Zobrazeno 1 - 10
of 667
pro vyhledávání: '"J. Kanto"'
Publikováno v:
Journal of helminthology. 92(3)
Species-specific microenvironmental preferences and interactions between parasite species have been the focus of many ecological studies. Here, we studied the distribution of ectoparasite species within the gill apparatus of bream (Abramis brama) fro
Publikováno v:
International Journal of Retail & Distribution Management. 34:6-24
PurposeThe purpose of this paper is to decompose total customer value as perceived by department store shoppers into utilitarian, hedonic and social dimensions, and empirically test this conceptualization in a Finnish department store shopping contex
Publikováno v:
The European Journal of Finance. 12:61-75
For over 30 years, observers of financial markets have been puzzled by the behaviour of the market model residuals. This research offers one answer to two of the questions raised by the anomalous behaviour of the residuals. The first is the failure o
Autor:
Antti J. Kanto, Pekka Malo
Publikováno v:
Communications in Statistics - Simulation and Computation. 35:117-148
This article considers a variety of specification tests for multivariate GARCH models that are used for dynamic hedging in electricity markets. The test statistics include the robust conditional moments tests for sign-size bias along with the recentl
Autor:
Andriy Andreev, Antti J. Kanto
Publikováno v:
The Journal of Risk. 7:55-61
butions with non-integer degrees of freedom. We generalize standard formulas, calculated on the assumption of normal log-returns without compromising on the difficulty of the calculation procedure involved. We also extend the results of Heikkinen and
Autor:
Antti J. Kanto, Hannu J. Schadewitz
Publikováno v:
Applied Financial Economics. 13:721-729
How nonearnings information affects a firm's market risk beta is reported. Nonearnings information is quantified by two indices: one for overall disclosure and the other for purely voluntary disclosure. The data are divided into four categories refle
Autor:
Antti J. Kanto, Hannu J. Schadewitz
Publikováno v:
Scandinavian Journal of Management. 18:521-542
There is a wealth of evidence of a certain delay in the market's adjustment to published earnings information. However, there is a shortage of studies focusing on whether this behaviour can be explained at least partially by the level and quality of
Publikováno v:
Communications in Statistics: Simulation and Computation. 31:489-521
In this paper we investigate the shape of the asset return distribution using all shares index of Helsinki Stock Exchange and Standard & Poor's 500 index of New York Stock Exchange. In both cases the power exponential distribution is used to model th
Autor:
Pekka Ahtiala, Antti J. Kanto
Publikováno v:
Economic Modelling. 19:137-152
This paper extends the theoretical work of Ahtiala [Eur. Econ. Rev. (1989) 1481] and examines whether the conditions for fiscal expansion to have a contractionary effect on output are met in Canada. A consistent open economy money-demand function yie
Autor:
Antti J. Kanto, Hannu J. Schadewitz
Publikováno v:
Omega. 28:417-431
The degree of unexpected disclosure in interim reports affects the communication of earnings information to the market. This finding is built upon here by investigating whether individual components of disclosure, rather than the overall disclosure,