Titlebook: Handbook of Financial Econometrics and Statistics; Cheng-Few Lee,John C. Lee Reference work 2015 Springer Science+Business Media New York

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Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience,on, such as corporate earnings forecasts from the management and the financial analyst. Also, the management forecast is another important index investors might use..To examine the accuracy of the earnings forecasts, the following test methodology have been conducted. . are used to examine the effec

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貪婪性

Excitotoxin

Assessing Importance of Time-Series Versus Cross-Sectional Changes in Panel Data: A Study of Interntwo estimation procedures that can do so and illustrate their application by examining international variations in expected equity premia and financial architecture where a number of variables vary across time but not cross-sectionally, while other variables vary cross-sectionally but not across tim

Mechanics

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Evaluating Long-Horizon Event Study Methodology,ng simulation studies about the performance of commonly used methods. We document in details how to implement a simulation study and report our own findings on large-size samples. The findings have important implications for future research..We examine the performance of more than 20 different testi

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Combinatorial Methods for Constructing Credit Risk Ratings,rthiness of financial institutions and countries. LAD is a data mining method based on combinatorics, optimization, and Boolean logic that utilizes combinatorial search techniques to discover various combinations of attribute values that are characteristic of the positive or negative character of ob

myelography

Dynamic Interactions Between Institutional Investors and the Taiwan Stock Returns: One-Regime and Tcompanies (dic) purchases, and net registered trading firms (rtf) purchases) to examine: (i) the interaction among three types of institutional investors, particularly to test whether net foreign purchases lead net domestic purchases by dic and rtf (the so-called demonstration effect); (ii) whether

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Methods of Denoising Financial Data,for instantaneously collected massive amounts of tick-by-tick data from financial markets for information analysis and knowledge extraction. Inefficient decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughn