Larry Bauer

Memorial University of Newfoundland (MNU) - Faculty of Business Administration

St. John's, NL A1B 3X5

Canada

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 32,128

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1,413

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (8)

Rethinking Lintner: An Alternative Dynamic Model of Dividends

Second Singapore International Conference on Finance 2008
Number of pages: 24 Posted: 14 Jul 2006 Last Revised: 30 Mar 2009
Larry Bauer and Nalinaksha Bhattacharyya
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of Alaska Anchorage
Downloads 658 (38,541)

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Dividend Policy, Lintner Model, Empirical, Time Series, Dynamic Model, Cross-Sectional TOBIT Regression

Rethinking Lintner: An Alternative Dynamic Model of Dividends

Number of pages: 23 Posted: 18 Mar 2009
Larry Bauer and Nalinaksha Bhattacharyya
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and University of Alaska Anchorage
Downloads 194 (157,308)

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Dividend Policy, Lintner Model, Empirical, Time Series, Dynamic Model, Cross-Sectional TOBIT Regression

2.

The Dividend Puzzle: The Influence of Taxes, Tick Size and Short-Term Trading on Ex-Dividend Day Prices in Canada

Number of pages: 38 Posted: 13 Mar 2002
Larry Bauer, Steve Beveridge and Ranjini Jha
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Independent and University of Waterloo - School of Accounting and Finance
Downloads 460 (62,020)
Citation 3

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ex-dividend day price formation, tax effects, tick-size effects, short-term trading effects

3.

Regime Dependent Conditional Volatility in the U.S. Equity Market

Number of pages: 33 Posted: 30 Aug 2006
Larry Bauer
Memorial University of Newfoundland (MNU) - Faculty of Business Administration
Downloads 101 (265,284)

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ARCH/GARCH, Regime Dependent, Time Series, Conditional Volatility, Likelihood Ratio

4.

Testing the Kumara Swamy Theorem of Inflationary Gap for the Group of Twenty (G-20) Countries

Journal of Financial Management and Analysis, Vol. 26, No. 2, 2014
Posted: 01 Apr 2014
Ian Glew, Alex Faseruk and Larry Bauer
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Abstract:

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Inflationary gap, Group of Twenty (G-20), Kumara Swamy Theorem

5.

Evidence from the European Union on Testing the Kumara Swamy Theorem of Inflationary Gap

Journal of Financial Management And Analysis, Vol. 26 (1), 2013
Posted: 03 Sep 2013
Larry Bauer, Alex Faseruk and Ian Glew
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Abstract:

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Inflationary gap, European Union, Kumara Swamy Theorem

6.

The N.A.F.T.A. Evidence on Testing the Kumara Swamy Theorem of Inflationary Gap

Journal of Financial Management and Analysis Volume 25 No. 2 (July-December, 2012)
Posted: 08 Apr 2013
Alex Faseruk, Larry Bauer and Ian Glew
Memorial University of Newfoundland (MNU) - Faculty of Business Administration, Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Abstract:

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Inflationary gap, N.A.F.T.A., Kumara Swamy Theorem

7.

Testing the Kumara Swamy Theorem of Inflationary Gap: Empirical Evidence from Canada

Journal of Financial Management and Analysis, Vol. 25, No.1, 2012
Posted: 08 Oct 2012
Larry Bauer and Alex Faseruk
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Memorial University of Newfoundland (MNU) - Faculty of Business Administration

Abstract:

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Inflationary Gap, Canada, Confounding factors

8.

Forecasting Volatility with Encompassing and Regime Dependent GARCH Models

Journal of Financial Management and Analysis, Vol. 18, No. 2, 2005
Posted: 05 Aug 2008
Larry Bauer and Steve Beveridge
Memorial University of Newfoundland (MNU) - Faculty of Business Administration and Independent

Abstract:

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GARCH, Regime dependent, Forecasting, Forecast comparisons, Non-normal distribution