Glossary entry (derived from question below)
English term or phrase:
high and low size
English answer:
high and low (relative) trading volume
Added to glossary by
Anna Moorby DipTrans
Dec 17, 2004 13:56
19 yrs ago
English term
United Kingdom
Communicate. Collaborate. Connect
Native in: English (Variant: British)
Works in: Spanish to English, English
high and low size
English
Bus/Financial
Business/Commerce (general)
equity
To measure and test the portfolio’s abnormal monthly mean return we apply the Fama and Frech (1993) three factor model to the time series of the portfolio’s monthly returns. Then, we run the following time series regression:
(equation)
where X is the one-month Treasury bill (risk free) rate of return, Y is the difference in returns between portfolios composed by stocks with high and low book-to-market ratio and Z is the difference in returns between portfolios composed by stocks with high and low size, both orthogonalized
Does high and low size stock exist?!?! Can anyone tell me what it should be?
thanks
xxx
(equation)
where X is the one-month Treasury bill (risk free) rate of return, Y is the difference in returns between portfolios composed by stocks with high and low book-to-market ratio and Z is the difference in returns between portfolios composed by stocks with high and low size, both orthogonalized
Does high and low size stock exist?!?! Can anyone tell me what it should be?
thanks
xxx
Responses
| 4 +2 | high and low (relative) trading volume |
Ken Cox
|
| 4 | Highs and Lows |
Anna Maria Augustine (X)
|
Responses
+2
6 hrs
Selected
high and low (relative) trading volume
In all honest it didn't mean anything to me either, but here is the definition of 'size' in the context of stock trading:
'Refers to the magnitude of an offering, an order, or a trade. Large as in the size of an offering, the size of an order, or the size of a trade. Size is relative from market to market and security to security. "I can buy size at 102-22," means that a trader can buy a significant amount at 102-22. Small is <10,000 shares. Medium is 15,000-25,000 shares. Good is 50,000 shares. Size is 100,000 shares. Good six-figure size is 200,000-300,000 shares. Multiple six-figure size is >300,000 shares. Size of the market is actual number of shares represented in one`s market, or bid and offering; unless specified, assumed to be at least 500 to 1000 shares, depending on the stock.'
source (excellent glossary, by the way:
http://www.trading-glossary.com/s0280.asp
'Refers to the magnitude of an offering, an order, or a trade. Large as in the size of an offering, the size of an order, or the size of a trade. Size is relative from market to market and security to security. "I can buy size at 102-22," means that a trader can buy a significant amount at 102-22. Small is <10,000 shares. Medium is 15,000-25,000 shares. Good is 50,000 shares. Size is 100,000 shares. Good six-figure size is 200,000-300,000 shares. Multiple six-figure size is >300,000 shares. Size of the market is actual number of shares represented in one`s market, or bid and offering; unless specified, assumed to be at least 500 to 1000 shares, depending on the stock.'
source (excellent glossary, by the way:
http://www.trading-glossary.com/s0280.asp
4 KudoZ points awarded for this answer.
Comment: "Thanks once again Kenneth and everyone
xx"
5 mins
Anna Maria Augustine (X)
France
Native in English
&
English
Works in field
Related KudoZ points
:
28
Highs and Lows
Exactly like the zig zags you see on financial and other charts. It simply means: when the stocks go up or when they go down.
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