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stock market. In order to analyze it, we selected five Korean companies listed in NYSE (see Exhibit 1) and gathered their monthly stock prices and returns data. Our objects are to make an analysis for the performance of individual stocks and portfolio and to find the best regression model for foreca
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Stock Return date: Volume versus GARCH Effect,” Journal of Finance 1, (1990),pp. 221-229.
Neal, R., "Program Trading on the NYSE: A Descriptive Analysis and Estimates of the Intra-Day Impact on Stock Returns," University of Washington working paper, (1992). I. 서 론
II. 현물 및 선물 연계에
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regression analysis's. The result shows that only one group of good quality of Income has statistically significant positive ERC. This means that the index of quality of operating income has some effect on the explanatory power between accounting income and stock price. In summary, the results of th
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regression formula of corporate bond yield using ARIMA(p,d,q) models , to test conditional heteroscedasticity of the residuals and to choose proper models forecasting corporate bond yield using ARIMA(p,d,q)-GARCH(p,q) models.
The results of empirical study are as follows. First, the mean regression
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stock index futures：A note," The Journal of Futures Markets, 15, (1995), 61-67.
Phillips, P. C. B. and P. Perron, "Testing for a Unit Root in Time Series Regression," Biometrika, 75, (1988), 335-346. [ 목 차 ]
Ⅰ. 서 론
Ⅱ. 외환 및 외환거래 기초
1. 외환의 개념 및 환율표시방
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regression output:
5.9 Table 5.5 gives data on average public teacher pay (annual salary in dollars) and spending on public schools per pupil (dollars) in 1985 for 50 states and the District of the Columbia.
5.14 Table 5.6 gives data on GNP and four definitions of the money stock for the U
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Stock Exchange, the several statistical methods are used including factor analysis, reliability test, frequency, simple regression analysis, moderate regression analysis.
The empirical results and implication are as follows.
First, the extent of use of quality and resource management efficiency are
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Stock Market Valuation of Research and Development Expenditures," Journal of Finance, 56, 2431-2456.
Chauvin, K. and M. Hirschey (1993), "Advertising, R&D Expenditures and the Market Value of the Firm," Financial Management, 128-140.
Collins, D., E. Maydew and I. Weiss (1997), "Changes in the Value
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Regression Models", 4th edition, McGraw-Hill Irwin, 2004
Maddala, G. S. and F. D. Nelson, "Maximum Likelihood Methods for Models of Markets in Disequilibrium", Econometrica, Vol. 42, No. 6, Nov 1974
Milne, A. and W. Geoffrey, "The Bank Lending Channel Reconsidered", Bank of Finland Research Discussi
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regression을 통해 세입․세출의 수준 및 구조가 1인당 GDP에 미치는 영향을 실증분석
나. 법인세
□ 현진권 외(2005)의 연구결과를 활용하여 우리나라의 법인세율 인하 효과를 추정해 보면 다음과 같음
□ 최근 해외연구에서 나타난 법인세
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