نتایج جستجو برای: leverage

تعداد نتایج: 21573  

2000
Stephen Figlewski Xiaozu Wang

The "leverage effect" refers to the well-established relationship between stock returns and both implied and realized volatility: volatility increases when the stock price falls. A standard explanation ties the phenomenon to the effect a change in market valuation of a firm's equity has on the degree of leverage in its capital structure, with an increase in leverage producing an increase in sto...

Journal: :Computational Statistics & Data Analysis 2004
Francisco Cribari-Neto

We focus on the -nite-sample behavior of heteroskedasticity-consistent covariance matrix estimators and associated quasi-t tests. The estimator most commonly used is that proposed by Halbert White. Its -nite-sample behavior under both homoskedasticity and heteroskedasticity is analyzed using Monte Carlo methods. We also consider two other consistent estimators, namely: the HC3 estimator, which ...

2011
J. S. Yang M. W. Vannier F. Wang Y. Deng F. R. Ou J. R. Bennett Y. Liu G. Wang

In a recent study by Ginther et al., the probability of receiving a U.S. National Institutes of Health (NIH) RO1 award was related to the applicant’s race/ethnicity. The results indicate black/African-American applicants were 10% less likely than white peers to receive an award, after controlling for background and qualifications. It has generated a widespread debate regarding the unfairness of...

2008
John Herbohn Steve Harrison Nestor Gregorio Carl Smith Jerry Vanclay Paul Dargusch

This paper outlines ongoing research that is investigating ways to increase the supply of high quality planting materials for smallholder forestry in the Philippines. A Bayesian Belief Network (BBN) of the nursery sector that had been developed previously by one of the authors was further refined during a planning and implementation workshop for the ACIAR Smallholder Nursery project. The refine...

Journal: :IMF Working Papers 2018

Journal: :SSRN Electronic Journal 2008

Journal: :Procedia Economics and Finance 2014

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