Results 61 to 70 of about 321,980 (303)
Average Correlation and Stock Market Returns
SSRN Electronic Journal, 2008 If the Roll critique is important, changes in the variance of the stock market may be only weakly related to changes in aggregate risk and subsequent stock market excess returns. However, since individual stock returns share a common sensitivity to true market return shocks, higher aggregate risk can be revealed by higher correlation between stocks. In
Wilson, M, Pollet, J
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Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
Journal of Risk and Financial Management, 2019 This paper investigates how investor sentiment affects stock market returns and evaluates the predictability power of sentiment indices on U.S. and EU stock market returns.
Chiara Limongi Concetto, F. Ravazzolo
semanticscholar +1 more source
Agribusiness, EarlyView.Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
Assessing the Influence of Investor Sentiment on the Performance of the Stock Prices: Analyzing Stock Returns and Volatility During the COVID-19 Pandemic and Periods of Market Fluctuations [PDF]
MSA-Management Sciences JournalThe primary objective of this study is to examine how investor sentiment affects stock market performance, with a particular focus on two indicators: stock returns and stock market volatility. The analysis takes into account the impact of the coronavirus
Sarah Hassan
doaj +1 more source
Shirkah, 2021 Islamic stock market is apparently different from the conventional stock market due to the prohibition of unlawful goods and excessive risk-taking behavior.
Septiana Indarwati, Agus Widarjono
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Fluctuating Confidence and Stock-Market Returns
International Finance Discussion Papers, 1993 The drift of two different diffusion processes (asset returns) is determined by a state variable which can take on two values. It jumps between the two according to Poisson increments (this is called a 'regime-switch'). For any given position of the state variable the drift of one process is high and the other is low.
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Expected returns and risk in the stock market
Journal of Empirical Finance, 2019 We explain time-varying expected returns by time-variation in the covariance of the market return with the pricing kernel. Simple specifications in which the kernel is spanned by a small number of factors reveal substantial levels of predictability with 1-year R2 of 17–18%.
M.J. Brennan, Alex P. Taylor
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Founding family ownership, stock market returns, and agency problems
Journal of Banking & Finance, 2019 This paper explores the relationship between founding family ownership and stock market returns. Using the entire population of non-financial firms listed on the Swiss stock market for 2003–2013, we find that the stock returns of family firms are ...
Nicolas Eugster, Dušan Isakov
semanticscholar +1 more source
Agribusiness, EarlyView.ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source