Zobrazeno 1 - 10
of 63
pro vyhledávání: '"John Board"'
Autor:
John Board, April Brown, Joseph Holmes, Hisham Massoud, Steven Cummer, Jungsang Kim, Michael Gustafson, Leslie Collins, Lisa Huettel, Gary Ybarra
Publikováno v:
2005 Annual Conference Proceedings.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::df79cb815a4591cf7424bad43bb4c4e3
https://doi.org/10.18260/1-2--14484
https://doi.org/10.18260/1-2--14484
Autor:
John Board, Charles Sutcliffe
Publikováno v:
Economic Analysis. 40:87-118
The trustees of funded defined benefit pension schemes must make two vital and inter-related decisions - setting the asset allocation and the contribution rate. While these decisions are usually taken separately, it is argued that they are intimately
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b264473fc5fff2887065b6fa46203f81
http://www.ien.bg.ac.rs/index.php/en/2007/2007-34
http://www.ien.bg.ac.rs/index.php/en/2007/2007-34
Autor:
John Board, Charles Sutcliffe
Publikováno v:
Wiley Encyclopedia of Management
Futures are standardized contracts that trade on organized exchanges, while forwards are customized contracts negotiated between the parties and trade in over-the-counter markets. Keywords: over-the-counter markets; cash or spot markets; futures mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48da35ea0122ba741f997e6539c2ca77
https://doi.org/10.1002/9781118785317.weom040042
https://doi.org/10.1002/9781118785317.weom040042
Publikováno v:
Risk and Trading on London’s Alternative Investment Market ISBN: 9781349472284
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39db8f619c97c08afeed7d16e246353f
https://doi.org/10.1057/9781137361301_1
https://doi.org/10.1057/9781137361301_1
Publikováno v:
Risk and Trading on London’s Alternative Investment Market ISBN: 9781349472284
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30ac21e3340bf41a762baed8a5f3f346
https://doi.org/10.1057/9781137361301_2
https://doi.org/10.1057/9781137361301_2
Publikováno v:
Risk and Trading on London’s Alternative Investment Market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::868a9058600d4aec24bbf46ac4d63a46
https://doi.org/10.1057/9781137361301
https://doi.org/10.1057/9781137361301
Publikováno v:
Risk and Trading on London’s Alternative Investment Market ISBN: 9781349472284
A more complex analysis of the switchers was conducted by using high-frequency data to construct GARCH models for the dynamics of volatility. In this analysis 19% of the switchers showed a significant change in volatility with a majority of these sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24a4fe5191819cf921aa22dbb3e80cc1
https://doi.org/10.1057/9781137361301_12
https://doi.org/10.1057/9781137361301_12
Publikováno v:
Risk and Trading on London’s Alternative Investment Market ISBN: 9781349472284
A significant number of stocks (273) have moved between the two markets. These stocks allowed us to study a single event, a market switch, abstracting from other company-specific factors. Again a succession of progressively more complex analyses were
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5a78a7c0ab3ef7c5eebe041f4a335ac
https://doi.org/10.1057/9781137361301_11
https://doi.org/10.1057/9781137361301_11
Publikováno v:
Risk and Trading on London’s Alternative Investment Market ISBN: 9781349472284
In the multivariate regression analysis we used the main risk-related variables (size, industry, age and market) to explain differences in volatility. Our results suggested that AIM stocks are significantly more volatile, although the difference is f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4aca55178087c14dfc1ea0dd9471abba
https://doi.org/10.1057/9781137361301_10
https://doi.org/10.1057/9781137361301_10