Keyword: statistics: empirical

Found 890 papers in total
Systematic risk in a purely random market model: some empirical evidence for individual public utilities
Systematic risk in a purely random market model: some empirical evidence for individual public utilities
1987,
A minimum norm quadratic (MINQU‐) type of OLS estimator is derived. The...
Product market structure, capital intensity, and systematic risk: empirical results from the theory of the firm
Product market structure, capital intensity, and systematic risk: empirical results from the theory of the firm
1987,
Product market concepts from industrial organization economics are integrated with...
More evidence on expected value-variance analysis versus direct utility maximization
More evidence on expected value-variance analysis versus direct utility maximization
1987,
The theoretical difficulties of the expected value‐variance (E‐V)...
An empirical analysis of insured portfolio strategies using listed options
An empirical analysis of insured portfolio strategies using listed options
1988,
Theoretical rationale for the purchase or sale of portfolio insurance has been...
Tax-timing options, leverage, and the choice of corporate form
Tax-timing options, leverage, and the choice of corporate form
1988,
The tax‐timing options associated with opportunities to trade corporate...
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
1988,
The amount and timing of unscheduled principal amortization determines the...
Common stock returns, expected inflation, and the rational expectations hypothesis
Common stock returns, expected inflation, and the rational expectations hypothesis
1988,
This paper provides empirical evidence that expected inflation has a...
Optimal portfolios: Markowitz full covariance versus simple selection rules
Optimal portfolios: Markowitz full covariance versus simple selection rules
1988,
Two major problems faced by portfolio managers are estimating the risk and return...
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
An evaluation of the performance of portfolios selected from value line rank one stocks: 1976‐1982
1988,
In this study, the performance of portfolios selected from among Value Line rank one...
The value line stock rankings and the option model implied standard deviations
The value line stock rankings and the option model implied standard deviations
1988,
Here, the relationship between Value Line rankings and option implied standard...
Yield volatility of discount coupon bonds
Yield volatility of discount coupon bonds
1988,
In this research, the yield volatility of coupon‐taxable discount bonds is...
Testing the predictive power of ex-post efficient portfolios
Testing the predictive power of ex-post efficient portfolios
1988,
Tested here is the hypothesis that portfolios selected from among ex‐post...
Some empirical evidence on the use of financial leases
Some empirical evidence on the use of financial leases
1988,
In this paper, the impact of certain firm‐specific factors on the level of...
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
Management earnings forecasts: their usefulness as a source of firm-specific information to security analysts
1988,
Although managers frequently release earnings forecasts, little is known about how...
Firm size and dividend announcements
Firm size and dividend announcements
1988,
This study documents an association between firm size and abnormal returns from the...
The market response to insider sales of restricted stock versus unrestricted stock
The market response to insider sales of restricted stock versus unrestricted stock
2014,
Insiders holding both restricted and unrestricted stock must decide which type of...
World class logistics - south of the border: an analysis of Mexican maquiladora environmentally responsible practices
World class logistics - south of the border: an analysis of Mexican maquiladora environmentally responsible practices
2015,
This research is an analysis of Mexican maquiladoras' (factories in a free trade...
Minimising assembly loss for a complex assembly using Taguchi's concept in selective assembly
Minimising assembly loss for a complex assembly using Taguchi's concept in selective assembly
2015,
The component tolerance and assembly variation determines the quality of any product....
Impact of challenges and barriers on the success of TQM: an empirical study
Impact of challenges and barriers on the success of TQM: an empirical study
2015,
This study is meant to measure the impact of the challenges of a TQM programme. The...
Impact of social capital on corporate entrepreneurship: an empirical investigation
Impact of social capital on corporate entrepreneurship: an empirical investigation
2015,
The aim of this work is to investigate the impact of organisation's social capital on...
Impact of foreign workers on labour productivity: analysis of firm level data
Impact of foreign workers on labour productivity: analysis of firm level data
2015,
The majority of foreign workers in Malaysia are unskilled and more than half come from...
Monitoring of process mean and variance simultaneously by joint &Xmacr; and R chart for serial correlation
Monitoring of process mean and variance simultaneously by joint &Xmacr; and R chart for serial correlation
2015,
It is assumed that the presence of the assignable cause may shift either process mean...
Monetary expansion and bank credit: A lack of spark
Monetary expansion and bank credit: A lack of spark
2015,
This study shows that the recent expansionary monetary policy pursued by the U.S....
Monte Carlo comparison of tests of exponentiality against NWBUE alternatives
Monte Carlo comparison of tests of exponentiality against NWBUE alternatives
2015,
In this paper we focus on the testing of exponentiality (which essentially captures no...
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