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Investment and The Cross-Section of Equity Returns [PDF]
When the neoclassical model of investment is serious about investment, it fails to replicate elementary cross-sectional features of equity returns. Without leverage, the model produces a value discount - i.e. value firms earn lower returns than growth firms.
Berardino Palazzo, Gian Luca Clementi
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Confidence, bond risks, and equity returns
Journal of Financial Economics, 2017I show that investor confidence (size of ambiguity) about future consumption growth is driven by past consumption growth and inflation. The impact of inflation on confidence has moved considerably over time and switched on average from negative to positive in 1997.
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The Influence of Debt to Equity Ratio, Current Ratio and Return on Equity on Stock Returns
International Journal of Research and Scientific InnovationThis study aims to determine the influence of the financial ratios Current Ratio (CR), Debt to Equity Ratio (DER) and Return on Assets (ROA) on stock returns simultaneously and partially. The population in this study are construction and building sub-sector companies listed on the Indonesia Stock Exchange for the 2016-2020 period, totaling 12 companies
Dian Primanita Oktasari +2 more
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Prediction of returns on equity
2009There's little argument that returns from investments, is to a large extent, affected by occurrences of future events. Successful investing is, therefore very much dependent on one's ability to predict the future. However, future events often contain surprise elements that are beyond the most sophisticated forecasting tools.
Lim, Hwee Sin +2 more
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Return on Equity Versus the Cost of Equity, Litigation and Excess Returns:
European Procurement & Public Private Partnership Law ReviewA. Martins, A.J. R. Martins
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Prediction of return on equity of the energy industry based on equity characteristics
Frontiers in Energy Research, 2023Yuqi Yang
exaly
The Effect of Return on Equity (ROE) and Return on Investment (ROI) on Trading Volume
Procedia, Social and Behavioral Sciences, 2015Agatha Rinta Suhardi
exaly

