JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 52 筆
第 287 頁
... ratio . DO is dividend payout ratio , CK is cash flow - capital stock ratio , I / K is investment nomalized by capital stock , R - Rm is the difference between the individual firm's stock return and CRSP value - weighted market return ...
... ratio . DO is dividend payout ratio , CK is cash flow - capital stock ratio , I / K is investment nomalized by capital stock , R - Rm is the difference between the individual firm's stock return and CRSP value - weighted market return ...
第 290 頁
... ratio . DO is dividend payout ratio , and CK is cash flowcapital stock ratio . The explanatory variables are one period lagged variables . The probit regressions are performed for two samples : the whole sample ( swaps outstanding ) and ...
... ratio . DO is dividend payout ratio , and CK is cash flowcapital stock ratio . The explanatory variables are one period lagged variables . The probit regressions are performed for two samples : the whole sample ( swaps outstanding ) and ...
第 306 頁
... ratio portfolios . 14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has been known ...
... ratio portfolios . 14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has been known ...
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analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility