Results 41 to 50 of about 2,027,722 (237)
Valuation of Equity Linked Securities with Guaranteed Return [PDF]
arXiv, 2023 Equity-linked securities with a guaranteed return become very popular in financial markets ether as investment instruments or life insurance policies. The contract pays off a guaranteed amount plus a payment linked to the performance of a basket of equities averaged over a certain period.
arxiv
Equity Tail Risk in the Treasury Bond Market [PDF]
arXiv, 2020 This paper quantifies the effects of equity tail risk on the US government bond market. We estimate equity tail risk with option-implied stock market volatility that stems from large negative price jumps, and we assess its value in reduced-form predictive regressions for Treasury returns and a term structure model for interest rates.
arxiv
ANALYSIS OF INCOMES, EXPENSES AND PROFITABILITY IN BANKS [PDF]
Annals of the University of Petrosani: Economics, 2011 The paper is centered on presenting some aspects regarding incomes, expenses and results of commercial banks from Romanian banking system such as: income dynamics and structure, expenses dynamics and structure, a set of indicators which reflects the main
MIRELA MONEA
doaj
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning [PDF]
arXiv, 2022 We systematically investigate the links between price returns and Environment, Social and Governance (ESG) scores in the European equity market. Using interpretable machine learning, we examine whether ESG scores can explain the part of price returns not accounted for by classic equity factors, especially the market one.
arxiv
FAKTOR FUNDAMENTAL SEBAGAI PENENTU INITIAL RETURN
Jurnal Benefita, 2017 Initial public offerings (IPO) are a strategy that can be implemented in meeting the needs of corporate fund. This study aims to examine the effect of Current Ratio, Debt Equity Ratio and Return On Equity on the initial Return.
Muhammad Rivandi
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Analysis of Economic Performance in Agriculture Using Econometric Modeling
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2020 Agriculture is a priority sector of the national economy, so the analysis of the economic performance of agricultural holdings in Romania using modern methods, such as econometric modeling, is of particular importance. In this article is made an analysis
Bumbescu Sorina Simona
doaj +1 more source
Jurnal Akuntansi dan Keuangan, 2002 This study investigates four proxies of competitive ratios that being influence to the company profitability. These proxies are industry profitability, weighted leverage, weighted capital intensiveness, and market share.
Cyrillius Martono
doaj
Factors Affecting the Return Stock Company in Indonesia Stock Exchange (IDX) LQ45 in Years 2012-2015
Journal the Winners, 2016 This research aimed to determine the effect of partially and jointly independent variable of Debt to Equity Ratio (DER), Return on Equity (ROA), Return on Equity (ROE), and Net Profit Margin (NPM) against the dependent variable on the stock return ...
Fangki A. Sorongan
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Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison [PDF]
, 2017 The paper examines the Chinese market reaction to the ADR issue by comparing returns and their stochastic variances of the Chinese firms cross-listed in the U.S. stock market. First, It was implemented capital asset pricing model (CAPM) to determine expected returns A and N shares.
arxiv +1 more source
Profita, 2018 The purpose of this study is to determine the effect of return on assets (ROA), return on equity (ROE) and debt to equity ratio (DER) to stock prices. Secondary data were collected by sample from a group of consumer goods manufacturing industries listed ...
Roy Budiharjo
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