The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios
The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios
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In our eReader you can find the full English version of the book. Read The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios Online - link to read the book on full screen. Our eReader also allows you to upload and read Pdf, Txt, ePub and fb2 books. In the Mini eReder on the page below you can quickly view all pages of the book - Read Book The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios
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If it is to be assumed and not to be tested that short run responses to fluctuations in financial variables around average policies affect stock prices in the same way as do permanent shifts in these policies, then the analysis of covariance is unnecessary in this context. One tests for the effects of financial policies on stock prices by the relatively simple pro- cedure of running regressions on the data for a set of firms in a given year. If, however, the influence of short run fluctuations ...is thought to be different from that arising from permanent changes or differences, then these simple regressions using annual data confound the short- run and long-run effects. To test for long- run and short- run effects of financial policies on stock prices, one must combine the data on several firms in each of several years. After simultaneously estimating both short and long run effects, the equivalence of the two can be statistically tested instead of being arbitrarily assumed and not tested.
What to read after The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios?
You can find similar books in the "Read Also" column, or choose other free books by William L William Leo White to read onlineMoreLess
To quickly assess the difficulty of the text, read a short excerpt:
If it is to be assumed and not to be tested that short run responses to fluctuations in financial variables around average policies affect stock prices in the same way as do permanent shifts in these policies, then the analysis of covariance is unnecessary in this context. One tests for the effects of financial policies on stock prices by the relatively simple pro- cedure of running regressions on the data for a set of firms in a given year. If, however, the influence of short run fluctuations ...is thought to be different from that arising from permanent changes or differences, then these simple regressions using annual data confound the short- run and long-run effects. To test for long- run and short- run effects of financial policies on stock prices, one must combine the data on several firms in each of several years. After simultaneously estimating both short and long run effects, the equivalence of the two can be statistically tested instead of being arbitrarily assumed and not tested.
What to read after The Short And Long Run Effects of Debt Equity Ratios And Dividend Payout Ratios?
You can find similar books in the "Read Also" column, or choose other free books by William L William Leo White to read onlineMoreLess
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