Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Karl N. Snow"'
Autor:
Karl N. Snow, Kerk L. Phillips
Publikováno v:
Economics Letters. 61:373-379
This paper examines the forward discount anomaly, i.e. the fact that the forward exchange rate is a biased predictor of the future spot rate. We run a series of rolling regressions which we use to predict the value of the future spot rate based upon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f18fce1d811eeb6661f4f49b7964c74
https://doi.org/10.1016/s0165-1765(98)00192-x
https://doi.org/10.1016/s0165-1765(98)00192-x
Publikováno v:
Financial Analysts Journal. 51:47-57
After adjusting for transaction costs and different rebalancing periods, portfolios of securities selected on the basis of the issuing firm's book-to-market-equity (BE/ME) ratio and size can produce returns superior to those of the the market. Specif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c1ae2e3a42bfd8b08fbe0596ea01896
https://doi.org/10.2469/faj.v51.n3.1905
https://doi.org/10.2469/faj.v51.n3.1905
Autor:
Karl N. Snow
Publikováno v:
The Journal of Finance. 46:955-983
This paper develops a set of diagnostic tests which can shed light on why a particular model is failing and indicate what steps might be taken to make the model consistent with asset returns. Theoretical bounds on the moments of a stochastic discount
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8750a035d186e35d9fb3572b67b6e0ce
https://doi.org/10.1111/j.1540-6261.1991.tb03773.x
https://doi.org/10.1111/j.1540-6261.1991.tb03773.x