Using five assets (T-bills, bonds, stocks, and both public and private real estate), this study
investigates how cointegration of capital markets affects the dynamics of public and private …

We investigate the comovement of daily returns from 13 Asian and non‐Asian markets before
and after the advent of the Asian crisis in July 1997. For individual pairs of markets, our …

Pre-and post-Asian crisis returns for the US and 11 additional stock markets from Asia, the
Americas and Europe are compared. Using an approach suggested by French and Roll (1986…

A common moral argument is that shareholders have a special status because of risk when
considering the duties of corporate management. The privileges of this status usually include …

Co in te gra tion in Re turn Se ries and Its Ef fect on Short- Term Pre dic tion Page 1 Co in te
gra tion in Re turn Se ries and Its Ef fect on Short- Term Pre dic tion by Sorin A. Tu luca, Fair …

The neural network models have proven to be a very effective tool in prediction and
classification problems in a variety of business applications. In this study, we apply the neural …

Bloomberg terminals are widely used by traders of financial instruments. Recently, Fairleigh
Dickinson University leased twenty-four Bloomberg Terminals, twelve each for its two New …

Research Question: What is the relationship between a company’s liquidity and profitability?
Motivation: There are two theoretical views in the literature regarding the relationship …

In the present study, we attempt to investigate the information validity of an important financial
metric, the cash conversion cycle (CCC.) A survey of scholarly papers and textbooks …

This dissertation constructs, solves and simulates a comprehensive model of irreversible
investment under uncertainty, for a firm with an opportunity to defer investing in a project. The …