نتایج جستجو برای: leverage effects

تعداد نتایج: 1563929  

Journal: :IJCICG 2011
Brian Evans

Data mapping is the essence of being human. This report follows the process of data mapping; the transmission of a structured utterance from one domain to another. It starts with signals in the world and moves through experience and engagement with the world through those signals. The paper develops descriptions of the materials and mechanisms of data mapping. The descriptions are aids and conv...

Journal: :تحقیقات مالی 0
احمد یعقوب نژاد دانشگاه آزاد اسلامی، واحد تهران مرکز علی سعدی دانشگاه آزاد اسلامی، واحد تهران شمال منصور روضه ای دانشگاه آزاد اسلامی، واحد تهران مرکز

this research applies and compares the market leverage lally method, ibbotson and sinquefield method and siegel method, to present alternative measures for market risk premium (mrp) estimation and test forecasting power of these methods in calculating expected rate of return. the higher level of leverage implies greater risk of investment in a specified stock, so higher return is expected by in...

1998
Brian Belt

The medieval catapult weapon known as the trebuchet provides a useful physical analog for the impact of the many leverage effects that exist in a business firm and its performance. The trebuchet is explained, as are an extensive number of leverage effects for the business firm. The algebraic framework for determining the leverage effects in a business is presented and explained. The implication...

2004
Manabu Asai Michael McAleer Felix Chan Neil Shephard

In this paper we examine two methods for modelling asymmetries, namely dynamic leverage and threshold effects, in Stochastic Volatility (SV) models, one based on the threshold effects (TE) indicator function of Glosten, Jagannathan and Runkle (1992), and the other on dynamic leverage (DL), or the negative correlation between the innovations in returns and volatility. A general dynamic leverage ...

2005
J. J. Po-An Hsieh Mark Keil Arun Rai

Digital inequality, or the unequal access and use of information communication technologies, inhibits under-privileged people from opportunities in the digital world. Although government and private organizations have devoted considerable resources to address this inequality, issues remain unsolved. A theory-based investigation of the phenomenon is essential for effective policy-making and inte...

Journal: :Computational Statistics & Data Analysis 2014
Weixin Yao Yan Wei Chun Yu

The traditional estimation of mixture regression models is based on the normal assumption of component errors and thus is sensitive to outliers or heavy-tailed errors. A robust mixture regression model based on the t−distribution by extending the mixture of t−distributions to the regression setting is proposed. However, this proposed new mixture regression model is still not robust to high leve...

2016
Michi NISHIHARA Takashi SHIBATA

This paper investigates the interactions between preemptive competition and leverage. We find that the second mover always leaves the duopoly market before the first mover, although the leader may exit before the follower’s entry. We also see the leverage effects of debt financing increasing firm values and accelerating investment, even in the presence of preemptive competition. In addition to ...

2014
Emanuela Giacomini David C. Ling Andy Naranjo

The theoretical literature suggests a positive relation between financial leverage and asset returns, but the empirical evidence on this effect is mixed. We examine leverage effects in public real estate markets across eight countries with active public real estate markets. Cross-country public real estate markets provide an interesting testing ground given the significant use of leverage in re...

Journal: :Journal of the American Statistical Association 2017

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