Results 231 to 240 of about 13,865 (262)

TOWER BUILDING AND STOCK MARKET RETURNS

Journal of Financial Research, 2012
AbstractConstruction starts of skyscrapers predict subsequent U.S. stock returns. The predictive ability exceeds that of alternatives such as the prevailing historical mean, predictions based on dividend ratios, and recently suggested combination forecasts.
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Analysis of Stock Market Returns

2000
In this chapter we use our battery of nonlinearity tests to study the time series properties of growth rates in common stock prices at different levels of time aggregation. Financial economists call such growth rates “rates of return,” and express them as decimal fractions. We also look at the effect of “hard clipping” the data in order to separate the
Douglas M. Patterson, Richard A. Ashley
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Volume and stock returns in the Chinese market

International Review of Financial Analysis, 2023
Yi Fang, Xin Zhou, Yi-Feng Wen, Qi-Lang Ou   +3 more
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Return autocorrelations in the stock markets

Applied Economics Letters, 2009
This article investigates the return autocorrelation in four stock markets around the Asia-Pacific rim: the USA, Japan, Taiwan and South Korea. The results indicate that there are conditional return autocorrelation in Taiwan's and South Korea's stock markets for daily data.
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Stock Market Return Volatility

2019
Volatility is a measure of dispersion around the mean or average return of a security. One way to measure volatility is by using the standard deviation, which tells you how tightly the price of a stock is grouped around the mean or moving average.
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Stock Market Sentiment and Stock Returns

The Korean Data Analysis Society, 2018
Taehyuk Kim, Hoyoung Ryu
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Distracted by the Stock Market:  Stock Market Overnight Returns and Worker Productivity

SSRN Electronic Journal, 2023
Xiqian Cai, Dongxu Li
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Real stock market returns and inflation: Evidence from uncertainty hypotheses

Finance Research Letters, 2023
Thomas Chiang
exaly  

Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates

Resources Policy, 2023
Zeeshan Fareed, Sunil Tiwari
exaly  

Forecasting US stock market returns by the aggressive stock-selection opportunity

Finance Research Letters, 2022
Chao Liang
exaly