autoregression (VAR) of lag p on first-differenced time series (price/index changes). Idea: lag = predictor of lead. Summary statistics of data used in step 1 and 2 Sample period: January 2021 to August 2022 Kanis

approximation (RMSEA) of 0.012 is well below the goal of being less than 0.050 (Browne and Cudeck, 1993). 3 Both CFI and RMSEA goodness-of-fit statistics indicate that SEM in models 7 to 9 fits the data quite

coefficients between the variables is greater than 0.8 (Harvey, 1990) 3. The heteroskedasticity test for model residual (iε) for the unbiased predictor, consistency and efficiency of the model through White’s

A String of Earnings Increases, Future Earnings Uncertainty, and Firm Fundamentals* Sarayut Rueangsuwan † Kasetsart University, Thailand August 2015 Abstract Prior literature on meeting or beating earnings benchmarks extensively documents that market rewards firms reporting a string of consecutively earnings increases. To date, it is still unclear what an earnings string really means. This paper empirically provides rational explanations for this phenomenon by investigating whether the increment...

, category of received collateral or collateral use for the contract, approximate duration of contract of each transaction, adequacy approximation of collateral and income recognition and transaction fee. 3.6

each transaction, adequacy approximation of collateral and income recognition and transaction fee. 3.6 Investments in debt and net equity securities It shall disclose the rule of fair value assessment of

collateral or collateral use for the contract, approximate duration of contract of each transaction, adequacy approximation of collateral and income recognition and transaction fee. 3.6 Investments in debt and