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Dividend yields and stock returns: Implications of abnormal January returns
Journal of Financial Economics, 1985Abstract This study examines the empirical relation between stock returns and (long-run) dividend yields. The findings show that much of the phenomenon is due to a nonlinear relation between dividend yields and returns in January. Regression coefficients on dividend yields, which some models predict should be non-zero due to differential taxation of ...
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The impact of COVID-19 pandemic on abnormal returns of insurance firms: a cross-country evidence
Applied Economics, 2021Umar Farooq, Adeel Nasir, Bilal
exaly
Evolution of price effects after one-day abnormal returns in the US stock market
North American Journal of Economics and Finance, 2021Alex Plastun +2 more
exaly
Gold and oil prices: abnormal returns, momentum and contrarian effects
Financial Markets and Portfolio Management, 2021Guglielmo Maria Caporale +2 more
exaly
Momentum effects in the cryptocurrency market after one-day abnormal returns
Financial Markets and Portfolio Management, 2020Guglielmo Maria Caporale +2 more
exaly
The frequency of one-day abnormal returns and price fluctuations in the forex
Journal of Applied Economics, 2021Guglielmo Maria Caporale +2 more
exaly
Reputation and stock abnormal returns
2016A relação entre reputação organizacional e desempenho nanceiro das empresas tem sido alvo de estudo ao longo dos últimos anos. Empresas com elevados padrões de reputação apresentam maior probabilidade de manter um elevado e sustentado desempenho ao longo do tempo.
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