market bubble. Characterized by high technology, high research and development, high profits, and high risk, the Information …

uncertainty decreased in the market place, risk measured both by swaption premiums and swaption volatilities decreased; vice verse …

shareholders' wealth. With these two major goals in mind, I study the risk and return profile of crude oil, the value effect of … return profile of crude oil. The results show that crude oil is negatively correlated with stocks so adding crude oil into a … crude oil derivatives transactions, and the systematic risk exposure effect of crude oil derivatives transactions. In …

assets, measuring the return-risk associated rates, setting up futures strategies, as well as all other pertaining additional … with Brazilian agribusiness, specifically the stocks of this sector open companies traded in the São Paulo Stock Exchange … instruments. Based upon the price index methodology, a selected sample of ten agribusiness stocks chosen by decreasing liquidity …

stocks sold short in Canada. Short interest is defined in relation to trading volume. The results strongly support the …. Excess returns are less negative for stocks with associated options and convertible bonds. Importantly, the evidence is … consistent with the proposition that informed traders short sell Canadian interlisted stocks in Canada, rather than the US, to …

On average, investors in stocks of West Michigan-based companies lost money in 2007. Three out of four companies saw … their stock prices decline. Interestingly, prices of only three of the fourteen stocks comprising the Index rose, while the … others fell, often substantially. How does the Index rise by almost 7% when three-quarters of the component stocks fall, and …