✦ LIBER ✦

The information content of lagged equity and bond yields

✍ Scribed by Richard D.F Harris; René Sánchez-Valle

Book ID: 117331782
Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 37 KB
Volume: 68
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(00)00234-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The information content of the Bond–Equi

The information content of the Bond–Equity Yield Ratio: Better than a random walk?

✍ Pierre Giot; Mikael Petitjean 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 365 KB

The Information Content of the Gilt–equi

The Information Content of the Gilt–equity Yield Ratio

✍ Eric J. Levin; Robert E. Wright 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

Discussion of “Bond ratings, bond yields

Discussion of “Bond ratings, bond yields, and financial information”

✍ RAMESH CHANDRA 📂 Article 📅 1992 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 389 KB

Discussion of “Bond ratings, bond yields

Discussion of “Bond ratings, bond yields, and financial information”

✍ GORDON D. RICHARDSON 📂 Article 📅 1992 🏛 Canadian Academic Accounting Association 🌐 English ⚖ 301 KB

The information content of insider tradi

The information content of insider trading around seasoned equity offerings

✍ Ken M.L. Ching; Michael Firth; Oliver M. Rui 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 273 KB

The lead-lag relationship between equiti

The lead-lag relationship between equities and stock index futures markets around information releases

✍ Frino, Alex; Walter, Terry; West, Andrew 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 221 KB 👁 2 views

to trade in underlying stocks. A small weakening in the contemporaneous relationship between stock index futures returns and stock index returns around both types of releases is also documented. This is consistent with disintegration in the relationship between the two markets associated with noise