Table of contents
VECTOR AUTOREGRESSION: A CRITICAL TOOL IN THE ARSENAL OF SALES RESPONSE MODELING
L.L. Leachman, Christie H. Paksoy, J.B. WilkinsonThis research applies vector autoregression to estimate a system composed of market share and relative advertising expenditures of the seven major competitors in the U. S…
82
IMPLICATIONS FOR NATIONAL EQUITY MARKET COMOVEMENTS: AN APPLICATION OF THE ENGLE‐GRANGER TWO‐STEP PROCEDURE
Lori L. Leachman, Bill Francis, Ivan MarcottThis paper tests for longrun relationships among the national equity markets of the G'7 countries using the Engle‐Granger two‐step procedure. Results indicate that cointegration…
87
FOREIGN OWNERSHIP AND COST EFFICIENCY IN U.S. MULTINATIONAL BANKING
C. Edward Chang, Fayez A. Elayan, Chwo‐Ming Joseph YuThis study provides a comparison of cost efficiency between foreign‐owned multinational banks operating in the U.S. and U.S.‐owned multinational banks in their production of…
119
RATIONALE FOR CONFLICTS IN FINANCIAL THEORY AND PRACTICE: THE CASE OF CONVERTIBLE BONDS
Bruce C. Payne, Janet D. Payne, Nancy C. RumoreContrary to theory, financial managers constantly attempt to exploit timing to offer securities that are the least costly to existing shareholders. The purpose of this study is to…
251
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner