SOME TIME SERIES PROPERTIES OF CORPORATE EARNINGS IN NEW ZEALAND: A NOTE
分析了110家新西兰公司的盈利和股东权益回报率的时间序列性质,发现其连续变化独立,可用随机游走模型描述。
This study examines some time series properties of earnings and returns on shareholders' equity for a sample of 110 New Zealand firms. The results show that successive changes in these time series are independent and that they can be modelled by a random walk process.