By Cheng-Few Lee
Advances in Quantitative research of Finance and Accounting is an annual book designed to disseminate advancements within the quantitative research of finance and accounting. The book is a discussion board for statistical and quantitative analyses of concerns in finance and accounting, in addition to functions of quantitative the way to difficulties in monetary administration, monetary accounting, and enterprise administration. the target is to advertise interplay among educational examine in finance and accounting and utilized learn within the monetary group and accounting occupation. The chapters during this quantity hide a variety of very important issues, together with company finance and debt administration, profits administration, thoughts and futures, fairness marketplace, and portfolio diversification. those themes are very valuable for either academicians and practitioners within the zone of finance. Contents: Collateral Constraints, Debt administration, and funding Incentives (E Agliardi & R Andergassen); A Concave Quadratic Programming business plan version with Product lifestyles Cycles (P Y Kim et al.); comparing the Robustness of marketplace Anomaly facts (W D Brown, Jr et al.); Why is the price Relevance of gains reduce for High-Tech businesses? (B B Lee et al.); Thirty Years of Canadian proof on inventory Splits, opposite inventory Splits, and inventory Dividends (V Jog & P C Zhu); Intraday quantity Volatility Relation of the DOW: A Behavioral Interpretation (A F Darrat et al.); The Pricing of preliminary Public choices: An choice strategy (S Liu et al.); Determinants of Winner Loser results in nationwide inventory Markets (M-S Pan); profits administration in company vote casting: proof from Antitakeover constitution Amendments (C-K Hoi et al.); Deterministic Portfolio choice types, choice Bias, and an not going Hero (H E Phillips); company Capital constitution and company price: A Panel info proof from Australia s Dividend Imputation Tax process (A T Mollik); The Momentum and suggest Reversion of Nikkei Index Futures: A Markov Chain research (K Peng & S Wang).
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Additional resources for Advances In Quantitative Analysis Of Finance And Accounting (Advances in Quantitative Analysis of Finance and Accounting) Volume 6
As the product moves into maturity-saturation stage, the focus is on repeat purchasers with lower prices as sales volume reaches its peak. Regardless of the reasons, be it a market niche or product life cycle, pricing of a product holds the key to the success of a business organization. 2. The Linear Programming Marketing Strategy Model As is well known, the objective of a marketing manager is often focused on profit maximization1 given the various constraints such as availability of sales force, advertising budget, and machine hours.
Ch03 February 18, 2008 16:13 Table 2. Testing the effects of passive deletion: size-adjusted hedge returns to forecast-to-price-based strategy n = 42,414 firm-years between 1978 and 2001. 6 40 W. D. , E. A. Moore & R. J. Pfeiffer Jr. To gain further insights about the substantial difference in results between the two samples, Panel B of Table 2 presents the results of annual hedge returns of 1,000 random samples drawn from the general sample. , the Elgers et al. sample could conceivably be one of the 1,000 random samples.
Specifically, it locates the hedge returns obtained by a given researcher in the universe of hedge returns that would be obtained by researchers using the same data with different data selection criteria. These diagnostics are applied to the findings in two specific prior studies: the forecast-to-price anomaly documented by Elgers et al. (2001), and the accrual anomaly documented by Sloan (1996). 6% average annual hedge returns to a strategy based on the forecast-to-price ratio between 1982 and 1998 reported in Elgers et al.