The value of econometrics (1) Testing whether financial markets are weak-form informationally efficient (2) Testing whether the Capital Asset Pricing Model (CAPM) or Arbitrage Pricing Theory (APT) represent superior models for the determination of returns on risky assets (3) Measuring and forecasting the volatility of bond returns (4) Explaining the determinants of bond credit ratings used by the ratings agencies (5) Modelling long-term relationships between prices and exchange rates (6) Determining the optimal hedge ratio for a spot position in oil (7) Testing technical trading rules to determine which makes the most money (8) Testing the hypothesis that earnings or dividend announcements have no effect on stock prices (9) Testing whether spot or futures markets react more rapidly to news (10) Forecasting the correlation between the stock indices of two countries.
Another WTF Chart Submitted by Tyler Durden on 04/24/2013 15:26 -0400 Reality Forget the papered over cracks of manufactured EPS 'beats', or the talking-head anecdotes of one or two companies chosen to represent the 'earnings season' visibility. This chart from SP shows the simple reality that operating earnings per share has been growing at an ever-decreasing pace since QE began . Of course, just as they were saying in June 2011, the next few quarters will see this growth re-accelerate... (h/t Brad Wishak) Average:
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