Results 161 to 170 of about 205,180 (209)
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Market anomalies and abnormal returns
2021Στον τομέα της τιμολόγησης περιουσιακών στοιχείων, το CAPM χρησιμοποιήθηκε ευρέως για την πρόβλεψη των αποδόσεων των περιουσιακών στοιχείων. Η CAPM χρησιμοποιεί μόνο τον κίνδυνο αγοράς για να εξηγήσει τις αναμενόμενες αποδόσεις των περιουσιακών στοιχείων.
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An Abnormally Abnormal Intangible: Stock Returns on Customer Satisfaction
Journal of Marketing, 2016Sorescu and Sorescu (2016) and Bharadwaj and Mitra (2016) have made a number of insightful observations and suggestions for future research regarding stock returns on customer satisfaction. They have also provided a series of assessments of a study by Fornell, Morgeson, and Hult (2016) that focus on abnormal returns on customer satisfaction.
Claes Fornell +2 more
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Can ESP Yield Abnormal Returns?
The Journal of Portfolio Management, 1997Foreknowledge of earnings surprises is more valuable than trading on known earnings surprises. Earnings surprises are predictable to a considerable extent. I evaluate the performance of an earnings surprise predictor (ESP), which foretells how close analyst expectations of quarterly earnings numbers will be to upcoming earnings numbers.
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Takeover Anticipation and Abnormal Returns
SSRN Electronic Journal, 2015This paper documents that a part of takeover synergy is incorporated in the target and acquirer stock prices prior to the event window of previous studies, around the takeover anticipation date.
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Deceptive advertising and abnormal stock returns
International Journal of Advertising, 2011This study examined the impact of deceptive advertising on the abnormal stock returns of firms. Using an event study analysis with 101 cases from the FTC database over the period 1987–2005, the FTC rulings on deceptive advertising were found to have the negative effects on the abnormal stock returns of firms. Among the firm-specific factors examined in
Jaeseok Jeong, Chan Yun Yoo
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Abnormalities of Pulmonary Venous Return
2019Abnormalities of pulmonary venous return in adults result from anomalous drainage of one or more pulmonary veins into a systemic vein, resulting in a left-to-right shunt. Partial anomalous pulmonary venous return (PAPVR) is most commonly encountered in adults in the upper lobes.
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Mean Reversion of Abnormal Stock Returns
The Journal of Wealth Management, 2012This study tests for mean reversion in abnormal stock returns that divert more than one standard deviation from the mean. Biases due to a small sample, the January effect, and unique events are avoided by using large samples generated by a block bootstrap procedure starting in random months and studying two different periods.
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Abnormal Stock Returns and Profit Warnings
SSRN Electronic Journal, 2009This paper aims at studying the market response surrounding profit warnings as well as annual earnings announcements. Relatively few academic researches have investigated these issues. Our empirical survey based on an event study, points out a strong negative residual stock returns around profit warning announcements corresponding to bad news as well ...
Wael Louhichi, François Aubert
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Abnormal Returns in Small Firm Portfolios
Financial Analysts Journal, 1981(1981). Abnormal Returns in Small Firm Portfolios. Financial Analysts Journal: Vol. 37, No. 2, pp. 52-56.
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Abnormal Returns from Predicting Earnings Thresholds
Review of Accounting Studies, 2005This study examines the performance of a trading strategy based on the prediction of firms concurrently reporting a positive earnings change and meeting analysts’ earnings forecasts. The evidence indicates that a model predicting both earnings thresholds concurrently can yield excess returns that are incremental to predicting only one earnings ...
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