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We analyze the wealth ejfects of the Texaco racial discrimination lawsuit both on the shareholders of Texaco and its major
U.S. competitors. Employing a comprehensive data set which included every case docket entry and every Wall Street Journal
article on the case as an experimental stimulus, our findings suggest that the overall cost of the case to Texaco shareholders
exceeded $500 million, that Texaco's tribulations had little, if any, impact on the share prices of its major competitors,
and that Wall Street Journal coverage of the case was highly correlated with significant changes in Texaco stock prices. This
last finding provides significant support for Hite 's suppostion that newspaper editors “key ” on ex post stock price changes
in selecting the events to be covered in the next day's edition.
The authors are grateful to Kee Chung for helpful comments on earlier drafts and also acknowlege the help-ful assistance of
the staff of the law library at the Cecil C. Humphreys School of Law at The University of Memphis. 相似文献
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Recent social changes have made husbands' emotional investments and wives' perceptions of equity in the division of housework crucial for women's marital happiness. But wives are also happiest in their marriages when they share a strong normative commitment to lifelong marriage with their husbands and when their husbands take the lead in breadwinning. Thus our research suggests that elements of the new and the old promote marital happiness among contemporary wives. 相似文献
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This article presents a model-based signal extraction seasonal adjustment procedure to extract estimates of the independent unobserved seasonal and nonseasonal components from an observed time series. The decomposition yields a one-sided filter that is optimal for adjusting the most recent observation under the assumption of using only the past observed series. Some advantages of this procedure are that no forecasts are required for implementation and there are no problems of revision of estimates or questions of concurrent adjustment. Comparisons are made with existing procedures using two-sided filters. 相似文献
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Mehrotra (1997) presented an ‘;improved’ Brown and Forsythe (1974) statistic which is designed to provide a valid test of mean equality in independent groups designs when variances are heterogeneous. In particular, the usual Brown and Fosythe procedure was modified by using a Satterthwaite approximation for numerator degrees of freedom instead of the usual value of number of groups minus one. Mehrotra then, through Monte Carlo methods, demonstrated that the ‘improved’ method resulted in a robust test of significance in cases where the usual Brown and Forsythe method did not. Accordingly, this ‘improved’ procedure was recommended. We show that under conditions likely to be encountered in applied settings, that is, conditions involving heterogeneous variances as well as nonnormal data, the ‘improved’ Brown and Forsythe procedure results in depressed or inflated rates of Type I error in unbalanced designs. Previous findings indicate, however, that one can obtain a robust test by adopting a heteroscedastic statistic with the robust estimators, rather than the usual least squares estimators, and further improvement can be expected when critical significance values are obtained through bootstrapping methods. 相似文献
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Ralph C. Ward Leonard Egede Viswanathan Ramakrishnan Lewis Frey Robert Neal Axon Clara Libby E. Dismuke 《统计学通讯:理论与方法》2013,42(18):4642-4655
AbstractResearch involving administrative healthcare data to study patient outcomes requires the investigator to account for the patient’s disease burden in order to reduce the potential for biased results. Here we develop a comorbidity summary score based on variable importance measures derived from several statistical and machine learning methods and show it has superior predictive performance to the Elixhauser and Charlson indices when used to predict 1-year, 5-year, and 10-year mortality. We used two large Veterans Administration cohorts to develop and validate the summary score and compared predictive performance using the area under ROC curve (AUC) and the Brier score. 相似文献