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101.
102.
ABSTRACTS This study examines some finite-sample properties of a new modified Dickey-Fuller test, called the DF-GLS test, which has been shown to be more powerful than standard unit-root tests. The study shows the lag order can significantly affect the critical values of the test. This points to the importance of correcting for the lag order effect in implementing the DF-GLS test. Approximate lag-adjusted finite-sample critical values for the DF-GLS test are provided, which can be straightforwardly computed from response surface equations. 相似文献
103.
C. Sherman Cheung 《Journal of International Financial Management & Accounting》1990,2(2-3):171-180
The present study examines the peformance of Canadian stocks surrounding changes in their Value Line timeliness rankings. These stocks offer a particularly interesting sample since most of the firms represented are in resource based industries. To the extent that commodity prices move randomly, predicting the future performance of resource companies is a challenging task. Moreover, differences in accounting rules, regulatory environments and so forth make the valuation of Canadian companies relatively difficult. 相似文献
104.
This article presents a graphical approach to measuring financial instruments. It observes that the payoff contingencies of a large number of single-payoff financial instruments can be reduced to a piecewise-linear cash flow, which can be replicated with a handful of basic building blocks. Four such building blocks are identified, and they all relate to the concept of options. To demonstrate, this method is used to value several financial instruments: truncated standard call options, truncated standard put options, truncated binary call options, and hybrid foreign-currency put options. 相似文献
105.
106.
The German 10‐year Bund futures contract traded on the Eurex futures and options exchange in Frankfurt became the world's most actively traded derivative product by the end of 1999. In this article, we provide a detailed exploration of the interday and intraday return volatility in the Bund futures contract using a sample of five‐min returns from 1997 to 1998. The evolution of interday volatility is described best by a MA(1)‐fractionally integrated process that allows for the long‐memory features. At the intraday level, we find that macroeconomic announcements from both Germany and the U.S. are an important source of volatility. Among the various German announcements, we identify the IFO industry survey of business climate, industrial production (preliminary), and Bundesbank policy meeting as being by far the most important. The three most significant U.S. announcements include the employment report, the National Association of Purchasing Managers (NAPM) survey, and employment costs. Overall, U.S. macroeconomic announcements have a far greater impact on the Bund futures market than their German counterparts. © 2002 Wiley Periodicals, Inc. Jrl Fut Mark 22:679–696, 2002 相似文献
107.
Information Asymmetry is usually assumed in most explanations of the underpricing of initial public offerings (IPOs). In Baron's (1982) model, the underwriter is better informed than the issuing firm concerning the demand for the IPO. The greater uncertainty associated with the demand will lead to a greater underpricing due to the enhanced value of the underwriter's expertise. In the case that the issuer is also an informed investment banker, Baron's hypothesis predicts no underpricing. Our results based on Canadian investment bankers do not support Baron's hypothesis. 相似文献
108.
The hypothesis that share prices react differently to unexpected dividend changes conditional upon firm target payouts is examined empirically. The cumulative abnormal return metric is used to measure price reactions for firms in various combinations of target payout class and dividend change. Two models are used as surrogates for expected dividends: the Fama-Babiak model and one using analyst dividend forecasts. In general, the information hypothesis is not supported in the case of unexpected dividend decrease, but target payout is found to be a significant explanatory variable of share price behaviour in the case of unexpected dividend increase. 相似文献
109.
Kei Long Cheung Susanne Mayer Judit Simon Hein de Vries Silvia M.A.A. Evers Ingrid E.H. Kremer 《Journal of medical economics》2019,22(6):509-515
AbstractAims: Different methods have been used to analyze “object case” best–worst scaling (BWS). This study aims to compare the most common statistical analysis methods for object case BWS (i.e. the count analysis, multinomial logit, mixed logit, latent class analysis, and hierarchical Bayes estimation) and to analyze their potential advantages and limitations based on an applied example.Methods: Data were analyzed using the five analysis methods. Ranking results were compared among the methods, and methods that take respondent heterogeneity into account were presented specifically. A BWS object case survey with 22 factors was used as a case study, tested among 136 policy-makers and HTA experts from the Netherlands, Germany, France, and the UK to assess the most important barriers to HTA usage.Results: Overall, the five statistical methods yielded similar rankings, particularly in the extreme ends. Latent class analysis identified five clusters and the mixed logit model revealed significant preference heterogeneity for all, with the exception of three factors.Limitations: The variety of software used to analyze BWS data may affect the results. Moreover, this study focuses solely on the comparison of different analysis methods for the BWS object case.Conclusions: The most common statistical methods provide similar rankings of the factors. Therefore, for main preference elicitation, count analysis may be considered as a valid and simple first-choice approach. However, the latent class and mixed logit models reveal additional information: identifying latent segments and/or recognizing respondent heterogeneity. 相似文献
110.
In this paper, a Sparre Andersen risk process with arbitrary interclaim time distribution is considered. We analyze various ruin-related quantities in relation to the expected present value of total operating costs until ruin, which was first proposed by Cai et al. [(2009a). On the expectation of total discounted operating costs up to default and its applications. Advances in Applied Probability 41(2), 495–522] in the piecewise-deterministic compound Poisson risk model. The analysis in this paper is applicable to a wide range of quantities including (i) the insurer's expected total discounted utility until ruin; and (ii) the expected discounted aggregate claim amounts until ruin. On one hand, when claims belong to the class of combinations of exponentials, explicit results are obtained using the ruin theoretic approach of conditioning on the first drop via discounted densities (e.g. Willmot [(2007). On the discounted penalty function in the renewal risk model with general interclaim times. Insurance: Mathematics and Economics 41(1), 17–31]). On the other hand, without any distributional assumption on the claims, we also show that the expected present value of total operating costs until ruin can be expressed in terms of some potential measures, which are common tools in the literature of Lévy processes (e.g. Kyprianou [(2014). Fluctuations of L'evy processes with applications: introductory lectures, 2nd ed. Berlin Heidelberg: Springer-Verlag]). These potential measures are identified in terms of the discounted distributions of ascending and descending ladder heights. We shall demonstrate how the formulas resulting from the two seemingly different methods can be reconciled. The cases of (i) stationary renewal risk model and (ii) surplus-dependent premium are briefly discussed as well. Some interesting invariance properties in the former model are shown to hold true, extending a well-known ruin probability result in the literature. Numerical illustrations concerning the expected total discounted utility until ruin are also provided. 相似文献