Narrow search
Showing 1 - 7 of 7
Cover Image
Predictable pricing errors and fair value pricing of US‐based international mutual funds
Jares, Timothy E.; Lavin, Angeline M. - In: Journal of Financial Regulation and Compliance 12 (2004) 2, pp. 132-150
Fair value pricing is a critical issue for mutual funds with international market exposure because trading in the underlying foreign securities is not synchronous with US market trading. Using a sample of Japanese open‐end mutual funds that trade in the USA, this paper explores the potential...
Persistent link: https://www.econbiz.de/10014869968
Cover Image
The CCM model: a stock valuation tool for a student managed investment fund
Bowers, Jared H.; Lavin, Angeline M. - In: Managerial Finance 38 (2012) September, pp. 892-911
Purpose – The purpose of this paper is to develop and test a model that can be used to help students learn the investment analysis process and accurately identify good and bad investment opportunities. Design/methodology/approach – The model tested in this research was developed by a former...
Persistent link: https://www.econbiz.de/10010814877
Cover Image
The CCM model: a stock valuation tool for a student managed investment fund
Bowers, Jared H.; Lavin, Angeline M. - In: Managerial Finance 38 (2012) 9, pp. 892-911
Purpose – The purpose of this paper is to develop and test a model that can be used to help students learn the investment analysis process and accurately identify good and bad investment opportunities. Design/methodology/approach – The model tested in this research was developed by a former...
Persistent link: https://www.econbiz.de/10014940259
Cover Image
Do as I Do, Not as I Say: Assessing Outcomes When Students Think Like Economists
Santos, Joseph; Lavin, Angeline M. - In: The Journal of Economic Education 35 (2004) 2, pp. 148-161
The authors measured the pedagogical value of sharing with students what economists do and how they do it. Ostensibly, thinking and researching like economists will transform students into better and more engaged learners as well as provide instructors with effective assessment tools. One way to...
Persistent link: https://www.econbiz.de/10010622950
Cover Image
An examination of the information content of S&P 500 index changes: Analysis of systematic risk
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: Review of Accounting and Finance 10 (2011) November, pp. 411-426
Purpose – The purpose of this paper is to examine the shocks to firm's beta around the event of addition or deletion from the S&P 500 index. Design/methodology/approach – The total derivative of beta and Campbell and Vuolteenaho decomposition of beta methodologies are used, on monthly and...
Persistent link: https://www.econbiz.de/10009367090
Cover Image
Analysis of the probability of deletion of S&P 500 companies: Survival analysis and neural networks approach
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: The Quarterly Review of Economics and Finance 50 (2010) 2, pp. 191-201
We examine the probability of deletion of a firm from the S&P 500 index due to a decision of the index committee because the firm did not satisfy the index committee criteria. We study the probability of deletion with survival analysis and neural networks methods. We document that deletion might...
Persistent link: https://www.econbiz.de/10008488814
Cover Image
An examination of the information content of S&P 500 index changes : Analysis of systematic risk
Geppert, John M.; Ivanov, Stoyu I.; Karels, Gordon V. - In: Review of Accounting and Finance 10 (2011) 4, pp. 411-426
Purpose – The purpose of this paper is to examine the shocks to firm's beta around the event of addition or deletion from the S&P 500 index. Design/methodology/approach – The total derivative of beta and Campbell and Vuolteenaho decomposition of beta methodologies are used, on monthly and...
Persistent link: https://www.econbiz.de/10014989629