by hao sun. a continuation of some discussions from last time why jpm and bac? to see the...
Post on 22-Dec-2015
214 Views
Preview:
TRANSCRIPT
- Slide 1
- By Hao Sun
- Slide 2
- A continuation of some discussions from last time Why JPM and BAC? To see the realized covariance and systematic co- jumps during the financial crisis What happens to JNJ? Still on hold, until I can find a more suitable stock to compare with
- Slide 3
- JP Morgan Chase & Co. (JPM) Apr. 09, 1997 Dec. 30, 2010 Stock Splits 2 Jun 15, 1998 [2:1] Jun 12, 2000 [3:2]
- Slide 4
- Slide 5
- Slide 6
- Slide 7
- Jumps Nov 18, 2000 But this doesnt look like a [3:2] split, the change is too small. But inter-day price jumps Merger between JP Morgan & Co. and Chase Manhattan Corporation
- Slide 8
- Jumps Continued Sept. 18, 2002, 8-K filed, div. declared, increasing credit cost Jul. 17, 2008, 8-K filed Sept. 19, 2008, 8-K filed Apr. 9, 2009
- Slide 9
- Stock Split: Aug. 26, 2004, 12:00pm [2:1]
- Slide 10
- Slide 11
- Slide 12
- Slide 13
- Slide 14
- Slide 15
- Slide 16
- Slide 17
- Slide 18
- Slide 19
- Slide 20
- Slide 21
- Slide 22
- Slide 23
- Slide 24
- Find a peer for Johnson & Johnson, and do some analysis on Flash Crash Focus more on the Realized Covariance and Realized Correlation between JPM and BAC during the 2008 Financial Crisis Look at realized beta
top related