Results 261 to 270 of about 3,597,819 (292)

ESG Ratings and Annual Stock Returns: Industry Sector Heterogeneity in Chinese Market

Advances in Economics, Management and Political Sciences
In recent years, Environmental, Social, and Governance (ESG) factors have played an increasingly important role in how companies are evaluated and how investment decisions are made. While much of the existing research has focused on developed markets and broad, market-level data, this study looks more closely at industry differences within China’s A ...
Tian Qiu, Zihan Gao, Zehao Lou, Jesse Ng
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Predicting Abnormal Bank Stock Returns Using Textual Analysis of Annual Reports – a Neural Network Approach

2016
This paper aims to extract both sentiment and bag-of-words information from the annual reports of U.S. banks. The sentiment analysis is based on two commonly used finance-specific dictionaries, while the bag-of-words are selected according to their tf-idf.
Petr Hájek 0002, Jana Bohácová
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Using Option Implied Volatilities to Predict Absolute Stock Returns - Evidence from Earnings Announcements and Annual Shareholderss Meetings

SSRN Electronic Journal, 2014
We provide evidence that an option implied volatility-based measure predicts future absolute excess returns of the underlying stock around earnings announcements and annual meetings of shareholders, even after controlling for the realized stock return volatility shortly before these information events, and the volatility of excess stock returns around ...
Suresh Govindaraj, Wen Jin, Joshua Livnat, Chen Zhao   +3 more
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Forecasting annual excess stock returns via an adaptive network‐based fuzzy inference system

Intelligent Systems in Accounting, Finance and Management, 2005
AbstractIn this study, an adaptive network‐based fuzzy inference system (ANFIS) and a neural network were tested for the ability of these techniques to forecast the annual excess returns of three large publicly traded companies from a time series of said returns.
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Interpreting Common Stock Returns around Proxy Statement Disclosures and Annual Shareholder Meetings

The Journal of Financial and Quantitative Analysis, 1986
Numerous studies have analyzed the stock market reaction to information released in proxy statements. Two possible biases in proxy statement research are suggested frequently: misspecification of the return benchmark and a sample selection bias from analyzing only “clean” events.
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DETERMINANTS OF ANNUAL STOCK MARKET RETURN

Financial Review, 1979
W. Scott Bauman, Constance H. McLaren
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Predicting annual returns of individual stocks on the Baltic Stock Exchange

The objective of this master’s thesis is to investigate possibilities of deploying statistical models in predicting annual returns of stocks on the Baltic Stock Exchange. Both, theoretical and practical aspects of linear regression, fixed effects, random effects, mixed effects and auto regressive model, are illustrated.
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Stock Return and the COVID-19 pandemic: Evidence from Canada and the US

Finance Research Letters, 2021
Libo Xu
exaly  

Predicting stock return volatility using sentiment analysis of corporate annual reports

2021
Petr Hajek, Renata Myskova, Vladimir Olej   +2 more
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The Relationship In Time Between Annual Accounting Returns and Annual Stock Market Returns In the Uk

Journal of Business Finance & Accounting, 1991
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