Purpose – The purpose of this paper is to indicate the existence of certain time series characteristics in daily stock returns of four small Asian (Pacific basin) financial markets. It aims to study efficient capital markets (efficient markets hypothesis (EMH)) as results may infer that there...

Purpose – The purpose of this paper is to propose a conceptualization of supply chain vs supply chain competition using the ecological niche approach. It suggests a probabilistic methodology for evaluating competition from time series data, using overlap in the utilization of services provided...

Access to daily store level scanner data has been increasingly easier in recent years in Japan and time series analysis based on a sales response model is becoming realistic. Introduces a new method of combining time series analysis and regression analysis on the price promotion effect, which...

Purpose – This paper aims to propose a novel model to forecast regime switches in a time series to assist decision making. Design/methodology/approach – The authors apply the clustering technique to group the data into five states. Then, a model is proposed to formulate the relationships...

Proposes a new model called the strategy evaluation model. The need for this model is based on the ongoing criticism aimed at capital budgeting models which employ purely quantitative methods such as discounted cash flow techniques and financial ratio analysis. It has been suggested that these...

Purpose – This paper aims to provide new evidence regarding the firm performance implications of using temporal orientation (time pacing) and information technology (IT) to align an organization with its task environment. Design/methodology/approach – Using questionnaire data provided by top...

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent...

With forty well structured and easy to follow topics to choose from, each workbook has a wide range of case studies, questions and activities to meet both an individual or organization's training needs. Whether studying for an ILM qualification or looking to enhance the skills of your employees,...

With forty well structured and easy to follow topics to choose from, each workbook has a wide range of case studies, questions and activities to meet both an individual or organization's training needs. Whether studying for an ILM qualification or looking to enhance the skills of your employees,...