Results 211 to 220 of about 139,727 (259)
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Adjustable Rate Preferred Stock
Financial Management, 1986Bernard J. Winger and Carl R. Chen are Professor and Associate Professor of Finance, respectively, at the University of Dayton; John D. Martin is Professor of Finance at the University of Texas; J. William Petty is Professor of Finance and Dean at Abilene Christian University; and Steven C. Hayden is Vice President, Kidder Peabody and Company.
Bernard J. Winger +4 more
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Stock prices and exchange rate dynamics
Journal of International Money and Finance, 2000Abstract We study the long-run and short-run dynamics between stock prices and exchange rates and the channels through which exogenous shocks impact on these markets by using cointegration methodology and multivariate Granger causality tests. We apply the analysis to a group of Pacific Basin countries over the period 1980–1998.
Kate Phylaktis, Fabiola Ravazzolo
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Closingbell Crowdsourced Stock Ratings
SSRN Electronic Journal, 2017ClosingBell is an app-based collaborative stock trading platform which allows its users to connect their online brokerage accounts and share their trades and portfolios with one another. Users, who are retail traders, can also share their trade ideas, or ratings, with the ClosingBell community.
Scott Weiner, Vinesh Jha
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Depreciation Rates and Capital Stocks [PDF]
The Manchester School, 2001 Suppose we have observations ranging over t=0,1,...,T on real net investment and on real gross investment . We derive a method of calculating the depreciation rate for each of the periods and of estimating ‘the’ implied net capital stock . We then provide empirical examples of the procedure and analyse the results.
Karim Abadir, Gabriel Talmain
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Hurdle Rate: Executive Stock Options
Australian Journal of Management, 2006Executive stock options with a rising strike price are a recent innovation in executive compensation in Australia and New Zealand. These options combine a dividend protection feature and a strike price that increases at a hurdle rate set with reference to a cost of capital estimate.
Joe Cheung +3 more
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Credit Ratings and Stock Liquidity
SSRN Electronic Journal, 2003We analyze contemporaneous and predictive relations between credit ratings and measures of equity market liquidity and find that common measures of adverse selection, which reflect a portion of the uncertainty about future firm value, are larger when credit ratings are poorer.
Elizabeth R. Odders-White, Mark J. Ready
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The Journal of Investing, 2005
This article presents results showing that anomalous corporate tax rates may lead to weaker stock returns. Low effective tax rates are associated with markedly weaker future returns. This phenomenon cannot be explained totally by factors such as beta, book to market, size, momentum, or the downturn in technology stocks.
Indrani D. Basak, Michelle R. Clayman
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This article presents results showing that anomalous corporate tax rates may lead to weaker stock returns. Low effective tax rates are associated with markedly weaker future returns. This phenomenon cannot be explained totally by factors such as beta, book to market, size, momentum, or the downturn in technology stocks.
Indrani D. Basak, Michelle R. Clayman
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Preferred Stock Returns, CreditWatch, and Preferred Stock Rating Changes
Financial Review, 1990AbstractThis paper examines the announcement effects of CreditWatch placement and reratings upon a sample of preferred stock issues that were placed on CreditWatch and later rerated or affirmed by Standard & Poor's. Results indicate that CreditWatch provides information to market participants and may have reduced the surprise associated with ...
James W. Wansley +2 more
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2014
An interest rate for credit is set the same for all the borrowers and its height is especially crucial for the last marginal borrower.
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An interest rate for credit is set the same for all the borrowers and its height is especially crucial for the last marginal borrower.
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EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS
Journal of Financial Research, 1982AbstractThis study examines the effect of current and expected interest rate changes on bank equity values and attempts to reconcile the conflicting findings of previous research regarding this issue. A multiple index market model of bank security returns is specified and estimated.
Dennis T. Officer, James R. Booth
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