Instability Of Risk Loadings Of Industrial Stocks

Ling T. He

doi:10.19030/jber.v2i2.2857

Instability Of Risk Loadings Of Industrial Stocks

Journal of Business & Economics Research (JBER) ◽

10.19030/jber.v2i2.2857 ◽

2011 ◽

Vol 2 (2) ◽

Author(s):

Ling T. He

Keyword(s):

Least Squares ◽

Time Variation ◽

Structural Changes ◽

Font Size ◽

Political Events ◽

Flexible Least Squares ◽

The U.S

By using the Flexible Least Squares (FLS) method, this study visibly shows the time variation paths of risk loadings for industrial stocks. Significant structural changes in time variation paths of risk loadings are verified by the OLS results and largely consistent with major economic and political events in the U.S. history.

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An International Comparative Study Of Per Capita Consumption Of Import: Implications For U.S-Japan Trade

Journal of Applied Business Research (JABR) ◽

10.19030/jabr.v17i1.2066 ◽

2011 ◽

Vol 17 (1) ◽

Author(s):

Tyler T. Yu ◽

Miranda M. Zhang

Keyword(s):

Bilateral Trade ◽

Trade Deficit ◽

Capita Consumption ◽

Trade Barriers ◽

Font Size ◽

Significant Difference ◽

Per Capita ◽

International Comparative ◽

Per Capita Consumption ◽

The U.S

This paper discusses the per-capita consumption of imports aspect of international trade.  A research hypothesis is tested to investigate if there is a significant difference among G-7 countries in per-capita consumption of imports and the implication of the testing results for the U.S. - Japan bilateral trade deficit.  The results of the ANOVA and the Kruskal-Wallis test yield insignificant variation in per-capita consumption of imported goods/services among the G-7 countries.  The study recapitulates the reason(s) for the U.S. trade deficit with Japan and essentially states that factors other than trade barriers and restrictions cause the U.S. trade deficit with Japan.  While this result may initially seem counterintuitive and inconsistent with popular wisdom, it may actually help uncover the true causes for the sustained trade deficit with Japan.

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The Business Cycle And Competition In The U.S. Brewing Industry

Journal of Applied Business Research (JABR) ◽

10.19030/jabr.v18i2.2119 ◽

2011 ◽

Vol 18 (2) ◽

Cited By ~ 2

Author(s):

Craig A. Gallet ◽

Patricia J. Euzent

Keyword(s):

Business Cycle ◽

Font Size ◽

Brewing Industry ◽

Game Theoretic ◽

Demand Fluctuations ◽

The Business Cycle ◽

The U.S

Recent game-theoretic models of cartel behavior assess the sustainability of cooperation in the presence of demand fluctuations.  Depending on the stochastic assumptions of demand, different outcomes are predicted.  Accordingly, this paper investigates the effects of demand fluctuations on competition in the U.S. brewing industry.  The results show that competition among brewers is greater during periods associated with significant negative shocks to demand, lower observed demand, lower expected future industry profit, and lower advertising.

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Implications of OPA 90 in General and Its Effect on the T-AO 187 Class Oilers in Particular

Marine Technology and SNAME News ◽

10.5957/mt1.1994.31.3.175 ◽

1994 ◽

Vol 31 (03) ◽

pp. 175-182

Author(s):

Hans Hofmann ◽

George Kapsilis ◽

Eric Smith ◽

Robert Wasalaski

Keyword(s):

United States ◽

Structural Changes ◽

Oil Pollution ◽

The United States ◽

Coast Guard ◽

International Maritime Organization ◽

The Status ◽

Oil Tankers ◽

The U.S ◽

Hull Construction

The Oil Pollution Act of 1990 has mandated that by the year 2015 all oil tankers operating in waters subject to jurisdiction of the United States must have double hulls. This paper examines the Act and the status of regulatory initiatives it has generated. Guidance for new hull construction and retrofit of existing vessels is outlined, and both IMO (International Maritime Organization) and U.S. Coast Guard requirements are discussed. Finally, the structural changes necessary to convert the U.S. Navy's T-AO Class oil tankers to meet the requirements of the Act are specified and illustrated.

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The Effect of Pay and Retention Bonuses on Quit Rates in the U.S. Army

ILR Review ◽

10.1177/001979398804100307 ◽

1988 ◽

Vol 41 (3) ◽

pp. 430-438 ◽

Cited By ~ 14

Author(s):

Hyder Lakhani

Keyword(s):

Labor Market ◽

Least Squares ◽

Quit Rate ◽

General Skills ◽

Three Stage Least Squares ◽

The U.S ◽

Combat Soldiers

This paper investigates the effects of pay and reenlistment bonuses on quit rates in the U.S. Army. A three stage least squares analysis of 1981 data shows that quit rates were negatively related to pay level and, even more so, to the size of the bonus offered. The effects on the quit rate were significantly greater, however, for soldiers in combat occupations than for those in noncombat occupations. The author speculates that the skills learned by combat soldiers are less marketable in the civilian labor market than the more general skills acquired by noncombat soldiers; he thus urges higher bonuses in noncombat occupations.

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A FORTRAN program for time-varying linear regression via flexible least squares

Computational Statistics & Data Analysis ◽

10.1016/0167-9473(89)90029-7 ◽

1989 ◽

Vol 7 (3) ◽

pp. 291-309 ◽

Cited By ~ 5

Author(s):

Robert Kalaba ◽

Nima Rasakhoo ◽

Leigh Tesfatsion

Keyword(s):

Linear Regression ◽

Least Squares ◽

Fortran Program ◽

Time Varying ◽

Flexible Least Squares

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The Supreme Court and McCarthy-Era Repression

10.5406/illinois/9780252037009.001.0001 ◽

2012 ◽

Cited By ~ 1

Author(s):

Robert M. Lichtman

Keyword(s):

Supreme Court ◽

Political Repression ◽

Mccarthy Era ◽

Political Events ◽

The Supreme Court ◽

History Of ◽

Insight Into ◽

Comprehensive History ◽

The U.S ◽

Public Criticism

This book provides a comprehensive history of the U.S. Supreme Court’s decisions in “Communist” cases during the McCarthy era. The book shows the Court’s vulnerability to public criticism and attacks by the elected branches during periods of political repression. The book describes every Communist-related decision of the era (none is omitted), placing them in the context of political events and revealing the range and intrusiveness of McCarthy-era repression. Demonstrating keen insight into the Supreme Court’s inner workings and making extensive use of the justices’ papers, the book examines the dynamics of the Court’s changes in direction and the relationships and rivalries among its justices, including such towering figures as Hugo Black, Felix Frankfurter, Earl Warren, William O. Douglas, and William J. Brennan, Jr.

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The Determinants Of Personal Saving In The U.S.

Journal of Applied Business Research (JABR) ◽

10.19030/jabr.v26i5.317 ◽

2010 ◽

Vol 26 (5) ◽

Cited By ~ 3

Author(s):

Myeong Hwan Kim

Keyword(s):

Economic Performance ◽

Income Tax ◽

Time Series Data ◽

Series Data ◽

Personal Income Tax ◽

Font Size ◽

Personal Saving ◽

External Variables ◽

Real Estate Loan ◽

The U.S

In this study, a number of internal and external variables that could affect personal saving are examined using regression to show how they are related to personal saving. The empirical study is performed using the time series data of the U.S. between the years 1950 and 2007. The findings reveal that personal saving is highly dependent on personal income, tax, credit outstanding and status of employment, while dependency ratio, current real estate loan, real interest rate and status of economic performance are indeterminate.

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Time-Varying Flexible Least Squares for Thermal Desorption of Gases

International Journal of Chemical Kinetics ◽

10.1002/kin.20772 ◽

2013 ◽

Vol 45 (6) ◽

pp. 374-386 ◽

Cited By ~ 4

Author(s):

David J. Miron ◽

Shane M. Kendell ◽

Alaa M. Munshi ◽

Abdullah K. Alanazi ◽

Trevor C. Brown

Keyword(s):

Least Squares ◽

Thermal Desorption ◽

Time Varying ◽

Flexible Least Squares

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Flexible least squares for temporal data mining and statistical arbitrage

Expert Systems with Applications ◽

10.1016/j.eswa.2008.01.062 ◽

2009 ◽

Vol 36 (2) ◽

pp. 2819-2830 ◽

Cited By ~ 24

Author(s):

Giovanni Montana ◽

Kostas Triantafyllopoulos ◽

Theodoros Tsagaris

Keyword(s):

Data Mining ◽

Least Squares ◽

Temporal Data Mining ◽

Temporal Data ◽

Statistical Arbitrage ◽

Flexible Least Squares

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Just-in-Time Purchasing: A Challenge for U.S. Industry

California Management Review ◽

10.2307/41165050 ◽

1983 ◽

Vol 26 (1) ◽

pp. 54-68 ◽

Cited By ~ 111

Author(s):

Richard J. Schonberger ◽

James P. Gilbert

Keyword(s):

United States ◽

Market Share ◽

Structural Changes ◽

Sole Source ◽

The United States ◽

Just In Time ◽

Supplier Relationships ◽

Lower Material ◽

The U.S

Traditional U.S. purchasing is under assault. Japanese purchasing practices, featuring frequent “just-in-time” deliveries in small quantities, have made inroads among Japanese subsidiaries in the United States and more recently in the U.S. auto industry. Just-in-time (JIT) buying tends to be accompanied by a host of structural changes: Long-term, stable buyer-supplier relationships; avoidance of annual rebidding; sole-source contracts; improved containerization; and localized buying, to name just a few. The benefits of JIT purchasing, to both buyer and supplier, include lower material costs, higher productivity, and improved qualify. The strategic advantages—growth of market share and stable relationships—can be significant. Geographical vastness is one of several obstacles in the way of widespread use of JIT buying practices in the United States. The companies that have pioneered in the development of JIT purchasing in this country have demonstrated that most of the obstacles are not insurmountable.

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