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V. Reddy Dondeti, Carl B. McGowan, Susan E. Moeller
In this paper, we decompose the CAPM equity beta for Coca-Cola and Pepsi (KOPEP) to show the industry component and the operating leverage and the financial leverage components for the period from 2004 to 2012. We compute the CAPM equity betas using a st...
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John C. Gardner, Carl B. McGowan Jr
In this paper, we demonstrate how to collect the data and compute the actual value of Black-Scholes Option Pricing Model call option prices for Coca-Cola and PepsiCo.The data for the current stock price and option price are taken from Yahoo Finance and t...
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Carl B. McGowan, Jr., Izani Ibrahim
In this paper, we demonstrate the use of time series analysis, including unit roots tests, Granger causality tests, cointergation tests and vector error correction models. We generate four time series using simulation such that the data has both a random...
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John C. Gardner, Carl B. McGowan, Jr, Susan E. Moeller
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