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Browsing Faculty of Management Projects (Master's) by Author "Asem, Ebenezer"

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Browsing Faculty of Management Projects (Master's) by Author "Asem, Ebenezer"

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  • 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 ...

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