Search Results - subject:"R-Square"

Dissecting Anomalies in Conditional Asset Pricing

Raponi, Valentina; Zaffaroni, Paolo - 2023

We develop a methodology for estimating and testing the effect of anomalies in conditional asset pricing models when premia are time-varying. Our method, which builds on the two-pass methodology, is developed for ordinary and weighted least-squares estimation, considering both cases of correct...

Persistent link: https://www.econbiz.de/10014348784

The use of polynomial transformations in organizational research: review and recommendations

Kuskova, Valentina; Podsakoff, Nathan; Podsakoff, Philip - National Research University Higher School of Economics - 2013

Polynomial variable transformations have become increasingly popular in organizational studies to help deal with a variety of statistical issues. Indeed, a review of over 4,000 articles published in management journals indicates that almost 10% of these articles used at least some form of power...

Persistent link: https://www.econbiz.de/10010720511

Understanding equity REITs returns : an investment-based approach

Li, Yuming - In: International journal of business 23 (2018) 4, pp. 312-338

Persistent link: https://www.econbiz.de/10011950415

A risk and return analysis of selected unit linked insurance plans of selected public and private sector insurance companies

Bansal, Anand; Amarjeet Kaur - In: International journal of economics and business research 11 (2016) 1, pp. 83-99

Persistent link: https://www.econbiz.de/10011589261

Financial market and inflation

Qi, Yuqing - In: International journal of economics and finance 12 (2020) 6, pp. 90-103

Persistent link: https://www.econbiz.de/10012425366

On the use of the market model R-square as a measure of stock price efficiency

Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of Quantitative Finance and Accounting 44 (2015) 2, pp. 379-391

The R-square of the market model is a very popular measure of stock price efficiency. However, its interpretation is … far from being unambiguous. Some scholars argue that the R-square is a direct measure of efficiency, others argue that the … R-square is an indirect measure of efficiency. This paper contributes to the literature in two ways. First, we model the …

Persistent link: https://www.econbiz.de/10011155200

Informed trade and idiosyncratic return variation

Kang, Moonsoo; Nam, Kiseok - In: Review of Quantitative Finance and Accounting 44 (2015) 3, pp. 551-572

This paper explores the role of private information on idiosyncratic return variation. We suggest that there is a significant positive relationship between informed trade and firm-specific return variation. Using the probability of information-based trading (PIN) as a measure of informed trade,...

Persistent link: https://www.econbiz.de/10011242068

Informed trade and idiosyncratic return variation

Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572

Persistent link: https://www.econbiz.de/10011327591

On the use of the market model R-square as a measure of stock price efficiency

Bramante, Riccardo; Petrella, Giovanni; Zappa, Diego - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 379-391

Persistent link: https://www.econbiz.de/10011327620

Multi-peak Gaussian fit applicability to wind speed distribution

Hossain, Jami; Sharma, Suman; Kishore, V.V.N. - In: Renewable and Sustainable Energy Reviews 34 (2014) C, pp. 483-490

Efforts to harness wind energy on a large scale have gained momentum across the world. By the end of December 2013, a cumulative capacity of more than 300GW of wind power projects had been installed all over the world. One of the key aspects involved in implementing wind power projects is the...

Persistent link: https://www.econbiz.de/10010776841