Financial analysts will typically compare thefinancial statementsof two companies; a cross-sectional analysis would be to compare the statements of two companies at the same point in time. Contrast that totime-series data analysis, which would compare the financial statements of the same company acro...
Cross-sectional analysis of financial relationships between board certified allergists and the pharmaceutical industry in JapanJAPANCORPORATE financeCOVID-19 pandemicCROSS-sectional methodGENERALIZED estimating equationsPHARMACEUTICAL industryBackground: Financial interactions between pharmaceutical companies and ...
Associated to a regime switching model, we are able to identify phases during which the cross-sectional effects are present in the market. 展开 关键词: Finance Continuous Time Random Walk cross-section analysis rank-based models momentum
Cross-sectional tests of asset returns have a long tradition in finance. The often-used capital asset pricing model (CAPM) and the arbitrage pricing theory... S Claessens,S Dasgupta,J Glen - 《Policy Research Working Paper》 被引量: 237发表: 1995年 Dividend policy and share price volatility...
Based on the nonlinear co-integration theory,were deduce the information share model proposed by Hasbrouck(1995) again,and capitalize it on measure the information share of A share market and H share market on the price discovery process.And then we analyze the cross-sectional characteristics of ...
Abnormal returns (market model prediction errors) are the subject of many event studies in accounting and finance literature. Conditional on the event of interest, researchers have recently used cross-sectional regressions to examine relations between abnormal returns and firm specific variables. This pap...
Discussion: “Who Uses Interest Rate Swaps? a Cross-Sectional Analysis” Schrand, C., 1998, Discussion: Who uses interest rate swaps? A cross-sectional analysis, Journal of Accounting, Auditing, and Finance 13(3), 201-205... Catherine M. Schrand - 《Journal of Accounting, Auditing & ...
A diagnostic test for nonlinear serial dependence in time series fitting errors Journal of Time Series Analysis (1986) W.A Barnett et al. A single-blind controlled competition among tests of nonlinearity and chaos Journal of Econometrics (1994) T Bollerslev et al. ARCH modeling in finance: A ...
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All of these results show that unlike for time-series and panel data, the evidence against the “exchange rate disconnect puzzle” is more robust using a cross-sectional perspective. The relevance of fundamental factors in determining exchange rates suggests that they can be useful in constructing ...