Results 11 to 20 of about 2,027,722 (237)
Legal Determinants of the Return on Equity [PDF]
SSRN Electronic Journal, 2000 Recent work documents that better legal institutions are associated with broader equity markets. We investigate whether international differences in legal institutions also help explain the international cross-section of expected stock returns. We document three main regularities. First, total stock market returns are positively correlated with overall
Davide Lombardo, Marco Pagano
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Return on equity of furniture industry [PDF]
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013 Economic efficiency of the furniture production is closely associated with high input costs. Despite the fact that the material makes up 80% of total costs, there were 7,908 active furniture manufacturing companies in 2011 in the Czech Republic and they generated sales of nearly 30,812,199 thousand with an added value of CZK 9,592,032 thousands CZK and
Jan Štěpánek
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Dependence Modeling, 2022 Abstract This paper analyzes approximately 100 Gigabytes of raw text data from Twitter with keywords “AAPL,” “S&P 500,” “FTSE100” and “NASDAQ” to explore the relationship between sentiment and the returns and prices on the Apple stock and the S&P 500, FTSE 100 and NASDAQ indices. The findings point to significant relationship and
Huang, Z, Ibragimov, R
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A Study on the Impact of Human Resource Accounting on Firms Value with Respect to Companies Listed in National Stock Exchange [PDF]
BULLETIN MONUMENTAL 21 2020 38 44, 2022 The study focuses on the Impact of Employment Benefit Cots on the Profitability of Companies listed in the National Stock Exchange. The study has considered the Amount spent on Employment Benefit Cots as an Independent variable and Profit after tax, Total Assets, Return on Equity, and Return on Asset and Debt equity Ration as the Dependent variable ...
arxiv +1 more source
A Study on Impact of Environmental Accounting on Profitability of Companies listed in Bombay Stock Exchange [PDF]
Bulletin Monumental 21 2020 46 51, 2022 The study focuses on the Impact of Environmental Accounting on the Profitability of Companies listed on the Bombay Stock Exchange. The study has considered the Amount spent on Environmental protection as an Independent variable and Return on Capital Employed, Return on Assets, Return on Net worth/equity, Net Profit Margin, and Dividend per Share as the
arxiv +1 more source
On financial market correlation structures and diversification benefits across and within equity sectors [PDF]
Physica A: Statistical Mechanics and its Applications 604 (2022)
127682, 2022 We study how to assess the potential benefit of diversifying an equity portfolio by investing within and across equity sectors. We analyse 20 years of US stock price data, which includes the global financial crisis (GFC) and the COVID-19 market crash, as well as periods of financial stability, to determine the `all weather' nature of equity portfolios.
arxiv +1 more source
Equity Returns at the Turn of the Month [PDF]
SSRN Electronic Journal, 2006 A turn-of-the-month effect in U.S. equity returns was initially identified by Lakonishok and Smidt (1988) using the DJIA for the period 1897-1986. According to the turn-of-the-month effect, equity returns over the interval beginning the last trading day of the month and ending three days later are significantly higher than over other days.
John J. McConnell, Wei Xu, Wei Xu
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Economic Growth and Equity Returns [PDF]
SSRN Electronic Journal, 2004 It is widely believed that economic growth is good for stockholders. However, the cross-country correlation of real stock returns and per capita GDP growth over 1900-2002 is negative. Economic growth occurs from high personal savings rates and increased labor force participation, and from technological change.
University of Florida, Gainesville FL 32611-7168, United States ( host institution ) +1 more
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Debt Refinancing and Equity Returns
The Journal of Finance, 2015 ABSTRACTThis paper presents empirical evidence that the maturity structure of financial leverage affects the cross‐section of equity returns. We find that short‐term leverage is associated with a positive premium, whereas long‐term leverage is not.
Nils Friewald +3 more
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Average Debt and Equity Returns: Puzzling? [PDF]
American Economic Review, 2003 Mehra and Prescott (1985) found the difference between average equity and debt returns puzzling because it was too large to be a premium for bearing nondiversifiable aggregate risk. Here, we re-examine this puzzle, taking into account some factors ignored by Mehra and Prescott–taxes, regulatory constraints, and diversification costs–and focusing on ...
Edward C. Prescott +2 more
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