Irfan Ahmed, PhD

In many of the problems of interest in finance, the starting point is a time series of prices -- for example, the prices of shares in Ford, taken at 4p.m. each day for 200 days. For a number of statistical reasons, it is preferable not to work directly with the price series, so that raw price series are usually converted into series of returns. Additionally, returns have the added benefit that they are unit-free. So, for example, if an annualized return were 10%, then investors know that they would have got back ￡ 110 for a ￡ 100 investment, or ￡ 1,100 for a ￡ 1,000 investment, and so on. There are two methods used to calculate returns from a series of prices, and these involve the formation of simple returns, and continuously compounded returns, which are achieved as follows: Simple returns Continuously compounded returns Rt =     ( pt − pt − 1) / pt − 1   × 100%      (1.1) rt = 100% × ln( pt/ pt − 1 )  ...

There are broadly three types of data that can be employed in quantitative analysis of financial problems: time series data, cross-sectional data, and panel data. Time series data Time series data, as the name suggests, are data that have been collected over a period of time on one or more variables. Time series data have associated with them a particular frequency of observation or collection of data points. The frequency is simply a measure of the interval over , or the regularity with which , the data are collected or recorded. Following are the examples of time series data. Series Frequency Industrial production Monthly, or quarterly Government budget deficit Annually Money supply Weekly The value of a stock As transactions occur A word on ‘As transactions occur’ is necessary. Much financial data does not start its life as being regularly spaced . For example, the price of common stock for a given comp...

Iqra Research World: Crafting a Successful Manuscript : Crafting a Successful Manuscript: Lessons from 131 Reviews is actually an article published in Journal of Business Psychology (2009) . The ...

http://www.mcsd.ioksp.com/ MCSD is an online conference on the areas of Corporate Social Responsibility (CSR), Sustainable Development, Management Control and Knowledge Management. This is an online conference in which all the presentations will take place online. Conference committee for MCSD 2012 comprises of university professors from USA, Australia, Romania, Malaysia, and Egypt. All accepted papers in this conference will be published in "Global Business and management Research" which is an International peer-reviewed journal indexed in a number of renowned databases such as Gale, ProQuest, EconLit, Scirus, and EBSCO . The journal has an h-index of 3 and its unofficial impact factor has increased to 0.354. A certificate of presentation will be provided to all authors of accepted papers. • You are invited to submit your abstracts/papers to the conference before February 15, 2012 by emailing: mcsd.conf@gmail.com

Mohammad Ali Jinnah University Islamabad, Pakistan is holding International Conference on Emerging trends in Management – ICETM 2012 on May 18-19 in Islamabad, Pakistan. The conference aims to provide a forum for exchange of ideas on the latest business developments in the field of Management among researchers and practitioners in universities and industries and to seek opportunities for collaboration among the participants. The conference features key note speeches, engaging workshops and panel discussions. For details, visit conference website at http://www.jinnah.edu.pk/ICETM 2012   The organizing committee ICETM 2012 invites papers on (but not limited to) the following:   ·Marketing   ·HRM Practices   ·Performance Evaluation   ·Training and Development   ·Leadership   ·Management   ·Information Management   ·Entrepreneurship   ·eCommerce and eBusiness   ·MIS   ·Innovation Management   ·Globalization   ·Sustaina...

Iqra Research World: Impact Factor Journals - Business : Title Country Impact 2009 Impact 2010 Academy of Management Journal United States 6.483 5.25 Academy o...

Chosun University Korea is offering scholarships for international students for 2012 Spring semester. Important dates are as follows: Application Deadline November 30, 2011 Admission Announcement December 30, 2011 Registration Deadline January 31, 2012 First day of class March 2, 2012 You need the following documents for admission: Required Documents 1. Application Form for Graduate School 2. Self Introduction 3. Study Plan 4. Letter of Recommendation   5 . Request for Academic Credentials Verification 6 . Check List for Application Documents 7 D iploma from undergraduate institution(s) 8 . Transcript from undergraduate institution(s) 9 . Di ploma(s) from graduate institution(s) - Doctorate Only 10 . Transcript from graduate institution(s) – Doctorate Only 1 1 . Official certificate of language score(TOEFL, IELTS, TEPS, TOPI...