Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Phillip R. Daves"'
Autor:
Marissa McElrone, Elizabeth Anderson Steeves, Meghan C. Zimmer, Adeline Grier-Welch, Phillip R. Daves
Publikováno v:
Ecology of Food and Nutrition. 59:47-64
Appalachian communities have lower access to healthier food sources like grocery stores. Through semi-structured interviews with owner/managers of convenience stores in Appalachian communities, this qualitative study explored perceived roles and busi
Autor:
Zhongdong Chen, Phillip R. Daves
Publikováno v:
International Review of Financial Analysis. 59:94-104
We document the January sentiment effect in the U.S. stock market over the 1978–2017 period where January sentiment of individual investors has a significant impact on their asset allocation decisions and therefore, stock market returns from Februa
Autor:
Eugene F. Brigham, Phillip R. Daves
Gain an understanding of the financial challenges facing businesses today -- and the best solutions -- with the only book written specifically for intermediate or advanced corporate finance courses: INTERMEDIATE FINANCIAL MANAGEMENT, 14E. Written by
Autor:
Phillip R. Daves, Michael C. Ehrhardt
Publikováno v:
Applied Financial Economics. 21:695-705
For an individual or company that is subject to taxes, we develop a method that uses laddered Separate Trading of Registered Interest and Principal (STRIP) bonds to determine the value (and composition) of a portfolio that replicates a risk-free afte
Publikováno v:
International Journal of Managerial Finance. 5:81-109
PurposeThe purpose of this paper is to investigate how quotes originating via electronic communication networks (ECN)s affect trading costs.Design/methodology/approachIn order to investigate the relations between trading costs and quotation venue, th
Autor:
Phillip R. Daves, Zhongdong Chen
Publikováno v:
SSRN Electronic Journal.
We examine the ability of the Index of Consumer Sentiment (ICS) to predict stock returns over subsequent 11 months and to explain the other January effect (OJE) puzzle (stock returns in January predicting monthly returns for the remainder of the year
Autor:
Phillip R. Daves, Alan L. Tucker
Publikováno v:
Applied Financial Economics. 3:145-158
The present study develops a model of the firm's decision to release information which may leave it at a competitive disadvantage, and tests the implications of the model. The model predicts, and the tests document, generally direct relations between
Autor:
Michael C. Ehrhardt, Phillip R. Daves
Publikováno v:
The Financial Review. 28:203-237
We develop a joint maximum likelihood estimator for the interest rate risk premium and the parameters of the Cox, Ingersoll, and Ross bond pricing model. This new approach resolves difficulties inherent in previous approaches that use only time-serie
Autor:
Phillip R. Daves, Michael C. Ehrhardt
Publikováno v:
The Journal of Finance. 48:315-329
An apparent pricing anomaly exists in the market for U.S. Treasury strips: zerocoupon strips created from principal payments typically trade at significantly higher prices than otherwise identical zero-coupon strips created from coupon payments. In a
Autor:
Seung-Chan Park, Phillip R. Daves
Publikováno v:
SSRN Electronic Journal.
We investigate whether persistent macroeconomic variables can be reliably shown to predict momentum profits. We find that when predictor variables are persistent and the predictive relationship is estimated over a period that overlaps the momentum po