Size and book to market effects and the Fama French three factor asset pricing model: evidence from the Australian stockmarket

Article Abstract:

A study is conducted on the Australian Stockmarket to find out the efficacy of size effect, the book to market (BM) effect and the ability to the Fama French three factor model in improving the quality of Capital Asset Pricing Model (CAPM).

Australia, Security brokers and dealers, Capital assets pricing model, Capital asset pricing model, Australian Stock Exchange Ltd.

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The tick/volatility ratio as a determinant of the compass rose: empirical evidence from decimalisation on the NYSE

Article Abstract:

Studies of decimal price introduction on the New York Stock Exchange show that the resulting 85% tick/volatility ratio reduction is not enough to cause elimination of the compass rose pattern.

Security and Commodity Services, Comparative analysis, New York Stock Exchange Inc., Econometric models

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Changes in risk characteristics of firms issuing hybrid securities: case of convertible bonds

Article Abstract:

A study examining the changes occurring in risk characteristics before and after issuance of convertible bonds by a firm, is presented.

Venture Analysis, Risk assessment, Convertible bonds

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