By Hao Sun. A continuation of some discussions from last time Why JPM and BAC? To see the...
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- By Hao Sun
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- 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
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- JP Morgan Chase & Co. (JPM) Apr. 09, 1997 Dec. 30, 2010
Stock Splits 2 Jun 15, 1998 [2:1] Jun 12, 2000 [3:2]
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- 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
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- 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
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- Stock Split: Aug. 26, 2004, 12:00pm [2:1]
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- 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