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The CAPM and Equity Return Regularities
Financial Analysts Journal, 1986Differential returns on dividend and capital gains income, systematic abnormal returns surrounding ex-dividend dates, excess returns on small versus large capitalization stocks, excess returns on low versus high price-earnings ratio stocks-these are among the recent findings that cast doubt on the traditional Capital Asset Pricing Model and tease ...
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Returns and Risk to Private Equity
2011We assess returns and risks to private equity investors from 35 European countries for the time interval of 1996-2008. We find that returns to private equity are significantly higher than returns to publicly traded equity. Using customary measures to adjust for risk, the spread between private and public equity returns is sufficiently high to justify ...
Marchica, Maria-Teresa, Mura, Roberto
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Equity Returns and Monetary Policy
International Journal of Political Economy, 2008When U.S. companies need funds, they obtain these funds primarily from the banking system rather than the financial markets. In the financial markets, companies obtain funds mostly by issuing debt instruments rather than stocks. Despite these well-known facts, the stock market is the most closely watched market in the United States.
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Evaluating Private Equity Returns
SSRN Electronic Journal, 2017Does private equity really beat public markets? Do top managers really significantly outperform their peers? Is their outperformance consistent over time? Is a top manager more likely to beat peers on the next fund? Is venture capital a different type of investment with different return expectations? How should investors choose between the two types of
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Optimal Trade‐in Return Policies: Is it Wise to be Generous?
Production and Operations Management, 2022Kaiying Cao, Tsan-ming Choi
exaly
Long‐term decomposed straw return positively affects the soil microbial community
Journal of Applied Microbiology, 2020Al Shen, Olivier Evrard
exaly