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Equity Returns

The Effect of Equity Returns of Shares Holders and Firm Size On Abnormal Returns On In IPO

The Effect of Equity Returns of Shares Holders and Firm Size On Abnormal Returns On In IPO

... in equity returns of shares holders and firm size on abnormal return created in ...between equity return of stock holders and abnormal return in IPO and there was no meaningful relationship between ...

10

The Rise in Stock Valuations and Future Equity Returns

The Rise in Stock Valuations and Future Equity Returns

... the equity markets, and investors’ ...long-term equity returns is derived and it is determined whether historical stock returns have been too high to be justified on the basis of standard risk ...

12

Equity Returns and Inflation: The Puzzlingly Long Lags

Equity Returns and Inflation: The Puzzlingly Long Lags

... Several recent studies have presented more positive evidence on the relation between equity returns and inflation. These include Boudokh and Richardson (1993) and Lothian and Simaan (1998). 2 The first uses ...

25

Earnings quality and equity returns : evidence of the accrual anomaly from the South African equity market

Earnings quality and equity returns : evidence of the accrual anomaly from the South African equity market

... future equity returns and earnings quality, with current period accruals as a ...future equity returns in the 2007-2014 return ...how equity returns are evaluated, ...

122

Quality of Financial Reporting  Premium and Equity Returns

Quality of Financial Reporting Premium and Equity Returns

... on equity returns but in Pakistan no detailed study has been conducted to explain the role of quality of financial reporting and its effects on equity ...on equity returns as well as on ...

12

SHARE ISSUANCE AND EQUITY RETURNS IN THE ISTANBUL STOCK EXCHANGE

SHARE ISSUANCE AND EQUITY RETURNS IN THE ISTANBUL STOCK EXCHANGE

... of equity returns is share issuance ...investigate equity issues and open market share repurchases, respectively, and find that higher stock issuance activity is related to lower long-run abnormal ...

24

Equity Returns and Business Cycles in Small Open Economies

Equity Returns and Business Cycles in Small Open Economies

... By introducing borrowing and lending costs, we break down the direct link between the volatility of the world risk-free rate and the volatility of the IMRS. This mechanism makes the supply of debt inelastic and forces ...

37

Consumption, Size and Book-to-Market Ratio in Equity Returns

Consumption, Size and Book-to-Market Ratio in Equity Returns

... of equity returns is categorized on portfolios that have different values of size and book-to-market ...the returns among these ...industry returns. Although the dispersion of average ...

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Flight to Liquidity and Global Equity Returns

Flight to Liquidity and Global Equity Returns

... future equity returns in both developed and emerging ...local equity market variance and illiquidity, as well as the term ...of returns in global equity ...

53

Investment Taxes and Equity Returns

Investment Taxes and Equity Returns

... abnormal returns and the average annualized tax yield for the 30 dividend/size portfolios over the sample period between 1932 and ...abnormal returns for the one-, three-, and four-factor models using ...

54

Commodity risks and the cross-section of equity returns

Commodity risks and the cross-section of equity returns

... 14 Upward commodity price shocks are drivers of upward movements in the costs of production and therefore general price levels; consequently, the periods of historically very high commodity prices (during the 1970s in ...

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Time Varying Volatility and the Cross-Section of Equity Returns  

Time Varying Volatility and the Cross-Section of Equity Returns  

... negative returns than positive returns of the same ...the returns on size- and B/M-sorted portfolios respond in the same way to good and bad ...

36

Common Risk Factors in Explaining Canadian Equity Returns

Common Risk Factors in Explaining Canadian Equity Returns

... stock returns with little variation being explained by the bond market factors, DEF and ...in returns within the 14 sectors (industries) comprising the TSE300 in order to see if our results are robust ...

29

Update: Are Lower Private Equity Returns the New Normal?

Update: Are Lower Private Equity Returns the New Normal?

... There are few to no returns to speak of. In the later years (years six to ten), the funds are typically selling the companies acquired earlier and providing investors with returns. The longer time period in ...

41

Does the Dividend Yield Predict International Equity Returns?

Does the Dividend Yield Predict International Equity Returns?

... Over the years, there has been much debate about whether markets are efficient or not. The random walk theory states that stock returns should be unforecastable. My results, however, show otherwise. Through both ...

25

Limited risk sharing and international equity returns

Limited risk sharing and international equity returns

... The incompleteness within a country allows reassessing the welfare of financial integra- tion, and analyzing distributive effects. When stock markets are closed to foreign investors, all consumption smoothing can only be ...

49

International Sentiment Spillovers in Equity Returns

International Sentiment Spillovers in Equity Returns

... The inevitable role the BW composite sentiment index plays in affecting international stock returns is determined in relation to trade ties that G6 countries enjoy with the US. We implement this approach based on ...

47

Average debt and equity returns: puzzling?

Average debt and equity returns: puzzling?

... In Figure 1, we plot estimates of the average marginal tax rate on dividend income for 1913—1999 using data from the U.S. Internal Revenue Service (IRS). For each year, we constructed a weighted average of the marginal ...

14

Is There a Link Between GDP Growth and Equity Returns? May 2010

Is There a Link Between GDP Growth and Equity Returns? May 2010

... Using this aggregation, we see that long term trends in real GDP and equity prices are more similar for global equities than for most individual markets. The annual real GDP growth rate of the MSCI World and MSCI ...

10

Size, P/E Ratio and Equity Stock Returns of Pakistan

Size, P/E Ratio and Equity Stock Returns of Pakistan

... on equity returns by using Fama and French (1992, ...Pakistani equity market and size factor found positive related to portfolio ...the returns in Pakistani equity ...

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