Showing 1 - 10 of 1,122
AbstractThe Effect of Investor Relations on Income Objectives andMeeting ExpectationsBy: Marcus KirkOver a quarter of publicly listed firms employ National InvestorRelationsInstitute (NIRI) members. Yet we know little about the impact ofinvestor relations (IR)for these firms. I examine the role...
Persistent link: https://www.econbiz.de/10009480849
Committee in charge: Steven Matsunaga, Chairperson, Accounting;Angela Davis, Member, Accounting;David Guenther, Member …, Accounting;Jeremy Piger, Outside Member, Economics …
Persistent link: https://www.econbiz.de/10009447395
The first essay examines news and the cross section of returns. Using a sentiment score provided by Thomson Reuters to measure the tone of news articles, this paper examines monthly portfolio returns constructed from information about past news articles. The sentiment score is obtained from the...
Persistent link: https://www.econbiz.de/10009450776
Sandford together with the findings of empirical research on accounting in small businesses, provide the framework for the … bookkeeping requirements imposed by tax compliance compel small businesses to upgrade their accounting systems, typically in the … form of computerisation. The increased sophistication of the accounting system following this upgrade allows small …
Persistent link: https://www.econbiz.de/10009484256
My research question is: Why do countries with similar rates of saving differ in economic growth? My thesis addresses this question by formulating an endogenous growth model using the Cobb-Douglas production function. My model disaggregates the rate of saving into the retention ratio and the...
Persistent link: https://www.econbiz.de/10009431019
According to the Reserve Bank of Australia (2006) the increased supply of Commercial Mortgage-Backed Securities (CMBS), with a range of subordination, has broadened the investor base in real estate debt markets and reduced the commercial property sector’s dependence on bank financing The CMBS...
Persistent link: https://www.econbiz.de/10009437644
update this prior, using Bayes law, and give a posterior probability density for the unknown model parameter. Resulting Bayes …
Persistent link: https://www.econbiz.de/10009441418
Four essays, or chapters, model the capital structure, governance, and investment decisions as part of a sequential game. Each chapter is separate in its context, assumptions, and conclusions. The titles of the chapters are below.Abstracts of each essay or chapter can be found at the beginning...
Persistent link: https://www.econbiz.de/10009441487
The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a new framework for estimating the term structure of interest rates for corporate bonds. The proposed model jointly...
Persistent link: https://www.econbiz.de/10009441853
In Chapter 1, the usefulness of Extreme Value Theory (EVT) methods, GARCH models, and skewed distributions in market risk measurement is shown by predicting and backtesting the one-day-ahead VaR for emerging stock markets and the S&P 500 index. It has been found that the conventional risk...
Persistent link: https://www.econbiz.de/10009441855