haku: @author Roll, R. / yhteensä: 28
viite: 14 / 28
Tekijä: | Queen, M. Roll, R. |
Otsikko: | Firm mortality : Using market indicators to predict survival. |
Lehti: | Financial Analysts' Journal
1987 : MAY/JUN, VOL. 43:3, p. 9-26 |
Asiasana: | FINANCIAL ANALYSIS FIRM (THEORY OF) RISK ANALYSIS BETA FACTOR RETURN ON INVESTMENT |
Kieli: | eng |
Tiivistelmä: | A review of the use of market indicators to predict favourable and unfavourable firm mortality, with size being the best predictor, whether price should be used as the sole predictor or in conjunction with other variables, the monotonic negative relationship to unfavourable mortality, the strong positive relationship of price, total volatility of return, the retention of their predictive abilities and the impact of calculating variables, but not consummating them until the following year. |
SCIMA