Results 31 to 40 of about 15,148 (305)
Asset Growth Anomaly & Future Stock Return; Evidence from Tehran Stock Exchange [PDF]
تحقیقات مالی, 2014 This paper investigates asset growth pricing in firm-level cross section stock return in Tehran Stock Exchange for the period from 1379 to 1389. In order to test cross section stock return predictability by the firm's asset growth, the relation between ...
Maryam Davallou
doaj +1 more source
Are markets adaptive? Evidence of predictability and market efficiency of lodging/resort REITs
International Journal of Strategic Property Management, 2020 We investigate the degree of return predictability of lodging/resort real estate investment trusts (REITs) from January 1994 to May 2016. We test the Martingale hypothesis by using linear (automatic portmanteau and automatic variance ratio with rolling ...
Fahad Almudhaf +2 more
doaj +1 more source
Forecasting the equity premium: Do deep neural network models work?
Modern Finance, 2023 This paper constructs deep neural network (DNN) models for equity-premium forecasting. We compare the forecasting performance of DNN models with that of ordinary least squares (OLS) and historical average (HA) models.
Xianzheng Zhou, Hui Zhou, Huaigang Long
doaj +1 more source
Is Human Capital the Sixth Factor? Evidence from US Data [PDF]
ACRN Journal of Finance and Risk Perspectives, 2019 Problem/Relevance: Measuring the risk of an asset and the economic forces driving the price of the risk is a challenging task that preoccupied the asset pricing literature for decades.
Rahul Roy, Santhakumar Shijin
doaj +1 more source
Forecasting Returns with Fundamentals-Removed Investor Sentiment
International Journal of Financial Studies, 2015 The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals.
Adam Stivers
doaj +1 more source
Geographic links and predictable returns
Journal of Business Finance & Accounting, 2020 AbstractUsing establishment‐level data of U.S. public firms, we construct a novel measure of geographic linkage between firms. We show that the returns of geography‐linked firms have strong predictive power for focal firm returns and fundamentals. This effect is distinct from other cross‐firm return predictability and is not easily attributable to risk‐
Zuben Jin, Frank Weikai Li
openaire +3 more sources
Competition, Markups, and Predictable Returns
The Review of Financial Studies, 2015 Abstract This paper jointly examines the link between competition and expected returns in the time series and in the cross-section. To this end, we build a general equilibrium model where markups vary because of firm entry with oligopolistic competition. When concentration is high, markups are more sensitive to entry risk.
Corhay, A, Kung, H, Schmid, L
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ICST Transactions on Scalable Information Systems, 2023 INTRODUCTION: Major events such as economic crises, inflation, geopolitical tensions, and interest rates can have a significant impact on the price and returns of gold. OBJECTIVES: In this work, we focus on gold return prediction in five major events that occurred in Turkey.
Ahmet Yavuz, Süleyman Eken
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Stock return predictability: the role of inflation and threshold dynamics [PDF]
, 2017 This paper argues that the nature of stock return predictability varies with the level of inflation. We contend that the nature of relations between economic variables and returns differs according to the level of inflation, due to different economic ...
McMillan, David
core +1 more source
Hydrogen‐Bond–Driven Ion Retention in Electrolyte‐Gated Synaptic Transistors
Advanced Functional Materials, EarlyView.Anion molecular design governs ion–polymer interactions in electrolyte‐gated synaptic transistors. Asymmetric anions induce hydrogen‐bond interactions that suppress ion back‐diffusion and stabilize doping, enabling enhanced nonvolatile synaptic properties.
Donghwa Lee +5 more
wiley +1 more source