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An extended multinomial‐Dirichlet model for error bounds for dollar‐unit sampling*
1 references·13 citing·43 second hop
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this work references cited by second hop

References

  • 1979Dollar Unit Sampling: A Practical Guide for Auditors60 cited

Cited by

  • 2009Gains from diversification on convex combinations: A majorization and stochastic dominance approach80 cited
  • 2006The Disappearing Calendar Anomalies in the Singapore Stock Market65 cited
  • 2009Mapping the Presidential Election Cycle in US stock markets58 cited
  • 2004On the estimation of cost of capital and its reliability58 cited
  • 2006Stochastic dominance theory for location-scale family51 cited
  • 2012A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior50 cited
  • 2001Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?48 cited
  • 2019Audit Data Analytics Research—An Application of Design Science Methodology47 cited
  • 2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises38 cited
  • 2006DO MONEY AND INTEREST RATES MATTER FOR STOCK PRICES? AN ECONOMETRIC STUDY OF SINGAPORE AND USA34 cited
  • 2010Money, Interest Rate, and Stock Prices: New Evidence from Singapore and the United States29 cited
  • 2020Review on behavioral economics and behavioral finance25 cited
  • 2012Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty

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