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Showing results 1 to 10 of approximately 95.
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Journal Article
Are stocks overvalued?
Kopcke, Richard W.
(1997-09)
By most standards, the price of equities in the United States has risen remarkably rapidly during the last 15 years. Since 1994 alone, the Standard & Poor's index of 500 stock prices has doubled. Although the rapid growth of corporations' profits has propelled the price of their stock, shareholders also are willing to pay a greater price per dollar of their companies' profits, and the valuation of corporations' earnings is now nearly as high as it has been since World War II. For the moment, the value of equity may rest on the growth of earnings, but in the longer run the price of stocks ...
New England Economic Review
, Issue Sep
, Pages 21-40
Journal Article
Are stock returns different over weekends? a jump diffusion analysis of the \\"weekend effect\\"
Fortune, Peter
(1999-09)
The distribution of returns on common stocks is, arguably, one of the most widely studied financial market characteristics. The performance of stock prices during breaks in trading has received considerable attention in recent years, especially since the advent of "circuit breakers" designed to create stability when markets are chaotic. This study examines the distribution of daily returns on five popular stock price indices, with a special emphasis on the difference between returns over weekends and returns over adjacent intraweek trading days. The author revisits the "weekend ...
New England Economic Review
, Issue Sep
, Pages 3-19
Journal Article
Primer on U.S. stock price indices
Fortune, Peter
(1998-11)
The measurement of the "average" price of common stocks is a matter of widespread interest. Investors want to know how "the market" is doing, and to be able to compare their returns with a meaningful benchmark. Money managers often have their compensation tied to performance, typically measured by comparing their results to a benchmark portfolio, so they and their clients are interested in the benchmark portfolio's returns. And policymakers want to judge the potential for sudden adjustments in stock prices when differences from "fundamental value emerge. ; This article discusses ...
New England Economic Review
, Issue Nov
, Pages 25-40
Journal Article
Is margin lending marginal?
Fortune, Peter
(2001-07)
Regional Review
, Volume 11
, Issue Q 3
, Pages 3 - 6
Journal Article
Financial transactions and the demand for M1
Wenninger, John; Radecki, Lawrence J.
(1986-07)
Quarterly Review
, Volume 11
, Issue Sum
Journal Article
Margin requirements on equity instruments
Sofianos, George
(1988-07)
Quarterly Review
, Volume 13
, Issue Sum
Journal Article
Consistent margin requirements: are they feasible?
Estrella, Arturo
(1988-07)
Quarterly Review
, Volume 13
, Issue Sum
Journal Article
Margin requirements and stock market volatility
Hardouvelis, Gikas A.
(1988-07)
Quarterly Review
, Volume 13
, Issue Sum
Report
Board structure, antitakeover provisions, and stockholder wealth
Mahoney, James M.; Sundaramurthy, Chamu; Mahoney, Joseph T.
(1995)
This paper's regression analyses from a sample of 261 firms that adopted 486 antitakeover provisions (supermajority, classified boards, fair-price, reduction in cumulative voting, anti-greenmail and poison pills) in the 1984-1988 period indicate that the negative market reactions to antitakeover provisions vary depending on firms' board structures. This paper's empirical evidence indicates that while separating the positions of CEO and chairperson of the board reduces the negative effect, increased outsider representation increases negative market reactions.
Research Paper
, Paper 9516
Report
Description of margin requirements
Sofianos, George
(1988)
Research Paper
, Paper 8823
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