Browsing by Subject "Stocks"
Now showing items 1-4 of 4
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(Texas A&M University. Libraries, 1980)The purpose of this study is to examine the behavior of the security prices of certain companies which complied with the S.E.C.'s ASR#190 for the year ended December 31, 1976. This study is significant in that it permits ...
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Options are a type of security which rely on the performance of an underlying asset, and are priced based on the current information state. By simulating the future information state and comparing it with the current ...
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(Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2014-08-11)The authors investigate two related approaches to dealing with the possible joint repsonse bias in using Kuttner's approach to identifying monetary policy's impact on stock returns - the methodology recently suggested by ...
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(Texas A&M University. Libraries, 1984)This study uses nonlinear regression to estimate implied parameter values from the option pricing model and tests their theoretical behavior with standard parametric and nonparametric statistical techniques. The data ...