新西兰公司盈利的一些时间序列性质:一个说明

SOME TIME SERIES PROPERTIES OF CORPORATE EARNINGS IN NEW ZEALAND: A NOTE

Journal of Business Finance & Accounting · 1982
被引 4
人大 A-ABS 3

中文导读

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。

Abstract

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.

公司盈余时间序列随机游走新西兰