Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 42
Book Description
An Empirical Survey of Transfer-function and Univariate Time-series Earnings Expectation Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 42
Book Description
An Empirical Survey of Transfer-function and Univariate Time-series Earnings Expectation Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 42
Book Description
The Transfer Function Relationship Between Earnings and Market-industry Indices
Author: William S. HopwoodPublisher:
ISBN:
Category : Business forecasting
Languages : en
Pages : 44
Book Description
It was demonstrated that it is possible to develop an a priori rule for the determination of when the transfer function will outperform the univariate model. In particular it was found that if a transfer function outperforms an ARIMA model for the majority of the first three periods in the forecast horizon, then there is a significant probability that it will do the same for periods four through ten.
An Evaluation of Transfer-function and Univariate Time-series Earnings Expectation Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Income forecasting
Languages : en
Pages : 46
Book Description
Preliminary Evidence Regarding the Transfer Function Relationship of Quarterly Earnings for Closely-related Industries
Author: Clarence E. FriesPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 148
Book Description
The Interaction of Financial and Nonfinancial Information Sources
Author: Kenneth Robert JansonPublisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 642
Book Description
The Transfer Function Relationship Between Earnings and Market-industry Indices
Author: Ali JahankhaniPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 578
Book Description
In this paper, alternative capital asset pricing models (CAPM) are first reviewed and criticized. Then a new simultaneous equation CAPM is derived to take the essences of the existing capital asset pricing models into account. Some data are also used to show the usefulness of the new CAPM derived in this study.
An Empirical Examination of the Time-series Properties of Earnings-per-share Using Transfer Function Analysis at the Industry Level
Author: Kenneth E. DimitryPublisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 256
Book Description
Routledge Library Editions: Banking & Finance
Author: VariousPublisher: Routledge
ISBN: 1136264922
Category : Business & Economics
Languages : en
Pages : 10558
Book Description
Current interest in the history of money and banking remains strong and it is opportune to survey developments both in the UK, USA, Europe and Asia. This set provides historical analysis which incorporates research from the early twentieth century onwards in a form that is both accessible to students of money & banking and economists, economic historians and bankers This set re-issues 38 volumes originally published between 1900 and 2000. It charts the history of early banking, discusses banking in the UK, Europe,Japan and the USA, analyses banks as multinationals, the UK mortgage market, banking policy and structure and examines specific sectors such as gilts and gold.
A Multivariate Analysis of Earnings Forecasts Generated by Financial Analysts and Univariate Time Series Models
Author: William S. HopwoodPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 36
Book Description
The study provides evidence on the relative accuracy of forecasts of earnings generated from five sources including statistical models and financial analysts. The statistical models were chosen on the basis of their usage in recent studies in the literature. The results indicate that the five types of forecasts are not significantly different using a multivariate testing procedure.