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Author : James Gary Manegold
Publisher :
ISBN 13 :
Total Pages : 542 pages
Book Rating : 4.F/5 ( download)
Download or read book Time-series Properties of the Components of Earnings written by James Gary Manegold and published by . This book was released on 1978 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William S. Hopwood
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (31 download)
Download or read book An Empirical Survey of Transfer-function and Univariate Time-series Earnings Expectation Models written by William S. Hopwood and published by . This book was released on 1980 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kenneth E. Dimitry
Publisher :
ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.:/5 (229 download)
Download or read book An Empirical Examination of the Time-series Properties of Earnings-per-share Using Transfer Function Analysis at the Industry Level written by Kenneth E. Dimitry and published by . This book was released on 1990 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William S. Hopwood
Publisher :
ISBN 13 :
Total Pages : 390 pages
Book Rating : 4.:/5 (31 download)
Download or read book Time Series Models for Corporate Earnings written by William S. Hopwood and published by . This book was released on 1980 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Ralph Byington
Publisher :
ISBN 13 :
Total Pages : 356 pages
Book Rating : 4.:/5 (733 download)
Download or read book Analysis of Time Series Properties of Earnings written by James Ralph Byington and published by . This book was released on 1985 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robin Anthony Alexander
Publisher :
ISBN 13 :
Total Pages : 176 pages
Book Rating : 4.:/5 (288 download)
Download or read book A Simulation Study of Some Time Series Properties of Earnings written by Robin Anthony Alexander and published by . This book was released on 1981 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Harold Thayer Davis
Publisher :
ISBN 13 :
Total Pages : 648 pages
Book Rating : 4.3/5 (129 download)
Download or read book The Analysis of Economic Time Series written by Harold Thayer Davis and published by . This book was released on 1941 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kyung Joo Lee
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (17 download)
Download or read book ˜Theœ Effect of Time Series Properties on the Predictive Value of Quarterly Earnings for Forecasting Annual Earnings written by Kyung Joo Lee and published by . This book was released on 1990 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William S. Hopwood
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (31 download)
Download or read book Time Series Models for Corporate Earnings written by William S. Hopwood and published by . This book was released on 1980 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Koren M. Jo
Publisher :
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.:/5 (923 download)
Download or read book Aggregate Earnings: Time-series Properties and Forecasting Models written by Koren M. Jo and published by . This book was released on 2015 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this study I examine the time series properties of quarterly aggregate earnings and aggregate analyst earnings forecasts. Using quarterly data from January 1988 to December 2012, I show that both quarterly aggregate earnings and analyst earnings forecasts follow a random walk process in contrast with the corresponding firm level's actual and forecasted earnings, which both follow a seasonal random walk process. The fact that aggregate earnings follows a random walk process suggests that researchers using aggregate earnings need to account for the serial correlation in aggregate earnings in their models. Moreover, the level of aggregate earnings and aggregate analyst forecasts are co-integrated even though aggregate analyst forecasts are biased. I further show that prior forecast errors are correlated with growth in aggregate GAAP earnings but not aggregate Street earnings. The exclusion of special items makes Street earnings smoother and easier to predict, thus making forecasts of Street earnings more efficient. Finally, random-walk-based forecasts outperform analyst forecasts in terms of accuracy when GAAP earnings are forecasted, but not when Street earnings are forecasted.
Author : Haim Y. Bleikh
Publisher : CRC Press
ISBN 13 : 1317010183
Total Pages : 149 pages
Book Rating : 4.3/5 (17 download)
Download or read book Time Series Analysis and Adjustment written by Haim Y. Bleikh and published by CRC Press. This book was released on 2016-02-24 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Author : David Burgstahler
Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (129 download)
Download or read book Time-Series Properties and Pricing of the Special Items Component of Earnings written by David Burgstahler and published by . This book was released on 1999 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: We demonstrate that the effect of special items on the time-series of seasonally-differenced quarterly earnings differs from the effect of other components of earnings. Focusing on earnings four quarters subsequent to the special item where the time-series differences are most pronounced, we also demonstrate that market expectations of earnings impounded in prices reflect these time-series differences. Further, our estimates suggest that the proportion of the time-series implications of special items impounded in prices is larger than the proportion for other, non-special items, components of earnings. Nonetheless, market prices do not fully reflect time-series implications of special items ? a significant proportion of the time-series implications of negative special items is not impounded in prices and past values of special items predict subsequent abnormal returns.
Author : Stephen Michael Groomer
Publisher :
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.:/5 (91 download)
Download or read book An Analysis of the Predictive Ability of Time-series Earnings Models written by Stephen Michael Groomer and published by . This book was released on 1975 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Edward Schlater
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (33 download)
Download or read book The Time Series Properties of Quarterly Earnings Per Share and Stock Market Price Reaction to Earnings Announcements written by John Edward Schlater and published by . This book was released on 1978 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William S. Hopwood
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (31 download)
Download or read book Problems with Validity of Time Series Earnings Forecast Models written by William S. Hopwood and published by . This book was released on 1980 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : D.R. Cox
Publisher : CRC Press
ISBN 13 : 1000152944
Total Pages : 243 pages
Book Rating : 4.0/5 (1 download)
Download or read book Time Series Models written by D.R. Cox and published by CRC Press. This book was released on 2020-11-26 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.
Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : 528 pages
Book Rating : 4.F/5 ( download)
Download or read book Forecasting Economic Time Series written by Clive William John Granger and published by . This book was released on 1977 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.
