Sentences with phrase «subperiods return»
The power of aggregate discretionary accruals to predict future market returns is robust across subperiods return / accrual measurement methods and business conditions.
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They test robustness of findings with data from selected international developed markets, different return variable specifications, different subperiods and impact of transaction costs.
The adjustment is an approximation using a simplified assumption that returns are not serially correlated between subperiods.
Using return data and strategy descriptions spanning a total of 6,352 hedge funds over the period January 1970 through June 2009 and risk factor adjustment data for a January 1994 through March 2009 subperiod, he concludes that: Keep Reading
A measure of return calculated by averaging the return for each subperiod in which a cash flow occurs into a return for a reporting period.
The 1963 - 1990 relation between BE / ME and average return is strong, and remarkably similar for the 1963 - 1976 and 1977 - 1990 subperiods.