Analysis of Financial Data by Gary Koop

By Gary Koop

research of monetary information teaches the elemental equipment and strategies of information research to finance scholars, by way of displaying them how you can follow such options within the context of real-world empirical difficulties.

Adopting a principally non-mathematical process research of monetary facts is based extra on verbal instinct and graphical tools for knowing.

Key positive factors contain:

  • Coverage of some of the significant instruments utilized by the monetary economist e.g. correlation, regression, time sequence research and strategies for reading monetary volatility.
  • Extensive use of genuine info examples, which comprises readers in hands-on desktop paintings.
  • Mathematical strategies at a degree suited for MBA scholars and undergraduates taking a primary path within the subject.

Supplementary fabric for readers and teachers supplied on an accompanying web site.

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Sample text

Correlation 35 2. Companies with high profits tend to have high levels of executive compensation. Companies with low profits tend to have low levels of executive compensation. Note that we use the word “tend” here. A positive correlation does not mean that every company with high profits necessarily has a high level of executive compensation but, rather, that this is the general tendency. It is possible that a few individual companies do not follow this pattern (see the discussion of outliers in Chapter 2).

3 1999 2000 2001 2002 2003 Market capitalization (millions of dollars). 4 1999 2000 2001 2002 2003 Calculating the value-weighted stock price index. 2: Advanced descriptive statistics The mean and standard deviation are the most common descriptive statistics but many others exist. The mean is the simplest measure of location of a distribution. The word “location” is meant to convey the idea of the center of the distribution. The mean is the average. Other common measures of location are the mode and median.

Frequently, however, researchers must work with several variables. For instance, market capitalization might depend on the firm’s assets, income, debts and many other characteristics of the firm. As we shall see in subsequent chapters, regression is the most appropriate tool for use if the analysis contains more than two variables. Yet it is also not unusual for empirical researchers, when working with several variables, to calculate the correlation between each pair. This calculation is laborious when the number of variables is large.

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