Directory UMM :Data Elmu:jurnal:I:International Review of Economics And Finance:Vol10.Issue1.2001:
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The ordered mean difference OMD function is a running mean of the difference between returns on a given fund or security and a benchmark such as the market portfolio, ordered by
With perfectly correlated domestic returns and the option to list internationally or domestically, the expected utility of the entrepreneur will increase by listing in both markets
Now Sylvia Nasar, science correspondent for the New York Times , tells the story of Nash’s personal and professional life in her book A Beautiful Mind.. In the early part of the
Based on “simple and intuitive financial theory” (Mukherjee and Naka, 1995; Chen et al., 1986), we hypothesize a relationship between the Singapore stock market and
recognition has been recent, a number of issues pertaining to the functioning of jointly determined ecosystems remain inadequately understood. As such, this article has two
Friedman explains, analysis of available data seemed consistent with Keynes’ theory; current consumption and income were highly correlated, the marginal propen- sity to consume,
(1) and (2) show that, given the expected rate of excess return on the benchmark asset, a rise in the expected real rate of excess return on the asset relative to the risk-
(5), in addition to the number of outstanding common stock shares and warrants, exercise price, and dilution factor, the theoretical DECS value is determined by five other factors:
