Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Richard A. DeFusco"'
Publikováno v:
Managerial Finance. 40:118-136
Purpose – The purpose of this paper is to examine the dynamic relationships among investment, earnings and dividends for US firms. The sample period is 1950-2006. Design/methodology/approach – The authors use a firm-level vector auto-regression (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ac784135cd9347bef73b00ba733d8bc
https://doi.org/10.1108/mf-04-2013-0090
https://doi.org/10.1108/mf-04-2013-0090
Your complete guide to quantitative analysis in the investment industry Quantitative Investment Analysis, Third Edition is a newly revised and updated text that presents you with a blend of theory and practice materials to guide you through the use o
Publikováno v:
Financial Review. 45:153-165
Previous research shows, using data from three quarters after the implementation of regulation fair disclosure (Reg FD), that there is an improvement in the informational efficiency of stock prices after Reg FD. We compare the informational efficienc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1e1d60649106ac0d5f1bb55008494af
https://doi.org/10.1111/j.1540-6288.2009.00241.x
https://doi.org/10.1111/j.1540-6288.2009.00241.x
Publikováno v:
Journal of Economics and Finance. 35:181-197
In this paper, we study the pricing deviations of the three most liquid Exchange Traded Funds from the price of the underlying index. We examine Spider, Diamonds, and Cubes and find that their price deviation is predictable and nonzero. Therefore, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ee87a3aec0d22e4c07575b92f8f8286
https://doi.org/10.1007/s12197-009-9090-6
https://doi.org/10.1007/s12197-009-9090-6
Publikováno v:
International Review of Financial Analysis. 17:728-746
Empirical research provides evidence for exchange rates overreaction to changes in economic fundamentals over a short run, but convergence in a long run. In this research we use statistical method developed by Cox [Cox, D.R., “Regression models and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5bbf5d48a5bc87ec93bdce5c2228cfa
https://doi.org/10.1016/j.irfa.2007.09.006
https://doi.org/10.1016/j.irfa.2007.09.006
Publikováno v:
Applied Financial Economics. 18:379-386
Using the technique proposed by Davidson and MacKinnon for making the selection choice among alternative asset pricing models, we test the efficacy of Kraus and Litzenberger three moment Capital Asset Pricing Model and Fama-French three factor model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4955f83d7825ad674326d86e6a76ad9e
https://doi.org/10.1080/09603100600892855
https://doi.org/10.1080/09603100600892855
Publikováno v:
Journal of Business Finance & Accounting. 23:1183-1195
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ebe2f3f2e35475071e8f93ac5c303397
https://doi.org/10.1111/j.1468-5957.1996.tb01164.x
https://doi.org/10.1111/j.1468-5957.1996.tb01164.x
Publikováno v:
The Financial Review. 31:343-363
In this paper we use cointegration tests to examine the long-run diversification potential of 13 emerging capital markets. The Johansen [18] and Johansen and Juselius [19] cointegration procedures are applied to the U.S. and 13 emerging capital marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c86574bff34593930aac723689d806e
https://doi.org/10.1111/j.1540-6288.1996.tb00876.x
https://doi.org/10.1111/j.1540-6288.1996.tb00876.x
Publikováno v:
The Journal of Investing. 4:44-48
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7604f0e47ef729d9754713cf06779c4
https://doi.org/10.3905/joi.4.3.44
https://doi.org/10.3905/joi.4.3.44
Publikováno v:
International Business & Economics Research Journal (IBER). 3
For a sample of global and international equity mutual funds, we test the proposition that managers likely to end up as losers manipulate fund risk differently from interim winners. In contrast with Brown, Harlow, and Starks (1996) who found robust s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::effb1d46c5167314c50d8ac968033adc
https://doi.org/10.19030/iber.v3i6.3696
https://doi.org/10.19030/iber.v3i6.3696