The Persistence Of Seasonality
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The Persistence Of Seasonality
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Author : Vincent Smits
language : en
Publisher: LAP Lambert Academic Publishing
Release Date : 2011-04
The Persistence Of Seasonality written by Vincent Smits and has been published by LAP Lambert Academic Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04 with categories.
Investors and academics have long been intrigued by seasonality effects on stock returns. In this research it was tested whether any significant monthly returns persist over time. The results obtained in this research provide evidence for seasonality in stock returns during the 1926 - 2009 period. Extended analysis of persistence across time showed that monthly stock returns are in fact not persistent over longer time periods, for all portfolios except for the smallest size portfolios. The extended analysis further revealed that evidence of persistence is highly correlated with the size effect.
Persistence And Seasonality In The Us Industrial Production Index
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Author : Guglielmo Maria Caporale
language : en
Publisher:
Release Date : 2023
Persistence And Seasonality In The Us Industrial Production Index written by Guglielmo Maria Caporale and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
This paper uses a seasonal long-memory model to capture the behaviour of the US Industrial Production Index (IPI) over the period 1919Q1-2022Q4. This series is found to display a large value of the periodogram at the zero, long-run frequency, and to exhibit an order of integration around 1. When first differences (of either the original data or their logged values) are taken, evidence of seasonality is obtained; more specifically, deterministic seasonality is rejected in favour of a seasonal fractional integration model with an order of integration equal to 0.14 for the original data and 0.29 for their logged values, which implies the presence of a seasonal long-memory mean reverting pattern.
Persistence And Seasonality In Output And Employment Of The Federal Republic Of Germany
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Author : Jürgen Wolters
language : de
Publisher:
Release Date : 1992
Persistence And Seasonality In Output And Employment Of The Federal Republic Of Germany written by Jürgen Wolters and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Seasonal Movements Of Exchange Rates And Interest Rates Under The Pre World War I Gold Standard
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Author : Ellen Foster
language : en
Publisher: Routledge
Release Date : 2017-04-21
Seasonal Movements Of Exchange Rates And Interest Rates Under The Pre World War I Gold Standard written by Ellen Foster and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-21 with Business & Economics categories.
Originally published in 1994. This work investigates seasonal fluctuations of US and British short term nominal interest rates, the dollar-sterling exchange rate and short term interest rate differentials between the US and Britain during the period 1883-1913. It finds that during the pre-World War Gold Standard seasonal movements in exchange rates did not tend to offset the seasonal fluctuations in interest rate differentials. It presents a model to explain the fluctuations and outlines two specific empirical investigations, considering the results in the light of more recent historical periods as well.
Seasonal Persistence And Propagation Of Interseasonal Patterns Over The Indian Monsoon Region
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Author : V. Krishnamurthy
language : en
Publisher:
Release Date : 2006
Seasonal Persistence And Propagation Of Interseasonal Patterns Over The Indian Monsoon Region written by V. Krishnamurthy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with El Niño Current categories.
Seasonal Adjustment And Measuring Persistence In Output
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Author : Albert Jäger
language : en
Publisher:
Release Date : 1988
Seasonal Adjustment And Measuring Persistence In Output written by Albert Jäger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Econometric models categories.
Seasonality In Human Mortality
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Author : Roland Rau
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-11-24
Seasonality In Human Mortality written by Roland Rau and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-24 with Political Science categories.
Seasonal fluctuations in mortality are a persistent phenomenon, but variations from culture to culture pose fascinating questions. This book investigates whether sociodemographic and socioeconomic factors play a role as important for seasonal mortality as they do for mortality in general. Using modern statistical methods, the book shows, for example, that in the United States the fluctuations between winter and summer mortality are smaller the more years someone has spent in school.
The Persistent Marquess
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Author : Susan Payne
language : en
Publisher: The Wild Rose Press Inc
Release Date : 2020-07-06
The Persistent Marquess written by Susan Payne and has been published by The Wild Rose Press Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-06 with Fiction categories.
One Marquess. One debutante. One waltz. And Miss Daisy Vincent's first season will never be the same. A less than stellar beginning to her first ball took a sudden and irrevocable change of direction once the handsome and popular Marquess of Ashton took notice of her. Ashton, prone not to interfere with the ton, certainly made a hash of things when he did. Trying to aid a naïve debutante has brought him into the limelight as every busy-body began betting on who his marchioness would be. And the one who most interested him wasn't even on the list.
Peasant Poverty And Persistence In The Twenty First Century
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Author : Julio Boltvinik
language : en
Publisher: Zed Books Ltd.
Release Date : 2016-08-15
Peasant Poverty And Persistence In The Twenty First Century written by Julio Boltvinik and has been published by Zed Books Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-15 with Social Science categories.
Peasants are a majority of the world’s poor. Despite this, there has been little effort to bridge the fields of peasant and poverty studies. Peasant Poverty and Persistence in the Twenty-first Century provides a much-needed critical perspective linking three central questions: Why has peasantry, unlike other areas of non-capitalist production, persisted? Why are the vast majority of peasants poor? And how are these two questions related? Interweaving contributions from various disciplines, the book provides a range of responses, offering new theoretical, historical and policy perspectives on this peasant 'world drama'. Scholars from both South and North argue that, in order to find the policy paths required to overcome peasants’ misery, we need a seismic transformation in social thought, to which they make important contributions. They are convinced that we must build upon the peasant economy’s advantages over agricultural capitalism in meeting the challenges of feeding the growing world population while sustaining the environment. Structured to encourage debate among authors and mutual learning, Peasant Poverty and Persistence takes the reader on an intellectual journey toward understanding the peasantry.
Seasons In The Literatures Of The Medieval North
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Author : P. S. Langeslag
language : en
Publisher: Boydell & Brewer
Release Date : 2015
Seasons In The Literatures Of The Medieval North written by P. S. Langeslag and has been published by Boydell & Brewer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Literary Criticism categories.
A fresh examination of how the seasons are depicted in medieval literature.