Predicting returns with financial ratios
Article Abstract:
Empirical results of the new study, which is an improvement over the study by Stambaugh and Nelson and Kim, if financial ratios like dividend yield, book-to-market and the earnings-price ratio predict aggregate stock returns are presented.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2004
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Strategic trading behavior and price distortion in a manipulated market: anatomy of a squeeze
Article Abstract:
A study analyzing the attempted delivery squeeze in bond futures market in London is presented. The study also analyzes trading behavior, market manipulations techniques and price distortion.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2005
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Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?
Article Abstract:
The authors find that stock brokers base their pricing and trading decisions on inventories.
Publication Name: Journal of Financial Economics
Subject: Economics
ISSN: 0304-405X
Year: 2003
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