Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Thomas H. Root"'
Publikováno v:
Journal of Corporate Accounting & Finance. 31:166-177
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::947c488dfa91860411ff9d8cd5e129ad
https://doi.org/10.1002/jcaf.22472
https://doi.org/10.1002/jcaf.22472
Publikováno v:
Journal of International Technology and Information Management. 28:63-83
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbce051b3b5a2a47026e3ce6657eaf5f
https://doi.org/10.58729/1941-6679.1435
https://doi.org/10.58729/1941-6679.1435
Publikováno v:
Journal of the Midwest Association for Information Systems. 2015:5-19
Academic studies investigating the financial management of companies routinely segment data by broad industry groups to facilitate an “apples to apples” comparison and remove possible industry effects. One common segmentation method is to group a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbb63dbc345f16f3af3d6118a33794eb
https://doi.org/10.17705/3jmwa.00002
https://doi.org/10.17705/3jmwa.00002
Autor:
Thomas H. Root, Donald Lien
Publikováno v:
Managerial Finance. 31:18-32
An investor saving for retirement attempts to allocate as sets in a manner that provides enough savings to produce a secure post retirement income. Falling short of the desired saving level has a large negative impact on retirement income and is a ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e6f50fc0a01214336844c00d3f1cadd
https://doi.org/10.1108/03074350510769785
https://doi.org/10.1108/03074350510769785
Autor:
Thomas H. Root, Donald Lien
Publikováno v:
International Review of Financial Analysis. 12:117-133
The calculation of the hedge ratio, and therefore the effectiveness of the hedge, is dependent upon the correct specification of the relationship between the futures and spot price. Likewise, a forecast of the future spot or futures price is dependen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3342db1f5355af47d72c00540714931a
https://doi.org/10.1016/s1057-5219(03)00003-6
https://doi.org/10.1016/s1057-5219(03)00003-6
Autor:
Thomas H. Root, Donald Lien
Publikováno v:
Applied Financial Economics. 13:23-35
The response of a futures contract to an exogenous shock may partially depend upon the maturity of the contract. Investigation of the speed with which the contract returns to its long run equilibrium is dependent upon the time series specification of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25eb4745ca92d4f7f4fde1d5cda9c278
https://doi.org/10.1080/09603100110090226
https://doi.org/10.1080/09603100110090226
Autor:
Donald Lien, Thomas H. Root
Publikováno v:
Energy Economics. 21:95-110
Intuitively, the persistence of a shock may last longer in futures contracts with a longer maturity. Estimation of the speed with which different contract lengths converges to the long-run equilibrium following a shock, provides a means for comparing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a435dd2894045d4be265720149ab30e7
https://doi.org/10.1016/s0140-9883(98)00022-x
https://doi.org/10.1016/s0140-9883(98)00022-x
Autor:
Thomas A. Swank, Thomas H. Root
Publikováno v:
The Journal of Fixed Income. 5:26-31
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14fa056b70e06615687ed69a53af02ce
https://doi.org/10.3905/jfi.1995.408132
https://doi.org/10.3905/jfi.1995.408132