Quarterly Journal of Business and Economics articles from March 1991

Quarterly Journal of Business and Economics archives from March 1991

An analysis of anomaly sensitivity to market conditions using linear and nonlinear techniques.
March 22, 1991... An Analysis of Anomaly Sensitivity to Market Conditions Using Linear and Nonlinear Techniques Abstract This paper extends current knowledge of capital market anomalies through an analysis of their explanatory power under a variety...

Tests on the rationality of professional business forecasters with changing forecast horizons.
March 22, 1991... Tests on the Rationality of Professional Business Forecasters with Changing Forecast Horizons Abstract This paper tests the rationality (unbiasedness and efficiency) of business forecasts (Blue Chip Financial Forecasts). One...

Causality tests between the S&P 500 cash and futures markets. (research on the Standard and Poor's 500 Stock-Price Index)
March 22, 1991... Causality Tests Between the S&P 500 Cash and Futures Markets Abstract This study examines whether the S&P 500 index cash and futures markets are causally related in the statistical sense of Granger (1969). Intraday...

An application of the VAR technique to a beta decomposition model. (vector autoregressive modeling)
March 22, 1991... An Application of the VAR Technique to a Beta Decomposition Model Abstract The main purpose of this paper is to demonstrate the applicability and usefulness of the vector autoregressive (VAR) modeling technique in studying...

LDC write-off effects and bank stock returns: The Bank of Boston decision. (less developed countries)
March 22, 1991... LDC Write-Off Effects and Bank Stock Returns: The Bank of Boston Decision Abstract This study examines the effect of a publicly announced write-off of LDC loans by the Bank of Boston on December 14, 1987. The stocks of banks with high...

The Friday the thirteenth effect: myth or reality? (effect on the stock exchange)
March 22, 1991... The Friday the Thirteenth Effect: Myth or Reality?(*) Abstract This study examines the daily return behavior of the Standard & Poor's composite index over a period of more than half a century for evidence of the Friday the...