Results 191 to 200 of about 2,027,722 (237)
The Predictability of Equity REIT Returns [PDF]
Journal of Real Estate Research, 1998 This study examines the predictability of monthly returns on equity real estate investment trusts (EREITs) over the period 1975-95 and compares it with that for small-and mid-cap firms.
Edward Nelling, Joseph Gyourko
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Product Market Competition and Equity Returns [PDF]
SSRN Electronic Journal, 2009 We develop an analytically tractable equilibrium model to examine the link between competition in product markets and stock returns. Firms maximize pro fits from the sale of their products to consumers. Investors receive firm profi ts as investment returns.
Masahiro Watanabe, Evgeny Lyandres
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CDO Equity Returns and Return Correlation
The Journal of Structured Finance, 2004Equity in a collateralized debt obligation (CDO), called? CDO equity,? ?preferred shares,? or? preference shares,? represents a residual interest in the cash flow of the CDO9s assets. CDO equity holders receive the difference between the cash flow of the CDO9s assets and the cash flow necessary to pay the CDO9s expenses and service its debt ...
Frank J. Fabozzi +2 more
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The Pricing of Italian Equity Returns
Economic Notes, 2000In this paper, we investigate the relationship between common risk factors and average returns for Italian stocks. Our research has identified the Italian stock market's economic variables by using the results from factor analyses and time series regressions.We study several multi‐factor models combining the relevant macroeconomic variables with the ...
GOTTARDO, PIETRO, ALEATI A, MURGIA M.
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Factorization of Equity Returns
SSRN Electronic Journal, 1999The relative return of an equity portfolio with respect to the market is factored into three components. The factorization separates the eects due to change in the distribution of capital in the market, to change in rank of the stocks in the portfolio, and to dividends.
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Equity returns of distressed equity issuers
Finance Research Letters, 2015Abstract Theoretical and empirical studies show a strong positive correlation between distress and equity issuance which suggests that low future returns of distressed firms ( i.e. , distress anomaly) could be related to the equity issuance puzzle. Upon testing this conjecture, this study finds that low returns of distressed firms are only observed ...
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Ratings, Commercial Paper, and Equity Returns
The Journal of Finance, 1994ABSTRACTWe present the first evidence that initial ratings of commercial paper influence common stock returns. Highly‐rated industrial issues of commercial paper, unaccompanied by bank letters of credit, are associated with significantly positive abnormal returns; lower‐rated issues are not.
Nayar, Nandkumar, Rozeff, Michael S
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2017
The banking industry still uses the return on equity (RoE) as a measure of performance and as an instrument of internal capital allocation. Some bankers even claim they have to aim at high RoE targets in order to cover the return on capital (RoC) required by shareholders.
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The banking industry still uses the return on equity (RoE) as a measure of performance and as an instrument of internal capital allocation. Some bankers even claim they have to aim at high RoE targets in order to cover the return on capital (RoC) required by shareholders.
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Dollar debt and equity returns
Applied Economics Letters, 2020This article examines the relationship between US dollar-denominated debt and the correlations between the equity markets of 31 countries from 2007 to 2016.
Charles Braymen +2 more
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Equity returns, bond returns, and the equity premium in the German capital market
The European Journal of Finance, 1999This article reviews the empirical evidence for equity returns, bond returns, and the equity premium in the German capital market for the period from 1870 to 1995. Taken together, the studies reviewed provide convincing evidence that over longer investment periods, average equity returns have been higher than average bond returns. These excess returns,
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