Showing 331 - 335 of 335
Purpose – The paper seeks to investigate conditional correlations and conditional volatility spillovers across international stock markets and industrial sectors from the perspective of the UK investor. Design/methodology/approach – Utilizing the DCC model, the paper extracts the...
Persistent link: https://www.econbiz.de/10014939915
Purpose – The purpose of the paper is to study the relationship between stock return correlation and volatility. Design/methodology/approach – Utilizing a logit‐type regression model, the paper analyzes the incremental effect of volatility on the level of correlation. The focus of the...
Persistent link: https://www.econbiz.de/10014939918
Purpose – The purpose of this paper is to construct a weight model from the sales comparison approach. Design/methodology/approach – Although weighted average of comparables into sales comparison value is commonly applied in the past, most papers only focus mathematical calculation. This...
Persistent link: https://www.econbiz.de/10014971724
Purpose – This article aims to discuss the binary matrix of spatial association which is suggested by Moran, and proposes a new method of the definition of the w matrix to obtain a new space‐time correlation coefficient considering the correlation of both time and space....
Persistent link: https://www.econbiz.de/10014933194
Purpose – This paper sets out to investigate small business success factors in Chile. Design/methodology/approach – The research on which this paper is based involves a survey correlational study involving a sample of 145 small business owners in Chile that replicates Lussier's success...
Persistent link: https://www.econbiz.de/10014903130