s assets and the cash flow necessary to pay the CDO9s expenses and service its debt ...
Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi   +2 more
openaire   +1 more source

EQUITY and the Problem of Return on IT Investment

IEEE Software, 2006
We seem to need a better understanding of the process of exploring quantifying information technology yields--that is, the economic benefit flowing from an IT project proposal. As a result, the TCSE has decided to establish the IEEE International Conference on Exploring Quantifiable Information Technology Yields (IEEE EQUITY).
openaire   +1 more source