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Logit models for analysing and forecasting the performance of industrial enterprises in the Treviso area

Nicolis, O.; Tondini, G. - In: Managerial Finance 32 (2006) 8, pp. 654-672

Purpose – The objective of this study is to formulate a model for forecasting the performance of firms in terms of …

Persistent link: https://www.econbiz.de/10014939881

Evaluating value‐at‐risk models before and after the financial crisis of 2008

Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial Finance 38 (2012) 4, pp. 436-452

provide suitable estimates for measuring and forecasting market risk. The data sample consists of five international developed …

Persistent link: https://www.econbiz.de/10014940234

Modeling interest rate volatility: an extended EGARCH approach

Koutmos, Gregory - In: Managerial Finance 38 (2012) 6, pp. 628-635

form. Extending the model to accommodate possible shifts would probably improve the performance as well the forecasting … paper provides a convenient and unifying methodological framework for assessing the importance and forecasting ability of …

Persistent link: https://www.econbiz.de/10014940244

Interaction of volatility and autocorrelation: evidence from major stock exchanges

Geoffrey Booth, G.; Koutmos, Gregory - In: Managerial Finance 24 (1998) 4, pp. 56-67

Compares stock market returns behaviour for six stock markets in order to find out whether nonlinearities are a result of conditional heteroscedasticity or of previous performance. Uses LeBaron’s exponential generalized autoregressive conditional heteroscedasticity model to link conditional...

Persistent link: https://www.econbiz.de/10014940327

The effects of country return and risk differences on predication performance of earnings forecasts

Riahi‐Belkaoui, Ahmed; Koula Alvertos, Dimitra - In: Managerial Finance 24 (1998) 6, pp. 3-9

Summarizes previous research on financial analysts’ forecasts and the segmentation of international finance markets. Hypothesizes that the accuracy of earnings forecasts in a country is negatively related to the country return, and positively to the country risk. Uses 1992‐94 data from 12...

Persistent link: https://www.econbiz.de/10014940334

Do financial analysts decompose past earnings when making future earnings forecasts?

Bannister, James W.; Newman, Harry A. - In: Managerial Finance 24 (1998) 6, pp. 10-23

Explains why financial analysts could find it useful to separate past earnings into discretionary accruals and earnings before discretionary accruals; referring to related research to develop hypotheses on the effects of both on the change in analysts’ earnings forecasts for the subsequent...

Persistent link: https://www.econbiz.de/10014940335

Divergence of analysts’ earnings forecasts and the stock returns‐earnings relation

Kirk, Florence R.; Lobo, Gerald J.; Fritsche, Stephen R. - In: Managerial Finance 24 (1998) 6, pp. 24-38

Outlines previous research on the relationship between stock returns and earnings and investigates the effects of divergence between security analysts’ earnings forecasts on this relationship. Uses cross‐sectional analysis, time series and variable parameter models on 1981‐88 US data to...

Persistent link: https://www.econbiz.de/10014940336

Financial analysts’ earnings forecasts for loss firms

Das, Somnath - In: Managerial Finance 24 (1998) 6, pp. 39-50

Refers to previous research on the accuracy of financial analysts’ earnings forecasts and explores the differences in accuracy for loss making and non‐loss making firms using 1985‐1993 US data. Finds an optimistic bias for both types of firms (smaller for more recent forecasts); which is...

Persistent link: https://www.econbiz.de/10014940337

Engendering trust in manager‐subordinate relationships

Connell, Julia; Ferres, Natalie; Travaglione, Tony - In: Personnel Review 32 (2003) 5, pp. 569-587

The recent growth in the trust literature indicates that both researchers and practitioners are continuing to recognise its importance as a factor for determining organisational success and the well‐being of employees. Trust is, however, a complex, multidimensional construct that has generated...

Persistent link: https://www.econbiz.de/10014973834

Forecasting future competency requirements: a three‐phase methodology

Robinson, Mark A.; Sparrow, Paul R.; Clegg, Chris; … - In: Personnel Review 36 (2007) 1, pp. 65-90

Purpose – The purpose of this paper is to introduce an integrated three‐phase methodology for forecasting future …/implications – Methodologies for forecasting future competency requirements should adopt structured integrated approaches to improve predictive …/value – The paper seeks to improve upon existing methods for forecasting future competency requirements. By addressing the …

Persistent link: https://www.econbiz.de/10014973980