Comovement of international equity markets: a taxonomic approach

DB Panton, VP Lessig, OM Joy - Journal of Financial and …, 1976 - cambridge.org
We have been concerned with investigating the structure of rate-of-return comovements among
major international equity markets. Working with 12 such markets we have analyzed the …

Market responses to federal reserve changes in the initial margin requirement

RC Grube, OM Joy, DB Panton - The Journal of Finance, 1979 - JSTOR
IN RECENT YEARS THE finance field has devoted considerable attention to studying the
response of security returns to various stimuli. A simple, but relevant way to dichotomize these" …

The complementary use of multivariate procedures to investigate nonlinear and interactive relationships between personality and product usage

…, VP Lessig, DB Panton - Journal of Marketing …, 1980 - journals.sagepub.com
Several multivariate procedural approaches—canonical analysis, cluster analysis paired
with multiple discriminant analysis, and Taylor expansion regressions with trend surface …

Cumulative distribution function values for symmetric standardized stable distributions

DB Panton - Communications in Statistics-Simulation and …, 1992 - Taylor & Francis
There exists a significant body of empirical evidence indicating that the underlying distribution
from which samples of stock returns have been drawn may reasonably be characterized …

Precise tabulation of the maximally-skewed stable distributions and densities

JH McCulloch, DB Panton - Computational Statistics & Data Analysis, 1997 - Elsevier
The cdf and pdf of the maximally skewed (β = 1) stable distributions are tabulated to high
precision, by means of Zolotarev's integral representation, for α = 0.50 (0.02) 2.00, at fractiles …

Empirical evidence on International Monetary Market currency futures

DB Panton, OM Joy - Journal of International Business Studies, 1978 - Springer
This paper empirically investigates three questions concerning currency futures traded on the
International Monetary Market (IMM) of the Chicago Mercantile Exchange: 1) Are currency …

A Fortran program for applying Sturm's theorem in counting internal rates of return

DB Panton, WA Verdini - Journal of Financial and Quantitative …, 1981 - cambridge.org
The algorithm leading to a solution of the above question has been known at least since
Kaplan's 1965 tutorial [5] on Sturm's theorem. The Sturm-Kaplan method has the power to count …

The relevance of the distributional form of common stock returns to the construction of optimal portfolios: Comment

DB Panton - Journal of Financial and Quantitative Analysis, 1989 - cambridge.org
This paper points out errors in the stable variate generator used by Frankfurter and Lamoureux
(1987) in a recent simulation study. The study was aimed at determining whether or not …

Distribution function values for logstable distributions

DB Panton - Computers & Mathematics with Applications, 1993 - Elsevier
The logstable distribution in its simplest form may be defined as the distribution of a variate
whose logarithm obeys the stable law of probability. This paper tabulates the distribution …

Approximating the Cumulative Distribution Function in Programming the BS Call Valuation Model

DB Panton - Journal of Financial Education, 1985 - JSTOR
Using the above data, an unbiased estimate of variance of weekly returns is. 002667. The
unbiased estimate divides the sum of squared deviations (from the mean) by the number of …