Stock return
Stock return volatility patterns in India
... emerging stock markets during ...in stock return volatility in these ...the stock market volatility of the emerging ...of stock prices following the opening of a stock market to ...
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Stock Return Synchronicity and Analysts’ Forecast Properties
... firms’ stock return synchronicity af- fects the accuracy and optimism of the ana- lysts’ annual earnings ...Because stock return synchronicity is higher when the price incorporates relatively ...
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Foreign institutional investors and stock return comovement
... into stock price. An influential study by Morck et al. (2000) finds that stock returns are less synchronous in developed markets with rela- tively strong property rights protection (and thus fewer ...
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Firm Fundamentals and Stock Return in Nepal
... on stock return at 5 percent ...on stock return whereasbook to market equity has strong negative impact but cash flow yield has insignificant effect on stock ...of stock ...
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Macroeconomic variables, leverage, stock returns and stock return volatility.
... the stock returns of listed companies on the Johannesburg Stock Exchange ...between stock returns and interest rates as well as real ...of stock return and results indicates that ...
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Credit Conditions and Stock Return Predictability
... This dissertation contains two essays, as presented in Sections 2 and 3, which are parts of larger research efforts of Chava, Gallmeyer, and Park (2011a) and Chava, Gallmeyer, and Park (2011b), respectively. They focus ...
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Out-of-sample stock return predictability in Australia
... of return predictability using a variety of model selection criteria and find that return predictability do not always exist when different selection criteria are ...of return predictability and ...
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The Impact of Dividend Changes on Stock Return in the US Stock Market
... and stock return has decreased over the past decade solely on the basis of this research, is not ...excess return at, +0.5% simulated excess return was rejected by 26% of the 250 samples, ...
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Modelling Stock Return Volatility in India
... that stock market volatility changes with time or we can say that it is time – varying and exhibits volatility clustering, which is nothing but the variance (standard deviation) measures as the risk and elements ...
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The Effect of Corporate Governance Components on Return on Assets and Stock Return of Companies Listed in Tehran Stock Exchange
... on return on assets and stock return of companies listed in Tehran stock ...on return on assets and stock return, as the firm financial performance evaluation criteria, ...
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Stock Return Synchronicity and the Informativeness of. Stock Prices: Theory and Evidence 1
... 2 Stock return synchronicity can increase subsequent to an improvement in transparency through disclosure of both types of ...the stock price, resulting in a higher return ...on return ...
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Stock Return Predictability And Taylor Rules
... that stock market investors fail to adjust their expectations for nominal dividend growth to match the rising long-term discount rate due to higher nominal interest rate, which leads to stock market ...
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Implied Idiosyncratic Volatility and Stock Return Predictability
... the return variables are lagged 1, 11 and 36 ...on stock returns whereas B/M ratio has a positive ...future stock returns and idiosyncratic realized ...month stock return on the next ...
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Information, analysts, and stock return comovement
... of stock return synchronicity, where information about highly-followed “prominent” stocks is used to price other “neglected” stocks sharing a common fundamental ...in stock markets assisting the ...
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Volatility Interruptions, idiosyncratic risk, and stock return
... the stock closing price times the number of ordinary shares in issue, “ILLIQ” is Amihud’s (2002) illiquidity measure calculated as the ratio of the absolute daily stock return over the Krona traded ...
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Oil Price Shocks and Stock Return Predictability
... aggregate stock market, such as the investment to capital ratio (Cochrane, 1991), the consumption, wealth, income ratio (cay) (Lettau and Ludvigson, 2001), and the output gap (Cooper and Priestley, ...induce ...
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Stock return comovement and Korean business groups
... of stock returns of affiliates is attributable to the chaebol group affili- ation effect, we examine a subsample of affiliates that changed their group affiliation during the sample ...in stock ...
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Stock Return Predictability with Audit Quality Concept
... Indonesian Stock Exchange (IDX) have interest to audited financial statements ...of stock return predictability with audit quality as a moderating ...on stock returns predictability and audit ...
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Implied idiosyncratic volatility and stock return predictability
... on stock return predictability. Using 596 stock options traded at the American Stock Exchange and the Chicago Board Options Exchange (CBOE) for the period from January 2001 to December 2010, ...
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The Impact of Share Buyback Announcement to Stock Return and Market Return
... to return excess cash to shareholders besides dividend ...whose stock is one of the blue chip stocks in Indonesia Stock Exchange (BEI), decided to choose share buyback and has conducted 4 share ...
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