Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks

SG Eakins, SR Stansell - International review of financial analysis, 2003 - Elsevier
This study examines whether superior investment returns can be earned by using neural
network modeling procedures to perform forecasts based on a set of financial ratios reflecting …

A data envelopment analysis of gas utilities' efficiency

DR Hollas, KR Macleod, SR Stansell - Journal of Economics and Finance, 2002 - Springer
This study examines the Natural Gas Policy Act of 1978 and Federal Energy Regulatory
Commission (FERC) policies that culminated in Order 636 in 1992. The regulatory environment …

Institutional portfolio composition: An examination of the prudent investment hypothesis

SG Eakins, SR Stansell, PE Wertheim - The Quarterly Review of Economics …, 1998 - Elsevier
This study investigates the relationship between the level of institutional ownership and
various firm specific factors. We find support for the hypothesis that institutional investors are …

The determinants of REIT institutional ownership: tests of the CAPM

SD Below, SR Stansell, M Coffin - The Journal of Real Estate Finance and …, 2000 - Springer
This study examines the determinants of institutional investment demand for REIT common
stock. We estimate the demand function for financial institutions using the mean return and …

NONLINEARITIES IN EMERGING FOREIGN CAPITAL MARKETS.

SP Sewell, SR Stansell, I Lee… - Journal of Business …, 1993 - search.ebscohost.com
We document evidence of nonlinear dependence in the weekly returns of five Asian stock
markets and the US stock market for the period 1980 to 1989. We examine daily data during …

An examination of the effect of ownership form on price efficiency: proprietary, cooperative and municipal electric utilities

DR Hollas, SR Stansell - Southern Economic Journal, 1988 - JSTOR
… Hollas and Stansell [11] and Stansell and Hollas [24] have used the short run profit function
to study the economic efficiency of gas distribution and railroad industries, respectively. …

Using chaos measures to examine international capital market integration

SP Sewell, SR Stansell, I Lee… - Applied Financial …, 1996 - Taylor & Francis
Weekly changes for the period 1980 to 1994 in six major stock indices (the US, Korea, Taiwan,
Japan, Singapore and Hong Kong) and the World Index are examined. Also examined …

Forecasting the direction of change in sector stock indexes: An application of neural networks

SR Stansell, SG Eakins - Journal of Asset Management, 2004 - Springer
In this study, neural network modelling procedures are used to forecast the direction of change
in 19 sector stock indexes. Publicly available historical data on 19 economic indexes are …

A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE US, HONG KONG AND SINGAPORE MARKETS.

A Bhoocha-Oom, SR Stansell - Journal of Business Finance …, 1990 - search.ebscohost.com
Presents information on a study which examined the international financial market integration
in the United States, the Asian dollar market and Singapore markets. Approaches to the …

An empirical study of mortgage payment to income ratios in a variable rate mortgage program

SR Stansell, JA Millar - The journal of Finance, 1976 - JSTOR
MANY LEGISLATORS and consumer protection groups have been concerned with the fate
of the mortgagor under a variable rate mortgage when interest rates rise. The major concern …