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181.
182.
Returns generated with small firm mutual fund data are used to examine the extent to which identification of a small firm effect is due to the difficulty in measuring the direct and indirect transaction costs involved in investing in the common shares of small capitalization stocks. Little if any evidence of the excess risk-adjusted returns is obtained for either of the period 1978–1983, when the small firm effect was observed, or the period 1984–1989, when it was not. The small firm effect may therefore be attributed to (1) higher direct transaction costs including bid-ask spread and broker fees and (2) higher indirect transaction costs including portfolio management expenses and market impact costs.The authors thank an anonymous referee for helpful comments on an earlier version of this paper, and Brett Salazar for valuable assistance in data collection. Errors remain our own. 相似文献
183.
In this paper, we discuss the properties of preliminary test estimators (PTE) of the parameters of simple linear model with
measurement error (ME model) when the slope of the linear model is suspected to be zero. Expressions of the bias, MSE and
efficiencies are obtained under conditional as well as unconditional situations with known reliability coefficient. Conditional
model results are compared to the standard model without measurement error. We also provide the unconditional model analysis
in finite samples. Asymptotic theory under local alternatives is developed when the variance of measurement error or the ratio
of the variance of the model error relative to the variance of the measurement error is known. Asymptotic expressions of bias
and MSE of the estimators along with their efficiencies are obtained. In every case, it is shown that the measurement error
tend to increase the variability of the estimators compared to the estimators without measurement error. Graphs and tables
are provided to see these results and to determine optimum level of significance for minimum guaranteed efficiency.
Received October 2001
RID="*"
ID="*" A. K. Md. E. Saleh is a Distinguished Research Professor and H. M. Kim is a Ph.D. candidate in the School of Mathematics
and Statistics, Carleton University, Ottawa.
Acknowledgment. The authors gratefully acknowledge the constructive suggestion of the referees to improve the paper. The research is supported
by NSERC grant A3088. 相似文献
184.
Many employers are extending workplace rights by allowing for more employee voice in decision making. Numerous unionized organizations have established formal worker participation processes to help achieve this end and to improve organizational performance. Based largely on theory, such processes are normally designed to operate independently from the bargaining process. The purpose of this study was to examine the relationship between participation and bargaining processes, and the effect of this relationship on workplace satisfaction. A total of 712 Midwest union officials were surveyed, and the results indicate that the processes tend to become integrated in the workplace. Further, union officials' workplace satisfaction was greater where formal worker participation is institutionalized within the bargaining process. 相似文献
185.
Summary The exact mean square error for the ratio estimator of a finite population total based on simple random sampling without replacement
is shown to have an expected value less than that of the variance of the ratio estimator based on Midzuno’s scheme, under
a usual super-population model. 相似文献
186.
Preston C. Bottger Ingrid H. Hallein Philip W. Yetton 《Journal of Management Studies》1985,22(4):358-368
This study explores the effects of task structure and leader power on participative leadership across Australian, African, Papua-New Guinea and Pacific Island managers. Managers in all national groups are more participative in situations of low structure and low power than for high structure and high power, respectively. Participation in situations of low structure and low power declines in the order: Australia, Africa, Papua-New Guinea, Pacific Islands. It is argued that this effect is an instrumental effect of managerial education, rather than being culturally determined. the Vroom-Yetton leadership methodology is used to measure participation levels. Subjects are a total of 150 middle-level managers attending management education courses. 相似文献
187.
188.
In this paper, progressive stress accelerated life tests are considered when the lifetime of a product under use condition
follows a finite mixture of distributions. The experiment is performed when each of the components in the mixture follows
a general class of distributions which includes, among others, the Weibull, compound Weibull, power function, Gompertz and
compound Gompertz distributions. It is assumed that the scale parameter of each component satisfies the inverse power low,
the progressive stress is directly proportional to time and the cumulative exposure model for the effect of changing stress
holds. Based on type-I censoring, the maximum likelihood estimates (MLEs) of the parameters under consideration are obtained.
A special attention is paid to a mixture of two Rayleigh components. Simulation results are carried out to study the precision
of the MLEs and to obtain confidence intervals for the parameters involved. 相似文献
189.
Jarl K. Kampen 《Quality and Quantity》2007,41(6):793-813
A comparison is given of (ordinal) measures of trust in government institutions that were collected with the aim of facilitating
comparisons between different modes and contexts of data collection. Statistical analyses reveal that the mode effect could
amount upto a 10% change of item nonresponse and a 9% change of the level of trust, whereas the context effect could lead
upto a 19% change of the bivariate associations of trust. The observed changes of both measures of central tendency and of
associations affect conclusions of social scientific research in isolated studies, which implies that comparative studies
are seriously hampered by bias related to mode and context, two sources of obscurity adding to the two other threats which
are differences of sample source and differences of question phrasing. 相似文献
190.
Following Parsian and Farsipour (1999), we consider the problem of estimating the mean of the selected normal population, from two normal populations with unknown means and common known variance, under the LINEX loss function. Some admissibility results for a subclass of equivariant estimators are derived and a sufficient condition for the inadmissibility of an arbitrary equivariant estimator is provided. As a consequence, several of the estimators proposed by Parsian and Farsipour (1999) are shown to be inadmissible and better estimators are obtained.
Received January 2001/Revised May 2002 相似文献