• No results found

Stock returns

Review of stock returns

Review of stock returns

... of future stock returns. Companies that substantially enlarge capital investments afterward achieve negative benchmark-adjusted returns. The negative capital investment and return relation observed ...

8

Effect of Online Searches on Stock Returns

Effect of Online Searches on Stock Returns

... I empirically test how online information seeking behavior of investors leads to an impact on asset prices. Various theoretical models assume that information seeking behavior of investors has an impact on asset prices. ...

12

Government Leadership and Stock Returns in Nepal

Government Leadership and Stock Returns in Nepal

... between stock returns and the political philosophies of the leading party in the governments in ...country. Stock market participants will incorporate their expectations about political change into ...

14

Sentiment and sign predictability of stock returns

Sentiment and sign predictability of stock returns

... Sentiment and sign predictability of stock returns Pönkä, Harri... logL BIC adj.psR2 SR AU C..[r] ...

14

Monetary Expansion and Stock Returns in Pakistan

Monetary Expansion and Stock Returns in Pakistan

... Habibullah and Baharumshah (1996) used a two-step trivariate co-integration approach to check whether money supply and output can be used to predict stock prices. Using monthly data on these variables they found ...

9

Bank stock returns and economic growth

Bank stock returns and economic growth

... that stock market returns predict future economic ...bank stock returns contain information about future economic growth that is independent of the information contained by overall market ...

34

Stock returns and foreign investment in Brazil

Stock returns and foreign investment in Brazil

... Paulo Stock Exchange (Bovespa for short) in February ...Brazilian stock returns were influenced by foreign investment inflows over the period 1995 to ...current stock returns (Merton ...

20

IMPACT OF CREDIT RATINGS ON STOCK RETURNS

IMPACT OF CREDIT RATINGS ON STOCK RETURNS

... on stock returns (Bissoondoyal-Bheenick and Brooks, ...monthly stock and bond returns, find no evidence that bond and stock prices respond to changes in bond ratings (Weinstein, 1977; ...

24

An Investigation into non-normality of stock returns

An Investigation into non-normality of stock returns

... of stock returns” is an orginal work of research carried out under the guidance and contribution of ...of stock returns without relying on the unrealistic assumption of parameters being held ...

9

The Capital Investment Increases and Stock Returns

The Capital Investment Increases and Stock Returns

... future stock returns of firms, or increase the stock dividends distributed in an information asymmetry environment to enhance the market evaluations on their firms and improve the managers’ perceived ...

11

THE INFLUENCE OF TRADING DAY ON THE VALUES OF COMPANIES THROUGH RETURNS, ABNORMAL STOCK RETURNS IN THE INDONESIAN STOCK EXCHANGE

THE INFLUENCE OF TRADING DAY ON THE VALUES OF COMPANIES THROUGH RETURNS, ABNORMAL STOCK RETURNS IN THE INDONESIAN STOCK EXCHANGE

... influences stock returns in the Indonesia Stock ...abnormal stock returns in the Indonesia Stock ...through stock returns in the Indonesia Stock ...abnormal ...

12

Stock Returns over the FOMC Cycle

Stock Returns over the FOMC Cycle

... about stock returns over the FOMC cycle are driven by factors related to banks’ reserve ...both stock excess returns and volatility in the fed funds market in FOMC cycle time is that monetary ...

58

CEO Confidence and Stock Returns

CEO Confidence and Stock Returns

... poraneous stock index returns in 9 of 11 ...that stock m arket returns generally cause changes in consum er confidence, but the reverse is not ...that stock m arket returns ...

6

Stock Returns and the Dispersion in Earnings Forecasts

Stock Returns and the Dispersion in Earnings Forecasts

... Although the question of the source of heterogeneous expectations has not been fully addressed, some economists have recently begun to examine the consequences of differences in expectations among investors. 23 In this ...

45

Investment-Based Expected Stock Returns

Investment-Based Expected Stock Returns

... The explanatory variables in the ordered probit model are interest coverage defined as the ratio of operating income after depreciation (Compustat annual item 178) plus interest expense (item 15) to interest expense, the ...

35

Trade Policy Uncertainty and Stock Returns

Trade Policy Uncertainty and Stock Returns

... market-adjusted stock returns, we start with the universe of publicly listed US firms in CRSP that can be matched to Compustat, from where we download all the firm-level variables used as controls in the ...

39

Modeling Conditional Skewness in Stock Returns

Modeling Conditional Skewness in Stock Returns

... U.S. stock returns the conditional variance and risk premia predicted by the GARCH-M model based on the symmetric t distribution are systematically too ...

26

The Volatility of Liquidity and Expected Stock Returns

The Volatility of Liquidity and Expected Stock Returns

... are stock returns and the independent variables are various stock ...The stock characteristics are defined in Table 1 and Section ...excess stock returns, while in Panel B the ...

64

Macro variables and the components of stock returns.

Macro variables and the components of stock returns.

... for stock (excess) returns, those “missing” variables are not correlated with the large macroeconomic information set considered in this ...the stock return components) to a VAR that already contains ...

58

Nonparametric predictive inference for stock returns.

Nonparametric predictive inference for stock returns.

... future stock returns, and the frequentist statistics properties of NPI provide strong justification for the use of these methods, in particular when there is little further information about the stocks in ...

17

Show all 7774 documents...

Related subjects