By Cheng-Few Lee
"Advances in Quantitative research of Finance and Accounting" is an annual booklet to disseminate advancements within the quantitative research of finance and accounting. The ebook is a discussion board for statistical and quantitative analyses of matters in finance and accounting in addition to purposes of quantitative how to difficulties in monetary administration, monetary accounting, and company administration. the target is to advertise interplay among educational examine in finance and accounting and utilized learn within the monetary neighborhood and the accounting career. The papers during this quantity conceal a variety of subject matters together with gains administration, administration repayment, choice concept and alertness, debt administration and rate of interest concept, and portfolio diversification.
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Additional info for Advances in Quantitative Analysis of Finance and Accounting, Volume 4
The results in Table 9 also support this paper's prediction that the coefficient for the book value (/2) is positive for all deciles and shows a general decrease with profitability although the actual results reveal that the trend is not completely clear or smooth. The results in Table 9 do not support our prediction that the coefficient of earnings (y) is positive and is the same for all deciles. As the data in Table 9 indicate, the coefficient of earnings (y) is positive as predicted only for the seven highest profitability deciles.
And J. A. " Contemporary Accounting Research 11, 689-731 (1995). Feltham, G. and J. A. " Journal ofAccounting Research 34, 209-234 (1996). , Essentials of Econometrics, New York: McGraw-Hill, Inc (1992). " Journal of Accounting and Economics 20, 125-153 (1995). Jan, C. L. and J. " Working paper, New York University and Santa Clara University (1995). Kothari, S. P. and J. L. " Journal of Accounting and Economics 20, 155-192 (1995). " The Accounting Review 61, 44-68 (1986). Leland, H. and D. " Journal of Finance 32, 371-387 (1977).
00 45% P Notes: Model 1: V;r = cq + fi\ Blt + y\ Xlt + e,-f. 00 level. 5 In general, based on Gujarati (1992), the presence or absence of positive or negative autocorT relation depends on the calculated d statistics. Positive or negative autocorrelation is said to be present if the value of d is close to zero or 4, respectively. As the value of the d statistic inches close to 2, the more likely it is that autocorrelation is not present. 00 level. The fit is clearly poorest, although statistically significant, for the low efficiency sub-sample, that is, the negative earnings (loss) firms.
Advances in Quantitative Analysis of Finance and Accounting, Volume 4 by Cheng-Few Lee