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increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show …Based on German government bond yields, this paper analyses the performance of laddered strategies during a period of … structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly …
Persistent link: https://www.econbiz.de/10014524424
predict future performance. We used regressions in panel data with a sample of equity mutual funds of the eurozone area from … 2003 to 2014. We concluded that expenses are an important determinant of performance in the eurozone and we show evidence …
Persistent link: https://www.econbiz.de/10014551748
critical to their success, and to assess their contribution to the AMCOS performance. The study identified factors through … factors obtained from the factor analysis, regression analysis was conducted to assess their influence on the performance … were categorised into: commitment (use of personal skills, members' control and promotion), governance (measurement system …
Persistent link: https://www.econbiz.de/10014505716
Research on family firm performance has led to inconclusive results which is why scholars called for a differentiated … differentiate between true family firms and lone founder firms and hypothesize that the firm performance of both ownership … Prime Standard, I found that lone founder ownership was significantly associated with higher firm performance during the GFC …
Persistent link: https://www.econbiz.de/10014528956
Considering environmental, social, and governance (ESG) factors becomes increasingly important for companies and … investors. However, “ESG” is not clearly defined so far and, therefore, it is difficult to measure the ESG activity of companies …. We analyze the extent and changes in 10-K reports and proxy statements on ESG, using a textual analysis and creating an …
Persistent link: https://www.econbiz.de/10012428757
Quantitative researchers often use Student's t-test (and its p-values) to claim that a particular regressor is important (statistically significantly) for explaining the variation in a response variable. A study is subject to the p-hacking problem when its author relies too much on formal...
Persistent link: https://www.econbiz.de/10013201336
The aim of this study is to analyze investor response to different measures of pension plan performance. To do this, we … pension plan depending on past returns and the type of management company administering the plan. On analyzing the flow-performance …
Persistent link: https://www.econbiz.de/10011538754
The problem of return on current assets and return on working capital related to the cost of equity invested in a … company is analyzed in this paper. Risk - return and liquidity - profitability trade-offs influence the company's equilibrium … strategy, measured by current ratio. Rate of return on current assets should be related to the rate of return on working …
Persistent link: https://www.econbiz.de/10011551422
expected return estimate for investors relative to actual returns. …
Persistent link: https://www.econbiz.de/10011988697
The main task of this paper is to determine accuracy of some of widely used technical analysis techniques for MBI-10 stocks price forecast at MSE. We are testing accuracy of several technical analysis techniques: MACD (Moving-Average Convergence/Divergence), RSI (Relative Strength Index),...
Persistent link: https://www.econbiz.de/10011994714