By Cheng-Few Lee

Advances in Quantitative research of Finance and Accounting is an annual booklet designed to disseminate advancements within the quantitative research of finance and accounting. The ebook is a discussion board for statistical and quantitative analyses of concerns in finance and accounting, in addition to purposes of quantitative ways to difficulties in monetary administration, monetary accounting, and company administration. the target is to advertise interplay among educational examine in finance and accounting and utilized learn within the monetary group and accounting occupation. The chapters during this quantity conceal a variety of vital subject matters, together with company finance and debt administration, gains administration, recommendations and futures, fairness industry, and portfolio diversification. those subject matters are very worthwhile for either academicians and practitioners within the sector of finance.

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6 Robustness of Anomaly Evidence 41 Table 3. Testing the effects of extreme returns: size-adjusted returns to portfolios based on F/P and accruals. Cases deleted Mean hedge return Median hedge return Mean Low F/P Portfolio Mean High F/P Portfolio Panel A: F/P: Returns using original Elgers et al. 2% Notes: Deletion of cases was based on the extremity of a given firm-year’s return within the annual distributions of returns in the highest and lowest portfolios. For example, for the 1% deletion row in Panel A above, 1% of firm-years with the smallest (most negative) size-adjusted returns in the lowest F/P decile are excluded, and 1% of the firm-years with the largest sizeadjusted returns in the highest F/P decile in each year are excluded.

Cutler and Pass, 1971; Schrage, 1986) to obtain a set of unique optimum solutions. The question of how to determine the alternative marketing strategies has important implications for the field of marketing management and marketing managers as well. By accommodating imperfect competition with a decreasing unit profit function, the QPMS model extends and complements its linear version significantly. Many limitations disappear as witnessed in the computer simulations. , allocation of advertising effort and sales force.

The question of how to determine the alternative marketing strategies has important implications for the field of marketing management and marketing managers as well. By accommodating imperfect competition with a decreasing unit profit function, the QPMS model extends and complements its linear version significantly. Many limitations disappear as witnessed in the computer simulations. , allocation of advertising effort and sales force. Furthermore, with such a more generalized QPMS model, the manager can examine the relative importance of the different levels of the variables involved.

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