Financial Ratios and Measures Corporate finance and valuation are filled with ratios and measures that are often not only obscure to outsiders but defined in many different…
Daniel Chi-Hsiou Hung Systematic Risks and Nonlinear Market Models in International Size and Momentum Strategies Research questions asked: Do higher order Capital Asset Pricing…
Testing CAPM Стратегии Plan Up to now: analysis of return predictability Main conclusion: need a better risk model explaining cross-sectional differences in returns…
Bad Beta, Good Beta John Campbell and Tuomo Vuolteenaho Harvard University and NBER Presentation at Oxford Finance Summer Symposium 11/6/2004 RESEARCH AGENDA High P/B –…
Evaluating Market Risk Factors in Positive and Negative World Markets Buhdy Bok Frank Liu Jeff Lu Brad Newcomer Ron Yee Agenda Hypothesis Overview Analysis Applications Next…
Bad Beta, Good Beta John Campbell and Tuomo Vuolteenaho Harvard University and NBER Presentation at Oxford Finance Summer Symposium 11/6/2004 RESEARCH AGENDA High P/B –…