Preliminary univariate and multivariate regressions, visual inspections, various relative entropy probes, and complementary Pearson correlation tests and Welch’s t-tests all suggest that the copper-to-gold ratio often embeds credible information about the 10-year U.S. Treasury yield. This...

Preliminary univariate and multivariate regressions, visual inspections, various relative entropy probes, and complementary Pearson correlation tests and Welch’s t-tests all suggest that the copper-to-gold ratio often embeds short termed credible information about the 10-year U.S. Treasury...

We investigate the effects of stock splits on sample of ETF stocks that were split in the years 2000-2006, and compare them to a similar sample of non-splitting control ETFs. We examine stock excess returns, total capital, several measures of liquidity, and the premium or discount relative to...