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

Authors

Presenter(s)

Linh D. Pham

Files

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

Recommended Citation

"An Analysis of the Returns to High Quality Mega Cap Stocks in Volatile Markets: 2008-2011 as a Case Study" (2012). Stander Symposium Projects. 71.
https://ecommons.udayton.edu/stander_posters/71