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Browsing by Author "Asem, Ebenezer"

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Browsing by Author "Asem, Ebenezer"

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  • Zhou, Qixuan (Lethbridge, Alta. : University of Lethbridge, Faculty of Management, 2010Management, 2010)
    Strong seasonality is observed in the volatile hourly Alberta temperature and its low- and high-order statistical moments. We propose a time series model consisting of a linear combination of an annual sinusoidal model, a ...
  • Costello, Alexandra; University of Lethbridge. Faculty of Management (Lethbridge, Alta. : University of Lethbridge, Faculty of Management, 2006Management, 2006)
    This study empirically examines the performance of the Historical Simulation with ARMA forecast (C&M) methodology developed by Cabedo and Moya (2003b) vis-à-vis the performance of the Semi-Parametric GARCH methodology ...
  • Kremer, Daniel; University of Lethbridge. Faculty of Management (Lethbridge, Alta. : University of Lethbridge, Faculty of Management, c2008Management, 2008)
    Fuller and Goldstein (2004) find that dividend payments are more valuable in down markets than in up markets. This research extends this study to determine whether the asymmetry in valuing dividend signals is influenced ...
  • Zhang, Xiaofei; University of Lethbridge. Faculty of Management (Lethbridge, Alta. : University of Lethbridge, Faculty of Management, c2012Management, 2012)
    This study examines the effects of changes in stock market microstructure on internal market efficiency and explores the relations among internal market efficiency, market co-movement and cross-market efficiency using ...