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.

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.

Accounting Research Database (RLE Accounting)
Accounting Research Database (RLE Accounting)

Author: Bimal Prodhan

Publisher: Routledge

Published: 2014-11-13

Total Pages: 188

ISBN-13: 131796294X

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An invaluable tool for the researcher in accounting history, this comprehensive database, structured in an accessible way, analyses over 1,200 articles from four mainstream accounting journals from the UK and USA. Each article (originally published between 1976 and 1985) was analysed in two ways: first, into empirical or conceptual categories and second, into one of twenty topic areas. The journals covered are Journal of Accounting Research, The Accounting Review, Accounting and Business Research and Journal of Business Finance and Accounting.