Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
Consider again the transactions data of 3M stock in December 1999.
(a) Use the data to construct an intraday 5-minute log return series. Use the simple average of all transaction prices within a 5-minute interval as the stock price for the interval. Is the series serially correlated? You may use Ljung-Box statistics to test the hypothesis with the first 10 lags of the sample autocorrelation function.
(b) There are seventy-seven 5-minute returns in a normal trading day. Some researchers suggest that the sum of squares of the intraday 5-minute returns can be used as a measure of daily volatility. Apply this approach and calculate the daily volatility of the log return of 3M stock in December 1999. Discuss the validity of such a procedure to estimate daily volatility.
you work for a large investment firm and recently wrote a position article on your firms approach to investing for the
a company has quick assets of 300000 and current liabilities of 150000. the company purchased 50000 in inventory on
Cash Flows: A new project will generate sales of $74 million, costs of $42 million, and depreciation expense of $10 million in the coming year. The firm's tax rate is 35%. Calculate cash flow for the year by using all three methods listed below, a..
Fast Pizza hires college students who drive their own cars to deliver pizzas to customers. Fast Pizza is concerned that the company may be liable for damages caused by company employees while they are driving their cars on company business.
Regarding equities (stock)a. what is stand-alone risk? b. How is it measured? Create an example and compute the risk measurement.
AirJet Best Parts Inc. is now considering that the appropriate discount rate for the new machine should be the cost of capital and would like to determine it. You will assist in the process of obtaining this rate.
edmondson electric systems is considering a project that has the following cash flow and wacc data. what is the
Statistics is the science of gathering and evaluating data to find inconsistencies. Statistics helps companies determine, for a particular question or situation, the type of data that is necessary, how it should be gathered and analyzed in order ..
Two years ago, you opened an investment account and deposited $21,000. One year ago, you added another $3,600 to the account. Today, you are making a final deposit of $15,500. How much will you have in this account 3 years from today if you earn a 15..
Discuss the above statement and provide your views as to how companies can get the right mix of bricks and clicks in order to win the distribution channel war. You may consider one or more industries as a business context for your answer.
Write a procedure to insert an item into a linked list by passing a pointer to the head of the list. Under what parameter passing mechanisms does this procedure work?
question 1consider a hedge fund whose annual fee structure has a fixed fee and an incentive fee with a high watermark
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +1-415-670-9521
Phone: +1-415-670-9521
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd