16 citations · 16 across the 3 of their papers we have counts for
3 papers
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…
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…
Unbiased Smoothing using Particle Independent Metropolis-Hastings
Lawrence Middleton, George Deligiannidis, Arnaud Doucet +1
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements. This is known as the smoothing problem and is of…