Results 271 to 280 of about 42,164 (304)

The persistence of abnormal returns

Strategic Management Journal, 1988
Abstract The time‐series behavior of ROI is examined to assess a central element of competitive markets, the lack of persistence of abnormal profits. The analysis first determines the aggregate dynamic process of ROI and then examines how strategic and market factors influence this process.
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Corporate diversification and abnormal returns

Journal of Asset Management, 2018
We examine the effect of corporate diversification by comparing abnormal returns between portfolios of diversified firms and focused firms. Our study covers US firms for the years 1976–2009 and compares abnormal returns over 12, 24, and 36-month windows.
Chris M. Lawrey, Brandon C. L. Morris
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Abnormal Returns of Soccer Teams [PDF]

Journal of Sports Economics, 2013
We analyze the links between soccer match results, betting odds, and stock returns of all listed European soccer teams. Using an event-study approach, we measure positive (negative) abnormal returns following wins (ties and losses). Additionally, we analyze the role, which we find to be nonsignificant, of betting odds in shaping market reactions to ...
CASTELLANI, MASSIMILIANO, PATTITONI, PIERPAOLO, PATUELLI, ROBERTO   +2 more
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An Abnormally Abnormal Intangible: Stock Returns on Customer Satisfaction

Journal of Marketing, 2016
Sorescu 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, Forrest V. Morgeson, G. Tomas M. Hult   +2 more
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Takeover Anticipation and Abnormal Returns

SSRN Electronic Journal, 2015
This 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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Market anomalies and abnormal returns

2021
Στον 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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A Straightforward Approach to Estimate the Abnormal Return in Taiwan

International Journal of Applied Evolutionary Computation, 2014
The fluctuation of real estate prices has been a subject of public attention, and related studies are often unable to effectively measure changes due to limitations in information acquisition and modeling. In fact, the existence of abnormal return of the real estate market can be regarded as an important indicator of fluctuations in prices or a bubble.
Shih-Yung Wei, Nan-Yu Chu, Wei-Chiang Hong   +2 more
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Information Asymmetry, Market Liquidity and Abnormal Returns

2020
Because the stock market is relatively difficult for individual investors to obtain information, there exist information asymmetry, and the stock may have abnormal returns. For companies with a large amount of institution investors, the information should be more complete.
Yung-Shun Tsai, Shyh-Weir Tzang, Chun-Ping Chang   +2 more
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Abnormalities of Pulmonary Venous Return

2019
Abnormalities 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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Abnormal Returns in Gold and Silver Exchange-Traded Funds

The Journal of Index Investing, 2011
Exchange-traded funds (ETFs) are one of the fastest growing areas of financial markets and have significantly changed how investors construct their portfolios. We investigate the price efficiency of six commodity ETFs. Our most significant finding is that GLD (gold) and SLV (silver) have a small, but significant, risk-adjusted return at the 3% and 5 ...
Michael J. Naylor, Udomsak Wongchoti, Chris Gianotti   +2 more
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