John Cochrane with a couple of words on Macro-Finance
read moreCalculating Price-to-Earnings and Price-to-Dividends figures from the whole merged CRSP and Compustat universe (exchcd in (1,2,3) and shrcd in (10, 11)) you get the following figures.
Calculating Price-to-Earnings and Price-to-Dividends figures from the whole merged CRSP and Compustat universe (exchcd in (1,2,3) and shrcd in (10, 11)) you get the following figures.
John Cochrane with a couple of words on Macro-Finance
read moreDaily stock report for the day 2016-03-10.
read moreDaily stock report for the day 2016-03-08.
read moreDaily stock report for the day 2016-03-02.
read moreDaily stock report for the day 2016-02-29.
read moreDaily stock report for the day 2016-02-25.
read morePub: 24.02.16
Tags: daily stock report finance stocks nordic helsinki omx methodology .
Methodology of generating daily stock reports.
read moreThe CBOE S&P 500 PutWrite Index provides an interesting index to add to the return dynamics of a pure index strategy using the VIX index as an indicator for going into and out of it. But does it generate returns?
read moreIt's a complete mystery (well not quite, but anyway) of what happens within annually sorted Fama-French portfolios. What does it really look like? How much are companies moving around?
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