Search Results - subject:"regression to the mean"

Smith, Gary - In: Cogent economics & finance 4 (2016) 1, pp. 1-10

Several studies have found mean reversion in monthly stock returns over long horizons. However, these studies can be challenged for several reasons, including the neglect or possible misspecification of risk premia. The current paper analyzes daily Dow returns over short horizons, which obviates...

Persistent link: https://www.econbiz.de/10011597746

Over-time variation in individual’s customer satisfaction scores

Dawes, John; Stocchi, Lara; Dall'Olmo Riley, Francesca - In: International journal of market research 62 (2020) 3, pp. 262-271

Persistent link: https://www.econbiz.de/10012231171

Companies are seldom as good or as bad as they seem at the time

Smith, Gary - In: Toward a just society : Joseph Stiglitz and …, (pp. 95-110). 2018

Persistent link: https://www.econbiz.de/10011906050

The use (and misuse) of statistics in understanding social mobility: regression to the mean and the cognitive development of high ability children from disadvantaged homes

Jerrim, John; Vignoles, Anna - Department of Quantitative Social Science, Institute of … - 2011

investigate whether this latter finding is due to a spurious statistical artefact known as regression to the mean (RTM). Our …

Persistent link: https://www.econbiz.de/10008854742

Mean reversion adjusted betas used in business valuation practice : a research note

Echterling, Fabian; Eierle, Brigitte - In: Journal of business economics : JBE 85 (2015) 7, pp. 759-792

Persistent link: https://www.econbiz.de/10011317651

Information and Human Capital Management

Jewitt, Ian; Leaver, Clare; Bar-Isaac, Heski - Department of Economics, Oxford University - 2007

recruiters. Choosing different statistics affects the extent of regression to the mean which, we show, in turn affects the …

Persistent link: https://www.econbiz.de/10005047782

Accounting for site-selection bias in before–after studies for continuous distributions: Characteristics and application using speed data

Kuo, Pei-Fen; Lord, Dominique - In: Transportation Research Part A: Policy and Practice 49 (2013) C, pp. 256-269

could significantly alter the study outcome. They include the regression-to-the-mean (RTM) and site-selection effects. The …

Persistent link: https://www.econbiz.de/10011043492

Modeling team performance

Beck, Nikolaus; Meyer, Mark - In: Empirical Economics 43 (2012) 1, pp. 335-356

Persistent link: https://www.econbiz.de/10010557882

The Peter Principle: A Theory of Decline

Lazear, Edward P. - 2003

purely as a statistical matter. Being promoted is evidence that a standard has been met. Regression to the mean implies that …

Persistent link: https://www.econbiz.de/10010262717

The stochastic component in choice and regression to the mean

García-Gallego, Aurora; Georgantzís, Nikolaos; … - In: Theory and Decision 71 (2011) 2, pp. 251-267

Persistent link: https://www.econbiz.de/10009327403

A service of the

zbw