QWMSQuantitative Wall Motion Score
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References in periodicals archive ?
The QWMS is summoned over all months during which the bank's notes sold.
The variables AGE, LAST SUSPEND, SUSPEND FREQ, QWMS, CIRC RATIO, and INC are significant at the .05 level.
The variables QWMS and LAST SUSPEND have positive signs, consistent with the above hypothesis that as the length of time since the last suspension increases, so does the price (discount rate) individuals are willing to pay to hold the note, and as the quality of a bank's past performance increases, the discount rate of the note approaches par.