Results 251 to 260 of about 90,068,201 (300)

Adjusting Current Yield to be a BetterApproximation of Yield to Maturity

The Journal of Wealth Management, 2014
Current yield is a common approximation for abond’s yield to maturity. The approximation becomes less accurate as the bond price moves away from par value. By performing a relatively easy calculation that incorporates an annuity calculation with the coupon rate, an adjustment to current yield can be generated that is a much better approximation of the ...
Tom Arnold, John H. Earl
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A Note on Yield-to-Maturity Approximations

Interfaces, 1986
There are several types of yields in the bond market vernacular: nominal yield, current yield, yield to maturity, yield to call, and realized yield. Of these, yield to maturity is the most important and widely used valuation model. Several approximate yield-to-maturity formulas are compared with the formula found in most finance and investment ...
Reynolds Griffith, P. R. Chandy
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Yield optimization in the mature fab

2001 IEEE/SEMI Advanced Semiconductor Manufacturing Conference (IEEE Cat. No.01CH37160), 2002
This paper provides the authors' insights and discussions in four areas of yield optimization available to the mature semiconductor fabricator. The mature fab is arbitrarily defined as fabs older than 3 years having feature sizes of >0.5 /spl mu/m. The areas of yield optimization include: (1) cost and implementation considerations for an integrated ...
M. Effron, B. Carlson, D. Hiscock
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Maturity, Bond Rating and Debt to Equity Ratio Effect on Yield to Maturity

Jurnal Pendidikan Akuntansi & Keuangan, 2020
This study aims to examine the effect of maturity, bond rating, and debt to equity ratio on yield to maturity. The object of this research is corporate bonds listed on the Indonesia Stock Exchange with the period from 2014-2018. The research sample was selected using purposive sampling.
Ifan Wicaksana Siregar, Indah Suci Pratiwi   +1 more
exaly   +3 more sources

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

The Journal of Finance, 1991
ABSTRACTThe effects of asset liquidity on expected returns for assets with infinite maturities (stocks) are examined for bonds (Treasury notes and bills with matched maturities of less than 6 months). The yield to maturity is higher on notes, which have lower liquidity.
Amihud, Yakov, Mendelson, Haim
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The Coupon Effect on Yield to Maturity

The Journal of Finance, 1977
IN THIS PAPER I will briefly discuss previous analyses of the coupon effect on the yield to maturity of bonds and propose a new method for deriving zero-coupon interest rates from the market prices of non-zero coupon bonds. Although it is not a panacea for all empirical problems, the proposed technique does have certain advantages over previous methods.
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Flattening of Bond Yield Curves for Long Maturities

The Journal of Finance, 1982
ABSTRACTThe paper presents a theoretical proof that flattening of yield curves for par bonds is inevitable for long maturities. This proof implies that behavioral explanations of flattening are unnecessary. The proof also implies that the use of yields to maturity of couponbearing bonds to estimate the true term structure (as well as forward rates) for
Livingston, Miles B, Jain, Suresh K
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Plant maturity and kenaf yield components

Industrial Crops and Products, 2002
Abstract Kenaf (Hibiscus cannabinus L.), an alternative fiber crop for paper pulp production, is normally grown during the entire summer growing season (150 days and longer) to maximize fiber production. However, it may be advantageous to harvest the kenaf crop earlier than 150 days after planting (DAP) depending on the harvesting conditions (e.g ...
Charles L. Webber, Venita K. Bledsoe
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Bond Taxation and the Shape of the Yield-To-Maturity Curve

The Journal of Finance, 1979
EMPIRICAL STUDIES1 HAVE FOUND a wide variety of shapes of bond yield to maturity curves (showing yield to maturity versus maturity) for coupon-bearing bonds. It is widely believed that zero coupon bond yield curves will have similar shapes. The relationship between yield curves for zero coupon bonds and couponbearing bonds is important because the ...
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