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The nominal facts and the October 1979 policy change
There is a consensus concerning business cycle acts when the facts are about real variables. For example, Backus ... (PERIODICAL ARTICLE)
Margin, short selling, and lotteries in experimental asset markets.
1. Introduction One of the most striking results from experimental asset markets is the tendency of asset prices ... (PERIODICAL ARTICLE)
The effect of measurement alternatives on a
nonfinancial quality measure's...
I. INTRODUCTION Prior accounting research documents that quality-related nonfinancial performance measures such as customer satisfaction (Ittner and Larcker ... (PERIODICAL ARTICLE)
The market value of debt, market versus book value of
debt, and returns of...
Empirical research typically relies on book rather than market value of debt, though theory is virtually always in ... (PERIODICAL ARTICLE)
Cubes and the individual investor
HEADNOTE Abstract We investigate issues of importance to individual investors concerning Cubes, the NASDAQ-100 Index Tracking Stock, individual ... (PERIODICAL ARTICLE)
Tests of Fit for the Laplace Distribution, With
Applications.
Tests are given for the Laplace or double exponential distribution. The test statistics are based on the empirical ... (PERIODICAL ARTICLE)
Macroeconomic news, stock turnover, and volatility
clustering in daily...
Abstract We study volatility clustering in daily stock returns at both the index and firm levels from 1985 ... (PERIODICAL ARTICLE)
Regulation FD and the financial information
environment: early evidence.
I. INTRODUCTION On October 23, 2000, the voluntary disclosure practices of corporations with publicly traded securities became subject ... (PERIODICAL ARTICLE)
Ownership structure and risk: a Canadian empirical
analysis.
Introduction Most previous studies on corporate governance and ownership structure examine the problem of separation between ownership and ... (PERIODICAL ARTICLE)
The crowding effects of basic and applied research: a
theoretical and...
Investment in research has been a key determinant of economic growth at the national level (Solow; Romer; Jorgenson ... (PERIODICAL ARTICLE)
Ownership Structure and Risk: A Canadian Empirical Analysis
HEADNOTE This study attempts to relate ownership structure to changes in corporate risk behavior for Canadian firms using ... (PERIODICAL ARTICLE)
Multicriteria preference disaggregation for classification problems with an...
HEADNOTE Multicriteria Preference Disaggregation for Classification Problems with an Application to Global Investing Risk* HEADNOTE ABSTRACT Mathematical programming ... (PERIODICAL ARTICLE)
Violating the Law of One Price: Should We Make a
Federal Case Out of It?
RECENT EMPIRICAL WORK in international economics has focused on the segmentation of markets. It has become increasingly clear ... (PERIODICAL ARTICLE)
WHAT IS THE SOURCE OF DIFFERENT LEVELS OF TIME-SERIES RETURN VOLATILITY?
HEADNOTE Abstract We use the NYSE industrial index, the NYSE utility index, and the NASDAQ industrial index to ... (PERIODICAL ARTICLE)
On the performance of some robust instrumental
variables estimators.
This article considers instrumental variables versions of the quantile and rank regression estimators. The asymptotic properties of the ... (PERIODICAL ARTICLE)
A statistical process control approach to business activity monitoring.
1. Introduction Activity monitoring is an automated process that applies operational intelligence and application integration technologies to alert ... (PERIODICAL ARTICLE)
USING BIDDING STATISTICS TO PREDICT COMPLETED
CONSTRUCTION COST.
ABSTRACT The completed cost of a competitively bid construction project often exceeds the original low bid. This paper ... (PERIODICAL ARTICLE)
Factor bias under stochastic technical
change.
Determination of the magnitude and the direction of technological change in agricultural production has been the subject of ... (PERIODICAL ARTICLE)
Nonparametric estimation of crop yield distributions:
implications for...
Accurate premium rates are an essential element of an actuarially sound insurance program. Determination of accurate rates requires ... (PERIODICAL ARTICLE)
CAViaR: conditional autoregressive value at risk by
regression quantiles.
Value at risk (VaR) is the standard measure of market risk used by financial institutions. Interpreting the VaR ... (PERIODICAL ARTICLE) | |
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1-20 (of 1168) related articles
Items per page
1-20 (of 1168) related articles
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