Narrow search
Showing 1 - 10 of 90
Cover Image
An empirical study of the Chinese short-term interest rate : a comparison of the predictive power of rival one-factor models
Xu, Hai Yan; Ward, Bert; Nartea, Gilbert V. - In: Review of applied economics 3 (2007) 1/2, pp. 61-78
Persistent link: https://www.econbiz.de/10003780119
Cover Image
An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models
Xu, Hai Yan; Ward, Bert D.; Nartea, Gilbert V. - In: Review of Applied Economics 3 (2007) 1-2
This paper uses the one-factor models proposed by Chan, Karolyi, Longstaff and Sanders (CKLS, 1992) to study the short-term interest rate in China. Nine stochastic models of the short-term interest rate were estimated with GMM. For the Chinese one-month inter bank loan rate, the research finds...
Persistent link: https://www.econbiz.de/10005256589
Cover Image
An empirical study of the Chinese short-term interest rate : a comparison of the predictive power of rival one-factor models
Xu, Hai Yan; Ward, Bert D.; Nartea, Gilbert - In: Review of applied economics 3 (2007) 1/2, pp. 61-78
Persistent link: https://www.econbiz.de/10009888133
Cover Image
Size, BM, and momentum effects and the robustness of the Fama-French three-factor model: Evidence from New Zealand
Nartea, Gilbert V.; Ward, Bert D.; Djajadikerta, Hadrian G. - In: International Journal of Managerial Finance 5 (2009) April, pp. 179-200
Purpose – This paper aims to confirm the existence of size, book to market (BM) and momentum effects in the New Zealand (NZ) stock market. It also aims to compare the performance of the CAPM, the Fama-French (FF) model, and Carhart's model in explaining the variation of stock returns....
Persistent link: https://www.econbiz.de/10004979817
Cover Image
Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand
Nartea, Gilbert V.; Ward, Bert; Djajadikerta, Hadrian G. - In: International journal of managerial finance : IJMF 5 (2009) 2, pp. 179-200
Persistent link: https://www.econbiz.de/10003935296
Cover Image
Idiosyncratic volatility and cross-sectional stock returns in Southeast Asian stock markets
Nartea, Gilbert V.; Ward, Bert; Yao, Lee Jian - In: Accounting and finance : journal of the Accounting … 51 (2011) 4, pp. 1031-1054
Persistent link: https://www.econbiz.de/10009407746
Cover Image
Size, BM, and momentum effects and the robustness of the Fama-French three-factor model : evidence from New Zealand
Nartea, Gilbert V.; Ward, Bert D.; Djajadikerta, Hadrian G. - In: International journal of managerial finance : IJMF 5 (2009) 2, pp. 179-200
Persistent link: https://www.econbiz.de/10009896535
Cover Image
Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets
Nartea, Gilbert V.; Ward, Bert D.; Yao, Lee J. - In: Accounting and finance : journal of the Accounting … 51 (2011) 4, pp. 1031-1055
Persistent link: https://www.econbiz.de/10009796267
Cover Image
Idiosyncratic volatility and cross‐sectional stock returns in Southeast Asian stock markets
Nartea, Gilbert V.; Ward, Bert D.; Yao, Lee J. - In: Accounting and Finance 51 (2011) 4, pp. 1031-1054
Persistent link: https://www.econbiz.de/10011036972
Cover Image
Stakeholder management of new service development : an exploratory case study in Chinese financial sector
Li, Jing Hua; Xu, Hai Yan; Lin, Li - In: International journal of technology, policy and … 15 (2015) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10011499407