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A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length

Geppert, John M. - In: The journal of futures markets 15 (1995) 5, pp. 507-536

Persistent link: https://www.econbiz.de/10001186659

An optimal incentive system for real estate agents

Jares, Timothy E.; Larsen, James E.; Zorn, Thomas S. - In: The journal of real estate research 20 (2000) 1/2, pp. 49-59

Persistent link: https://www.econbiz.de/10001522226

Using FinGame in the corporate finance class

McClatchey, Christine A.; Jares, Timothy E. - In: Advances in financial education : journal of the … 9 (2011) 1/2, pp. 21-51

Persistent link: https://www.econbiz.de/10009613471

The hedge ratio : an exact test of the random walk hypothesis

Geppert, John M. - In: Journal of the Midwest Finance Association 20 (1991), pp. 96-106

Persistent link: https://www.econbiz.de/10001172970

An error-correction model for forecasting changes in crude oil, heating oil, and unleaded gasoline futures prices

Geppert, John M. - In: The journal of business and economic studies 3 (1997) 2, pp. 63-90

Persistent link: https://www.econbiz.de/10001218762

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 & finance 10 (2011) 4, pp. 411-426

Persistent link: https://www.econbiz.de/10009560178

Financial disclosure, investor protection and stock market behavior : an international comparison

Jirasakuldech, Benjamas; Dudney, Donna M.; Zorn, Thomas S. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 181-205

Persistent link: https://www.econbiz.de/10009271474

Predicting firm reputation through content analysis of shareholders' letter

Geppert, John M.; Lawrence, Janice E. - In: Corporate reputation review : an international journal 11 (2008) 4, pp. 285-307

Persistent link: https://www.econbiz.de/10003945835

An Empirical Analysis of the Dynamic Relation among Investment, Earnings and Dividends

DeFusco, Richard A. - 2017

The authors use a firm-level vector autoregression (VAR) framework to examine the firm-level dynamics among investment, earnings and dividends. The firm-level VAR yields Granger causality results, impulse response functions, and variance decompositions characterizing the dynamics of these three...

Persistent link: https://www.econbiz.de/10012956851

Factor price equalization : A cointegration approach

Burgman, Todd A. - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 129 (1993) 3, pp. 472-487

Persistent link: https://www.econbiz.de/10015095539