The effects of beta, bid‐ask spread, residual risk, and size on stock returns
Y Amihud, H Mendelson - The Journal of Finance, 1989 - Wiley Online Library
ABSTRACT Merton's [26] recent extension of the CAPM proposed that asset returns are an
increasing function of their beta risk, residual risk, and size and a decreasing function of the …
increasing function of their beta risk, residual risk, and size and a decreasing function of the …
Does Twitter matter? The impact of microblogging word of mouth on consumers' adoption of new movies
This research provides an empirical test of the “Twitter effect,” which postulates that
microblogging word of mouth (MWOM) shared through Twitter and similar services affects …
microblogging word of mouth (MWOM) shared through Twitter and similar services affects …
The effects of corporate governance on environmental sustainability reporting: Empirical evidence from South Asian countries
MAK Masud, M Nurunnabi, SM Bae - Asian Journal of Sustainability and …, 2018 - Springer
Comparatively less research has examined the effect of corporate governance (CG)
elements on environmental sustainability reporting performance (ESRP) in South Asian (SA) …
elements on environmental sustainability reporting performance (ESRP) in South Asian (SA) …
Fiscal structures and economic growth: international evidence
SM Miller, FS Russek - Economic Inquiry, 1997 - Wiley Online Library
Our paper systematically examines the effects of fiscal structure on economic growth. We
find that for develo** countries, debt‐financed increases in government expenditure retard …
find that for develo** countries, debt‐financed increases in government expenditure retard …
Market share and price setting behavior for private labels and national brands
RW Cotterill, WP Putsis - Review of Industrial organization, 2000 - Springer
In this paper, we focus on the nature of demand and competitive response in the market for
private label and national “branded” grocery products. Specifically, we employ less …
private label and national “branded” grocery products. Specifically, we employ less …
Evidence on economies of scale in software development
Researchers and practitioners have found it useful for cost estimation and productivity
evaluation purposes to think of software development as an economic production process …
evaluation purposes to think of software development as an economic production process …
Unemployment and the social safety net during transitions to a market economy: evidence from the Czech and Slovak Republics
We investigate the remarkably short unemployment spells in the Czech Republic compared
to Slovakia and other Central and East European economies. We estimate hazard functions …
to Slovakia and other Central and East European economies. We estimate hazard functions …
Лекции: Анализ временных рядов
ГГ Канторович - Экономический журнал Высшей школы …, 2002 - cyberleninka.ru
Вниманию читателей предлагается курс лекций, прочитанный студентам
Государственного университета Высшей школы экономики. Материал курса …
Государственного университета Высшей школы экономики. Материал курса …
An examination of the effect of ownership form on price efficiency: proprietary, cooperative and municipal electric utilities
DR Hollas, SR Stansell - Southern Economic Journal, 1988 - JSTOR
Recent works by De Alessi [5; 6], Furobotn and Pejovich [10], and Demsetz [7] suggest that
the different structures of property rights conveyed by different institutional arrangements …
the different structures of property rights conveyed by different institutional arrangements …
Forecasting UK stock prices
C Jung, R Boyd - Applied Financial Economics, 1996 - Taylor & Francis
The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman
Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the …
Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the …