3 papers
q-fin.GN2020
A growth adjusted price-earnings ratio
Graham Baird, James Dodd, Lawrence Middleton
The purpose of this paper is to introduce a new growth adjusted price-earnings measure (GA-P/E) and assess its efficacy as measure of value and predictor of future stock returns. T…
q-fin.GN2019
Quantitative earnings enhancement from share buybacks
Lawrence Middleton, James Dodd, Graham Baird
This paper aims to explore the mechanical effect of a company's share repurchase on earnings per share (EPS). In particular, while a share repurchase scheme will reduce the overall…
math.AP2018
A Mixed Discrete-Continuous Fragmentation Model
Graham Baird, Endre Süli
Motivated by the occurrence of "shattering" mass-loss observed in purely continuous fragmentation models, this work concerns the development and the mathematical analysis of a new…