Results 81 to 90 of about 91,306 (296)
Advances in Difference Equations, 2019 A compound Ornstein–Uhlenbeck process is applied to create a model that can calculate the dividend yield represented in a sample case of Stock Exchange of Thailand index in which earning yield is randomly determined.
P. Vatiwutipong, N. Phewchean
doaj +1 more source
Stock Values and Fundamentals; Link or Irrationality? [PDF]
In this paper, econometric techniques are employed to analyze the continuous and remarkable growth which has characterized international stock markets since 1995.
Fabio Fornari, Marcello Pericoli
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research focuses on the connection between ESG (Environmental, Social, and Governance) factors and financial performance in the fashion industry, grounded on stakeholder theory and signaling theory as its theoretical foundations. By examining 1144 firm‐year observations from 194 publicly listed companies in 24 countries (2013–2023), the ...
Samantha Barresi, Michele Bertoni
wiley +1 more source
Direct Evidence of Dividend Tax Clienteles [PDF]
We study a large data set of stock portfolios held by individuals and organizations in the Swedish stock market. The dividend yields on these port-folios are systematically related to investors' relative tax preferences for dividends versus capital gains.
Dahlquist, Magnus +2 more
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European Policy Analysis, EarlyView.ABSTRACT This article argues that European Union (EU) peacebuilding scholarship can benefit from organizational research on the socio‐spatial dynamics of policy implementation. It introduces a strategic‐relational heuristic to address two key gaps: the marginalization of grassroots agency in spatial analyses and the separation of strategy from ...
Giada Lagana, Sioned Pearce
wiley +1 more source
On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing [PDF]
Previous research showed that the dividend price ratio process changed remarkably during the 1980's and 1990's, but that the total payout ratio (dividends plus repurchases over price) changed very little.
Jacob Boudoukh +3 more
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UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions
Journal of Forecasting, EarlyView.ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley +1 more source
Moderation Effect of Market Condition on the Relationship between Dividend Yield and Stock Return [PDF]
This paper examines the existence of moderation effect of market condition on the relationship between dividend yield and stock return in Bursa Malaysia. Results confirm the existence of moderating effect of market condition.
Safari, Meysam, TahmooresPour, Reza
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A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
Journal of Forecasting, EarlyView.ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
The Ex-Day Phenomenon and Share Price Performance on Emerging Markets
Корпоративные финансы, 2017 We study share price performance at the ex-dividend date and its relation to trading volume and a set of factors corresponding to different explanatory theories.
Viktoria Cherkasova, Vladimir Petrukhin
doaj +1 more source