Presenter(s)

    Linh D. Pham

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    Description

    The purposes of this study is to examine the impact on high quality mega cap stocks of four factors: (1) Profitability, (2) Financial Leverage, (3) Liquidity and (4) Operating Efficiency. The period of analysis is 2008-2011, a highly volatile period in the market. Annual returns for mega cap stocks are calculated for the period 2008-2011. Metrics for the above 4 factors are also calculated for the same period. Cross-sectional regressions are run by year with returns as the dependent variable and profitability, leverage, liquidity and operating efficiency the independent variables. Results are forthcoming.

    Publication Date

    4-18-2012

    Project Designation

    Independent Research

    Primary Advisor

    Robert D. Dean

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium project

    An Analysis of the Returns to High Quality Mega Cap Stocks in Volatile Markets: 2008-2011 as a Case Study

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