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Why the Bass Model Fits without Decision Variables
Bass, Frank M.; Krishnan, Trichy V.; Jain, Dipak C. - In: Marketing Science 13 (1994) 3, pp. 203-223
Over a large number of new products and technological innovations, the Bass diffusion model (Bass 1969) describes the … including decision variables into diffusion models, and our results provide both theoretical and empirical support for the …
Persistent link: https://www.econbiz.de/10008787502
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New Product Diffusion Acceleration: Measurement and Analysis
Bulte, Christophe Van den - In: Marketing Science 19 (2000) 4, pp. 366-380
evidence of diffusion acceleration is rather scant, and the methodology used in previous studies has several weaknesses. Also …, little is known about why such acceleration would have occurred. This study investigates changes in diffusion speed in the … diffusion speed as the time it takes to go from one penetration level to a higher level, and it measures speed using the slope …
Persistent link: https://www.econbiz.de/10008787590
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Analysis of New Product Diffusion Using a Four-Segment Trial-Repeat Model
Hahn, Minhi; Park, Sehoon; Krishnamurthi, Lakshman; … - In: Marketing Science 13 (1994) 3, pp. 224-247
A four segment trial-repeat model is developed to model sales of a frequently purchased product in the early stage of the product's life cycle. The model can be calibrated using aggregate data alone. Two versions of the model, one emphasizing the competitive aspect of marketing communications...
Persistent link: https://www.econbiz.de/10008789761
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The Forecaster's Dilemma
Ehrman, Chaim M.; Shugan, Steven M. - In: Marketing Science 14 (1995) 2, pp. 123-147
Influential forecasts occur when the forecast itself determines whether the forecast is tested. New product sales forecasts are often influential because a low forecast may cause a firm not to launch a new product so that actual sales are never observed. This paper considers a dilemma we face as...
Persistent link: https://www.econbiz.de/10008787639
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—Using Stock Prices to Predict Market Events: Evidence on Sales Takeoff and Long-Term Firm Survival
Markovitch, Dmitri G.; Golder, Peter N. - In: Marketing Science 27 (2008) 4, pp. 717-729
We evaluate whether stock prices can predict the sales takeoff and the long-term survival of firms at takeoff. We find that abnormal returns are strongly positive in the year prior to takeoff, thus suggesting an important signal of the takeoff. Moreover, we find that negative abnormal returns in...
Persistent link: https://www.econbiz.de/10008788137
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The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index
Clements, Adam; Liao, Yin - National Centre for Econometric Research (NCER) - 2014
Modeling and forecasting realized volatility is of paramount importance. Previous studies have examined the role of … both the continuous and jump components of volatility in forecasting. This paper considers how to use index level jumps and … cojumps across index constituents for forecasting index level volatility. In combination with the magnitude of past index …
Persistent link: https://www.econbiz.de/10010854930
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On the Bass diffusion theory, empirical models and out-of-sample forecasting
Franses, Ph.H.B.F. - Erasmus Research Institute of Management (ERIM), ERIM … - 2003
The Bass (1969) diffusion theory often guides the construction of forecasting models for new product diffusion. To …
Persistent link: https://www.econbiz.de/10005288705
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On the Bass diffusion theory, empirical models and out-of-sample forecasting
Franses, Philip Hans - Erasmus Research Institute of Management (ERIM), … - 2003
The Bass (1969) diffusion theory often guides the construction of forecasting models for new product diffusion. To …
Persistent link: https://www.econbiz.de/10010731143
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Modelling and Forecasting Noisy Realized Volatility
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo - Faculteit der Economische Wetenschappen, Erasmus … - 2011
account of them in estimating and forecasting IV. This paper investigates through Monte Carlo simulations the effects of RV … errors on estimating and forecasting IV with RV data. It is found that: (i) neglecting RV errors can lead to serious bias in …
Persistent link: https://www.econbiz.de/10010732608
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Modelling and Forecasting Noisy Realized Volatility
Asai, Manuabu; McAleer, Michael; Medeiros, Marcelo C. - Department of Economics and Finance, College of … - 2010
measurement errors are ignored, we need to take account of them in estimating and forecasting IV. This paper investigates through … Monte Carlo simulations the effects of RV errors on estimating and forecasting IV with RV data. It is found that: (i …
Persistent link: https://www.econbiz.de/10008552170