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.

United States, Dividends, Dividend Policy, Supply and demand, Price-earnings ratio, Price earnings ratio, Company dividends

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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.

Economic aspects, London, England, Futures market, Futures markets, Bonds, Bonds (Securities), Manipulation (Securities), Bond transfer, Bond trading

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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.

Security brokers and dealers, Securities Brokerage, Stock Brokerage, Stockbrokers, Statistics, Stock prices, Inventory data

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