The Social Sciences

102
Views

1
Downloads

Structural Breaks in Real Time: Evidence from the Firm Level of US Firms

Nur Syazwani Mazlan and George Bulkley
Page: 766-768 | Received 21 Sep 2022, Published online: 21 Sep 2022

By Research Area

Medicine & Public Health Life Sciences Engineering Mathematics Biomedicine Physics Chemistry Computer Science Earth Sciences Social Sciences Business and Management Psychology Materials Science Economics Education Environment Philosophy Statistics Law Political Science and International Relations Pharmacy Dentistry Energy Linguistics Geography Finance Criminology and Criminal Justice Medicine Cultural and Media Studies History Architecture / Design Literature Biomedical Sciences Religious Studies Education & Language Food Science & Nutrition Public Health

By Volume and Issue

Abstract

We study the process of learning about breaks in the fundamentals of stock prices of the US firms in real time without the benefit of hindsight. The identification of structural breaks takes several years which in turn affects the speed of post-break revision of the new parameters of data generating process. We look at different procedures for break detection, investigate their success and also examine how quickly and efficiently errors get corrected in real time.

How to cite this article:

Nur Syazwani Mazlan and George Bulkley. Structural Breaks in Real Time: Evidence from the Firm Level of US Firms.
DOI: https://doi.org/10.36478/sscience.2018.766.768
URL: https://www.makhillpublications.co/view-article/1818-5800/sscience.2018.766.768