Search results for "stock"

showing 10 items of 878 documents

On the integration of Riemann-measurable vector-valued functions

2016

We confine our attention to convergence theorems and descriptive relationships within some subclasses of Riemann-measurable vector-valued functions that are based on the various generalizations of the Riemann definition of an integral.

Dominated convergence theoremRiemann-measurable functionPure mathematicsMeasurable functionGeneral Mathematics02 engineering and technologyLebesgue measurable gaugeLebesgue integration01 natural sciencessymbols.namesakeConvergence (routing)0202 electrical engineering electronic engineering information engineeringCalculusMathematics (all)0101 mathematicsMathematicsBirkhoff McShane Henstock and Pettis integralMathematics::Complex Variables010102 general mathematicsRiemann integralRiemann hypothesisBounded variationBounded variationAlmost uniform convergencesymbols020201 artificial intelligence & image processingVector-valued function$$ACG_*$$ACG∗and $$ACG_delta ^*$$ACGδ∗functionMonatshefte für Mathematik
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Martingale Convergence Theorems and Their Applications

2020

We became familiar with martingales X=(X n ) n∈N0 as fair games and found that under certain transformations (optional stopping, discrete stochastic integral) martingales turn into martingales. In this chapter, we will see that under weak conditions (non-negativity or uniform integrability) martingales converge almost surely. Furthermore, the martingale structure implies L p -convergence under assumptions that are (formally) weaker than those of Chapter 7. The basic ideas of this chapter are Doob’s inequality (Theorem 11.4) and the upcrossing inequality (Lemma 11.3).

Doob's martingale inequalityUniform integrabilityPure mathematicsDoob's martingale convergence theoremsLocal martingaleAlmost surelyMartingale (probability theory)Stock priceStochastic integralMathematics
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A computational study of LP-based heuristic algorithms for two-dimensional guillotine cutting stock problems

2002

In this paper we develop and compare several heuristic methods for solving the general two-dimensional cutting stock problem. We follow the Gilmore-Gomory column generation scheme in which at each iteration a new cutting pattern is obtained as the solution of a subproblem on one stock sheet. For solving this subproblem, in addition to classical dynamic programming, we have developed three heuristic procedures of increasing complexity, based on GRASP and Tabu Search techniques, producing solutions differing in quality and in time requirements. In order to obtain integer solutions from the fractional solutions of the Gilmore-Gomory process, we compare three rounding procedures, rounding up, t…

Dynamic programmingMathematical optimizationBranch and boundCutting stock problemRoundingGRASPBusiness Management and Accounting (miscellaneous)Column generationManagement Science and Operations ResearchResidualAlgorithmTabu searchMathematicsOR Spectrum
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Testing for external sustainability under a monetary integration process. Does the Lawson doctrine apply to Europe?

2015

Monetary integration, and more specifically, the creation of a monetary union in Europe, raises new economic questions concerning its functioning and governance. In particular, we focus on the implications of high and persistent current account deficits for the economic performance of monetary union members in the medium term. Recent literature has argued that conventional measures of external sustainability are misleading because they omit the effects of capital variations on net foreign asset positions due to, among others, stock or debt market crises. In this paper we revisit external sustainability making use of the database developed by Lane and Milesi-Ferretti (2007) that includes the…

EMUMacroeconomicsEconomics and EconometricsValuation effectsCorporate governancemedia_common.quotation_subjectDoctrineMonetary integrationMedium termSustainabilityCross-section dependenceEconomicsStructural breaksBond marketCurrent account imbalancesPanel stationarityStock (geology)media_commonEconomic Modelling
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Options and Accounting Information: Empirical Evidence in Stock and Derivative Markets

2014

This study investigates the informational role of options trading in the price discovery process around the dissemination of accounting information, specifically annual and quarterly earnings announcements. Firstly, we examine the effect of options markets by analyzing stock market reaction to earnings news conditional on the availability of options markets. Secondly, we examine options-trading activity around the release of earnings news. Results show that when options trading is available, the options market enhances the price efficiency of equity markets. Moreover, the dissemination of earnings news is associated with significant unusual activity in the options market due to informed tra…

Earnings response coefficientEarningsFinancial economicsAccounting information systemDerivatives marketNon-qualified stock optionStock marketBusinessEarnings surprisePrice discoverySSRN Electronic Journal
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An empirical assessment of the Feltham-Ohlson models considering the sign of abnormal earnings

2006

Abstract This paper provides an empirical assessment of the Feltham-Ohlson models, distinguishing between firms with positive and negative abnormal earnings. Abnormal earnings persistence and conservatism parameters differ for these two groups; this implies different earnings prediction models and valuation functions for both profit-making and loss-making firms. The analysis refers to the period 1991-1999 and uses a sample of Spanish firms quoted on the Madrid S.E. The results suggest that our contextual approach is more useful than the non-contextual one to predict future abnormal earnings and explain current prices. Although the Ohlson (1995) model is accurate in forecasting future abnorm…

Earnings response coefficientEarningsFinancial economicseducationConservatismPost-earnings-announcement driftEmpirical assessmentAccountingEconomicshealth care economics and organizationsFinancePredictive modellingStock (geology)Valuation (finance)Accounting and Business Research
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The value relevance of losses revisited: the importance of earnings aggregation

2011

Accepted version of an article published in the journal: Global Business and Economics Review. Also available from the publisher at: http://dx.doi.org/10.1504/GBER.2011.040728 Prior research has suggested that earnings explain a larger portion of the variation in stock returns when disaggregated into components. This study shows that the increase in explanatory power stems primarily from disaggregation of negative earnings. When accounting earnings are sufficiently disaggregated into items, there is no longer a statistical difference in the value relevance of positive and negative earnings. Thus, negative earnings are also useful to stock investors. The findings are attributed to earnings p…

Earnings response coefficientEconomics and EconometricsEarningsEarnings per shareeducationFinancial systemPost-earnings-announcement driftvalue relevance earnings cash flow accruals lossPrice–earnings ratioEconomicsEconometricsVDP::Social science: 200::Economics: 210::Economics: 212Cash flowBusiness and International ManagementExplanatory powerhealth care economics and organizationsStock (geology)Global Business and Economics Review
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The Predictive Ability of Financial Information for Future Earnings: A European Perspective

2003

The objective of this paper is to analyse cross-national differences in the predictive ability of financial information (accounting and market data) for future earnings. We adopt a European perspective in our analysis by focusing on four representative European countries (France, Germany, Spain and the UK) in order to assess whether the institutional and accounting differences among them result in inter-country differences in the predictive value of financial information. In particular, we consider that differences in the extent of conservatism, due to country characteristics, such as the legal system (code-law vs common-law), the way companies finance their operations, and the relationship…

Earnings response coefficientEconomics and Econometricsmedicine.medical_specialtyEarningsbusiness.industryFinancial ratioAccountingConservatismPositive accountingStock exchangeOrder (exchange)AccountingMarket datamedicinebusinessFinanceSpanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad
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Empirical evidence of the effect of European accounting differences on the stock market valuation of earnings and book value

2002

Recently, a new dimension has been added to research in accounting harmonization by studying the effects of accounting practices and regulations on share price and return movements. Although there is an agreement of mutual recognition in the European stock markets of financial statements adapted to the directives, the differences between the European countries are still great. The objective of this study is to investigate the value relevance of alternative accounting measures (earnings and book value) constructed under different accounting systems in Europe. We investigate the differences in accounting practices through the relationship between earnings and book value, and the stock market …

Earnings response coefficientEconomics and Econometricsmedicine.medical_specialtyMark-to-market accountingEarnings per sharebusiness.industryEconomics Econometrics and Finance (miscellaneous)Enterprise valueAccountingRestricted stockPositive accountingAccountingFair valueAccounting information systemEconomicsmedicineBusiness Management and Accounting (miscellaneous)Business and International ManagementbusinessFinanceEuropean Accounting Review
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The cost of equity and exchange listing evidence from the French stock market

1997

We reconsider the behaviour of prices around the period close to the listing on the Marché à Règlement Mensuel (RM). First, an event study based on a sample of 60 firms has been set up to test the existence of the exchange listing effect on the French market. Then we discuss and test the financial reasons which can justify abnormal returns around the announcement day and the day of the listing. We explore four reasons to explain the impact of the stock exchange listings: one is the informative content of the operation which induces an upward revision of the future earnings. Three other hypotheses rely on a decrease in the discount rate originated by less risky cash flows, an increase in tra…

EarningsFinancial economicsbankingEvent studyfinanceCost of equity[SHS.ECO]Humanities and Social Sciences/Economics and FinanceStock exchangeEconomicsabnormal returnsForward market[ SHS.ECO ] Humanities and Social Sciences/Economies and financesStock marketCash flowListing (finance)taxation[SHS.ECO] Humanities and Social Sciences/Economics and Financeevent study
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