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Australian Finance Company Profitability: Tests of the Hedging and S.C.P. Models

McShane, R. W.; Sharpe, I. G. - In: Australian Journal of Management 12 (1987) 1, pp. 69-90

The paper tests the hedging and structure-conduct-perfor Mance (S.C.P.) models in the context of Australian finance company profit margins. Econometric results from pooled time-series/cross-section data were consistent with the S.C.P. model and inconsistent with the hedging model. Finance...

Persistent link: https://www.econbiz.de/10010769513

New Information and Australian Equity Returns: A Multivariate Analysis

Sharpe, I. G. - In: Australian Journal of Management 8 (1983) 1, pp. 21-34

Utilising multivariate techniques the study investigates the relationship between new macroeconomic information and weekly Australian equity returns and tests the joint hypothesis of market efficiency and constant equilibrium expected equity returns (or constant risk premium). The joint...

Persistent link: https://www.econbiz.de/10011135739

ON PRUDENTIAL CONTROLS

HOGAN, W. P.; SHARPE, I. G. - In: Economic Papers 2 (1983) S1, pp. 144-165

Persistent link: https://www.econbiz.de/10010565075

The Impact of Institutional Changes on the Australian Short-Run Money Demand Function

Sharpe, Ian G.; Volker, Paul A. - In: Kredit und Kapital 12 (1979) 1, pp. 101-120

Wirkung von institutionellen Änderungen auf die australische kurzfristige Geldnachfragefunktion In einer früheren Ausgabe von Kredit und Kapital legen Jüttner und Tuckwell Schätzungen der australischen kurzfristigen realen Geldnachfragefunktion für den Zeitraum vom 1. Quartal 1952 bis zum...

Persistent link: https://www.econbiz.de/10014523408