標(biāo)題: Titlebook: Analyzing Event Statistics in Corporate Finance; Methodologies, Evide Jau-Lian Jeng Book 2015 Palgrave Macmillan, a division of Nature Amer [打印本頁(yè)] 作者: 年邁 時(shí)間: 2025-3-21 18:27
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作者: 伸展 時(shí)間: 2025-3-21 21:59
Model Specifications for Normal (or Expected) Returns verify the model specifi-cation, one needs to be cautious about the included explanatory variables. Although many candidate variables seem useful in forecasting the returns, they are not necessarily genuine systematic variables that explain the capital market equilibrium. Common-sense reasoning may作者: Figate 時(shí)間: 2025-3-22 03:05
Cumulative Abnormal Returns or Structural Change Tests?ncides with the CUSUM statistics in the tests for parameter changes of regressions such as market models. Namely, the applications for the tests on abnormal returns are closely related with the model specification of normal returns, especially with the regression models assumed for the normal (expec作者: CAMP 時(shí)間: 2025-3-22 07:09
Recursive Estimation for Normal (or Expected) Returnsmal returns are necessary for further discussions on firm-specific abnormal returns. In this chapter, since all models that approximate normal returns are prone to time-varying parameters, some recursive estimation methods are shown to cope with this nature. Given that the systematic components of a作者: Visual-Field 時(shí)間: 2025-3-22 10:45 作者: CURT 時(shí)間: 2025-3-22 16:37 作者: 做方舟 時(shí)間: 2025-3-22 20:32
Epilogueable selection) in empirical asset pricing models. Various definitions of strong dependence can be introduced to provide better verifications on the essential feature of nondiversifiable pricing kernels that describe the benchmark normal (or expected) returns of risky securities.作者: 詼諧 時(shí)間: 2025-3-22 21:28
sed on the fact that changes in parameters for financial time series are common knowledge, a new alternative methodology is developed to extend the conventionalanalysis to more robust arguments.978-1-349-48481-2978-1-137-49160-2作者: LASH 時(shí)間: 2025-3-23 02:37 作者: FACET 時(shí)間: 2025-3-23 07:27 作者: 容易做 時(shí)間: 2025-3-23 13:42 作者: 頭盔 時(shí)間: 2025-3-23 14:35 作者: Albinism 時(shí)間: 2025-3-23 21:50
s for event studies within corporate finance. In contrast to conventional surveys or literature reviews, Jeng focuses on various methodological defects or deficiencies that lead to inaccurate empirical results, which ultimately produce bad corporate policies. This work discusses the issues of data c作者: 改變立場(chǎng) 時(shí)間: 2025-3-23 22:41
Upping the Ante: Enhancing Deal Valueul browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked is whether the short-run returns contain more updated information or, the longer horizon data that may provide more insightful views since the impacts of corporate events may be persistent over time.作者: 大暴雨 時(shí)間: 2025-3-24 04:20
Data Collection in Long-Run or Short-Run Format?ul browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked is whether the short-run returns contain more updated information or, the longer horizon data that may provide more insightful views since the impacts of corporate events may be persistent over time.作者: Focus-Words 時(shí)間: 2025-3-24 10:23
Shaking Things Up: Reorganizingnsystematic firm-specific variables in the expected rates of returns may, in fact, result in incorrect conclusion due to possible overrejection in statistics applied. This chapter introduces some new arguments for specification of normal returns.作者: transplantation 時(shí)間: 2025-3-24 13:04
Model Specifications for Normal (or Expected) Returnsnsystematic firm-specific variables in the expected rates of returns may, in fact, result in incorrect conclusion due to possible overrejection in statistics applied. This chapter introduces some new arguments for specification of normal returns.作者: 除草劑 時(shí)間: 2025-3-24 17:11
,The “Trump Factor” in the Gulf Divide,sset returns can be approximated by proposed (time-varying coefficient) theoretical models of nondiversifiable variables or proxies, all the model specifications are similar to the adaptive filters for the data stream.作者: 窗簾等 時(shí)間: 2025-3-24 21:25
Iran and Qatar: A Forced Rapprochement,t over time. In terms of properties of stochastic processes, this persistence over time can be represented by the so-called occupation time (or sojourn time) of the underlying stochastic processes constructed by the statistics of interest.作者: ostracize 時(shí)間: 2025-3-25 02:55
Book 2015ts, and the consequences of applications of different methodologies. In providing improvement for event studies in corporate finance, and based on the fact that changes in parameters for financial time series are common knowledge, a new alternative methodology is developed to extend the conventionalanalysis to more robust arguments.作者: interior 時(shí)間: 2025-3-25 07:19
https://doi.org/10.1007/978-1-4939-7662-1he hypotheses testings of the conventional CARs and CUSUM statistics are almost identical except for the asymptotic distributions applied. The CARs tests apply the (asymptotic) normality, while CUSUM tests are based on Brownian motion or Brownian bridge.作者: Eructation 時(shí)間: 2025-3-25 11:33 作者: In-Situ 時(shí)間: 2025-3-25 13:53 作者: diabetes 時(shí)間: 2025-3-25 17:16
978-1-349-48481-2Palgrave Macmillan, a division of Nature America Inc. 2015作者: 詞匯 時(shí)間: 2025-3-25 21:31
http://image.papertrans.cn/a/image/156820.jpg作者: 吞下 時(shí)間: 2025-3-26 00:50
Upping the Ante: Enhancing Deal ValueShould the short-run data set such as daily returns (or even high-frequency data) be applied? Or, should one try with the longer horizon data? A painful browse through all related literature shows that it is easy to find that there is no definite rule applied to this issue. One question often asked 作者: Panther 時(shí)間: 2025-3-26 05:22 作者: 滴注 時(shí)間: 2025-3-26 11:51 作者: 短程旅游 時(shí)間: 2025-3-26 15:29 作者: 虛度 時(shí)間: 2025-3-26 18:01
Iran and Qatar: A Forced Rapprochement,d differs from the conventional event study tests in that, instead of testing the parameter changes over time, the durability of the parameter changes and persistence of the impacts is idscussed. In other words, the method considers the intensitity of the impacts from announcements or events may las作者: CYN 時(shí)間: 2025-3-26 23:56 作者: synchronous 時(shí)間: 2025-3-27 04:49 作者: cyanosis 時(shí)間: 2025-3-27 08:21
Myoung-soo Park,Jonk-ki Kim,Tai-sung Hur,Nag-hwan Kim,Eun-sil Lee,Yo-seop Woo,Hong-ki Minozialistischer Zeit gute Voraussetzungen für wirtschaftliches Wachstum besitzen, fehlt den Akteuren h?ufig jedoch die F?higkeit, dieses technologische Potential in Innovationen umzusetzen. Daher stellt sich in noch st?rkerem Ma?e als in entwickelten Marktwirtschaften die Frage, wie die Transformatio作者: 娘娘腔 時(shí)間: 2025-3-27 10:18 作者: Bucket 時(shí)間: 2025-3-27 15:49 作者: ARY 時(shí)間: 2025-3-27 20:51 作者: Cholecystokinin 時(shí)間: 2025-3-27 22:24
Introduction,ose to marginal costs. However, unlike in usual product markets, the allocation of capital is not only determined its its price. Banks choose her customers and play therefore an active role in allocating savings among alternative investmentuses. Welfare is only maximized if they direct. funds to the
