The Transfer Function Relationship Between Earnings and Market-industry Indices
The Transfer Function Relationship Between Earnings and Market-industry Indices

Author: William S. Hopwood

Publisher:

Published: 1978

Total Pages: 44

ISBN-13:

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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.

The Transfer Function Relationship Between Earnings and Market-industry Indices
The Transfer Function Relationship Between Earnings and Market-industry Indices

Author: Ali Jahankhani

Publisher:

Published: 1978

Total Pages: 578

ISBN-13:

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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.

Routledge Library Editions: Banking & Finance
Routledge Library Editions: Banking & Finance

Author: Various

Publisher: Routledge

Published: 2021-12-02

Total Pages: 10558

ISBN-13: 1136264922

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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
A Multivariate Analysis of Earnings Forecasts Generated by Financial Analysts and Univariate Time Series Models

Author: William S. Hopwood

Publisher:

Published: 1978

Total Pages: 36

ISBN-13:

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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.

Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance)
Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking and Finance)

Author: Khosrow Fatemi

Publisher: Routledge

Published: 2012-05-25

Total Pages: 298

ISBN-13: 0415538807

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The need for continued analysis and evaluation of the international financial system is as pressing now as it was when this book was originally published. This volume provides an in-depth analysis of certain aspects of the international financial system. Specifically it addresses four of the most important financial and monetary issues of the present time: exchange rate, capital markets, international banking and external debt and international financial management.