How to handle shock impacted data

Article Abstract:

Massive data shocks in a stock market in a particular country is said to produce corresponding shocks in other stock-exchanges throughout the world. A study was conducted to confirm the validity of this assertion. Data analyzed for the study were stock market returns from 1987 to 1990 registered in the Dow Jones Composite (DJC) and the Milan Stock Exchange (IMI). Findings revealed that large negative and positive data shocks produced matched reactions in the DJC and IMI. Moderate changes, however, did not create tandem resuls in both markets.

Research, Stock-exchange, Stock exchanges, Stock price forecasting, Borsa Italiana S.p.A.

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The outlook for United States corporate earnings

Article Abstract:

A survey conducted in June 1999 by the Institutional Brokers Estimate System among 3,983 security analysts reveals an 18% projected growth for US corporate earnings for the year 1999. Security analysts expect the operating earnings at the S and P 500 to rise by 16.5% from $44 in 1998 to $51.24 in 1999. Earnings at the S and P Industrials and the Dow Jones Industrial Average, meanwhile, are projected to grow by 16.1% and 16.5% in 1999, respectively.

Securities and Commodity Exchanges, Securities Exchanges, Analysis, Forecasts and trends, Profits, Exchanges, Economic indicators, Corporate profits

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Forecasting enrollment of a newly created university

Article Abstract:

The forecasting model used in developing projections regarding student enrollment at the newly-opened California State University utilized two variables: the types of programs offered by the school and the total number of students enrolled. This model allows school officials to prepare cost effective yet efficient programs for future enrollment. The same model can also be utilized for product forecasting.

Colleges & Universities, Colleges, Universities, and Professional Schools, Colleges and universities, Models, Universities and colleges, Curricula, College curriculum, Forecasting, School enrollment

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