X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Newspaper Article (1320068) 1320068
Report (424976) 424976
Journal Article (6846) 6846
Trade Publication Article (5321) 5321
Web Resource (4982) 4982
Magazine Article (1512) 1512
Book / eBook (775) 775
Book Chapter (619) 619
Publication (587) 587
Transcript (257) 257
Paper (199) 199
Dissertation (123) 123
Newsletter (114) 114
Book Review (47) 47
Conference Proceeding (28) 28
Government Document (22) 22
Electronic Resource (2) 2
Data Set (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
equity (1717155) 1717155
corporate profits (1147500) 1147500
profit margins (1146587) 1146587
business metrics (1135757) 1135757
stock exchanges (1122936) 1122936
earnings per share (1115408) 1115408
capital gains (1075139) 1075139
present value (915369) 915369
asset acquisitions (806058) 806058
stockholders (749578) 749578
stock prices (668294) 668294
dividends (592295) 592295
return on assets (584935) 584935
capital losses (506301) 506301
investments (485427) 485427
volatility (362385) 362385
growth rate (313850) 313850
short sales (257797) 257797
boards of directors (205338) 205338
market entry (202792) 202792
ex dividend (175270) 175270
cash flow (154611) 154611
put & call options (127538) 127538
corporate profiles (120073) 120073
financial performance (107425) 107425
market prices (98473) 98473
banking (98042) 98042
current liabilities (92332) 92332
retained earnings (89793) 89793
profits (80853) 80853
chief executive officers (75752) 75752
advisors (74151) 74151
asset management (72837) 72837
appointments & personnel changes (69624) 69624
sales (65874) 65874
yield to maturity (59259) 59259
income taxes (58599) 58599
financial services (58208) 58208
investment advisors (54549) 54549
working capital (53939) 53939
income funds (53109) 53109
turnover (52332) 52332
mutual funds (42346) 42346
acquisitions & mergers (40515) 40515
annual reports (36020) 36020
ratios (31259) 31259
webcasting (31172) 31172
reits (31143) 31143
closed end funds (30121) 30121
energy industry (29991) 29991
net income (26256) 26256
dow jones averages (25865) 25865
book value (25719) 25719
chairman of the board (24982) 24982
insurance industry (24703) 24703
presidents (24607) 24607
price earnings ratio (23420) 23420
manufacturing (23038) 23038
natural gas (22781) 22781
net losses (22701) 22701
equity funds (22506) 22506
executives (22446) 22446
chief operating officers (21124) 21124
energy (20272) 20272
software (20047) 20047
institutional investments (18735) 18735
banking industry (18713) 18713
private equity (18479) 18479
investment policy (18274) 18274
bank acquisitions & mergers (18105) 18105
food (18074) 18074
transportation services (17579) 17579
semiconductors (17527) 17527
construction (17218) 17218
retail banking (16744) 16744
chief financial officers (16240) 16240
chemical industry (15881) 15881
shareholder meetings (15708) 15708
capital stock (15399) 15399
international finance (15347) 15347
pharmaceuticals (14977) 14977
group insurance (14878) 14878
limited partnerships (14795) 14795
hotels & motels (14253) 14253
components industry (14168) 14168
shareholder voting (13697) 13697
infrastructure (13693) 13693
securities markets (13634) 13634
wealth management (13586) 13586
shareholders equity (13563) 13563
standard deviation (13218) 13218
marketing (13141) 13141
retail stores (12948) 12948
portfolio management (12555) 12555
web sites (12539) 12539
equity stake (11826) 11826
fiscal years (11605) 11605
automation (11367) 11367
bond strength (11311) 11311
medical equipment (11101) 11101
more...
Library Location Library Location
Library Location Library Location
X
Sort by Item Count (A-Z)
Filter by Count
Robarts - Stacks (95) 95
Collection Dvlpm't (Acquisitions) - Vendor file (25) 25
UofT at Mississauga - Stacks (19) 19
UofT at Scarborough - Stacks (18) 18
Online Resources - Online (14) 14
UTL at Downsview - May be requested (12) 12
Collection Dvlpm't (Acquisitions) - Closed Orders (6) 6
Business (Joseph L Rotman) - Stacks (5) 5
OISE - Stacks (4) 4
St. Michael's College (John M. Kelly) - 2nd Floor (4) 4
Robarts - Not Returned (3) 3
Trinity College (John W Graham) - Stacks (3) 3
Gerstein Science - Stacks (2) 2
Indust. Rel's & Hum. Resources (Newman) - Library use only (2) 2
Law (Bora Laskin) - Reserve desk (2) 2
Law (Bora Laskin) - Stacks (2) 2
New College (Ivey) - Stacks (2) 2
Robarts - Course Reserves (2) 2
Business (Joseph L Rotman) - Reserve desk (1) 1
Mathematical Sciences - Stacks (1) 1
Robarts - Government Pubs (1) 1
Victoria University E.J. Pratt - Oversize (1) 1
Victoria University E.J. Pratt - Stacks (1) 1
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (1764990) 1764990
Korean (34) 34
Chinese (30) 30
Spanish (29) 29
Arabic (20) 20
Urdu (16) 16
Hindi (8) 8
Czech (7) 7
Portuguese (7) 7
French (5) 5
Japanese (5) 5
Afrikaans (4) 4
Russian (4) 4
German (2) 2
Persian (2) 2
Italian (1) 1
Lithuanian (1) 1
Serbian (1) 1
Slovak (1) 1
Turkish (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


1989, ISBN 9780262192903, xiv, 464
Book
Journal of Empirical Finance, ISSN 0927-5398, 01/2015, Volume 30, pp. 79 - 91
We investigate the predictive power of market volatility for momentum. We find that (1) market volatility has significant power to forecast momentum payoffs,... 
Time-series predictability of momentum | Momentum | Market volatility | Default risk | BUSINESS-CYCLE | INVESTOR SENTIMENT | INFORMATION UNCERTAINTY | RISK | ASSET-PRICING ANOMALIES | CROSS-SECTION | STOCK RETURNS | BUSINESS, FINANCE | EXPECTED RETURNS | EQUITY RETURNS | ECONOMICS | PROSPECT-THEORY
Journal Article
2005, Procyclicality of Financial Systems in Asia, ISBN 1403943516, xxii, 307
China and India already rank among the world's largest economies, and each is moving rapidly toward the center stage of the global economy. In this process,... 
India Economic conditions | China Economic policy | China Economic conditions | India Economic policy | International Economics
Book
The Journal of Finance, ISSN 0022-1082, 6/2013, Volume 68, Issue 3, pp. 987 - 1035
Why is the equity premium so high, and why are stocks so volatile? Why are stock returns in excess of government bill rates predictable? This paper proposes an... 
Consumption | Risk aversion | Dividends | Simulations | Predictability | Financial risk | Equity | Calibration | Modeling | Stock markets | BUSINESS, FINANCE | EXPECTED RETURNS | PRICES | EQUITY PREMIUM | GENERAL EQUILIBRIUM | PUZZLES | ECONOMICS | UTILITY | PRICING-MODELS | ASSET RETURNS | CONSUMPTION | DIVIDENDS | Securities analysis | Economic models | Risk exposure | Volatility | Securities markets
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 1/2015, Volume 28, Issue 1, pp. 33 - 72
We investigate, in a theoretical framework, the joint role played by investors' attention to news and learning uncertainty in determining asset prices. The... 
RATIONAL INATTENTION | FINANCIAL-MARKETS | BUSINESS, FINANCE | INCOMPLETE INFORMATION | EXCESS VOLATILITY | EQUITY PREMIUM | STOCHASTIC DIFFERENTIAL UTILITY | LONG-RUN | PORTFOLIO CHOICE | ECONOMICS | ASSET PRICES | GOOD TIMES
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 01/2017, Volume 123, Issue 1, pp. 137 - 162
We construct a text-based measure of uncertainty starting in 1890 using front-page articles of the Wall Street Journal. News implied volatility (NVIX) peaks... 
Equity premium | Text-based analysis | Return predictability | Implied volatility | Rare disasters | Machine learning | MARKET | CONSUMPTION DISASTERS | 20TH-CENTURY | MODEL | ASSET PRICES | INATTENTION | BUSINESS, FINANCE | EXPECTED STOCK RETURNS | UNCERTAINTY | RISK PREMIA | ECONOMICS | Depressions | Stock markets | Media coverage | Studies | Text analysis | Indexes | Volatility | Securities markets
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 01/2018, Volume 490, pp. 1555 - 1574
In our network analysis of 40 developed, emerging and frontier stock markets during the 2006–2014 period, we describe and model volatility spillovers during... 
Shock transmission | Granger causality network | Stock markets | Spatial regression | Volatility spillovers | Financial crisis | PHYSICS, MULTIDISCIPLINARY | DETERMINANTS | CAUSALITY | CONTAGION | CRUDE-OIL MARKETS | CENTRALITY | CO-MOVEMENT | INFORMATION-TRANSMISSION | EQUITY MARKETS | 2008 FINANCIAL CRISIS | CROSS-CORRELATIONS | Stocks
Journal Article
Energy Economics, ISSN 0140-9883, 10/2017, Volume 68, pp. 240 - 254
Academic research relies extensively on stock market information to forecast oil volatility, with relatively little attention paid to the reverse evidence. Our... 
Stock realized volatility | Oil volatility risk premium | Out-of-sample forecast | Economic significance | Predictive regression | EQUITY PREMIUM PREDICTION | US STOCK | CRUDE-OIL | IMPLIED VOLATILITY | MACROECONOMIC DETERMINANTS | EXPECTED RETURNS | REALIZED VOLATILITY | ECONOMICS | PRICE SHOCKS | RETURN PREDICTABILITY | REGRESSIONS | Stocks | Stock markets
Journal Article
Financial Analysts Journal, ISSN 0015-198X, 07/2018, Volume 74, Issue 3, pp. 42 - 53
The average monthly premium of the Market return over the one-month T-bill return is substantial, as are average premiums of value and small stocks over... 
LIFETIME PORTFOLIO SELECTION | BUSINESS, FINANCE | LONG-RUN | Economic models | Treasury bills | Stocks | Value stocks | Investments | Bibliographic literature | Volatility | Advisors | Securities markets | Equity | Standard deviation | Random variables
Journal Article
Open Economies Review, ISSN 0923-7992, 9/2019, Volume 30, Issue 4, pp. 779 - 811
Journal Article
Journal of Financial Markets, ISSN 1386-4181, 01/2016, Volume 27, pp. 55 - 78
In this paper, we examine how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility. Using data covering most liquid U.S.... 
Spillovers | Semivariance | Asymmetric effects | Financial markets | Volatility | PRICES | INFORMATION | RETURNS | RISK | IMPULSE-RESPONSE ANALYSIS | RATES | BUSINESS, FINANCE | TRANSMISSION | CONDITIONAL HETEROSKEDASTICITY | VARIANCE | EQUITY | Stocks | Stock markets
Journal Article
Energy Economics, ISSN 0140-9883, 08/2017, Volume 66, pp. 108 - 115
Efficient delivery of network services and the electricity infrastructure to meet the long-term consumer's interests are the main objectives and the strategies... 
Semivariance | Asymmetric effects | Australia National Electricity Market | Electricity prices | Volatility spillovers | SPILLOVERS | PRICES | OIL MARKET | RETURNS | IMPULSE-RESPONSE ANALYSIS | MULTIVARIATE MODELS | EXCHANGE-RATE | STOCK-MARKET | EQUITY MARKETS | ECONOMICS | Financial management | Electric power transmission
Journal Article
International Journal of Forecasting, ISSN 0169-2070, 01/2012, Volume 28, Issue 1, pp. 57 - 66
Using a generalized vector autoregressive framework in which forecast-error variance decompositions are invariant to the variable ordering, we propose measures... 
Asset return | Contagion | Vector autoregression | Variance decomposition | Stock market | Market linkage | Asset market | Financial crisis | MANAGEMENT | RETURN | MODELS | EQUITY MARKETS | ECONOMICS
Journal Article
Journal of Forecasting, ISSN 0277-6693, 07/2018, Volume 37, Issue 4, pp. 419 - 436
Journal Article