Results 11 to 20 of about 1,749,667 (247)
The governing dynamics of stock-bond return co-movements: a systematic literature review [PDF]
, 2012 Understanding stock-bond return correlation is a key facet in asset mix, asset allocation and in an investor’s portfolio optimisation strategy. For the last couple of decades, several studies have probed this cardinal relationship.
Mandal, Anandadeep
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The limits to stock return predictability [PDF]
, 2009 We examine predictive return regressions from a new angle. We ask what observable univariate properties of returns tell us about the “predictive space” that defines the true predictive model: the triplet ¡ λ, R2 x, ρ¢ , where λ is the predictor’s ...
Robertson, D., Wright, Stephen
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ANALISIS PENGARUH MULTIFAKTOR TERHADAP RETURN SAHAM DI INDONESIA
Jurnal Manajemen, 2017 This study aims to examine and analyze the effect of market, size, value and sharia factor on the stock return in Indonesia. Research data is monthly data for 5 years observation period from 2009 until 2013.
Sutarso Sutarso +2 more
doaj +1 more source
PENGARUH KINERJA DAN VOLUME PERDAGANGAN TERHADAP HARGA SAHAM PERUSAHAAN PADA INDUSTRI PERBANKAN
Akuntansi dan Teknologi Informasi, 2021 The aim of this study is to (1) determine the effect of Return On Asset towards the Stock Price of banking companies in Indonesia Stock Exchange (2) determine the effect of Return On Equity towards the Stock Price of banking companies in Indonesia Stock
Saiful Anam
doaj +1 more source
ANALISA PENGARUH BETA, SIZE PERUSAHAAN, DER DAN PBV RATIO TERHADAP RETURN SAHAM
Jurnal Dinamika Akuntansi, 2011 Penelitian ini bertujuan untuk memperlihatkan beberapa variabel yang menjadi pemrediksi stock return. Variabel tersebut adalah Beta, Company Size, DER ratio and PBV ratio.
Agung Sugiarto
doaj +1 more source
Binus Business Review, 2015 Stock market generally has the stock price index that measures the performance of stock trading, the Indonesia Stock Exchange has a stock price index that is widely known as Jakarta Composite Index (IHSG).
Mulyono Mulyono
doaj +1 more source
Evidence of return predictability on the Johannesburg Stock Exchange [PDF]
, 2011 We investigate return predictability on the Johannesburg Stock Exchange (JSE) with a particular emphasis on (a) the incidence and nature of linear and nonlinear serial dependence underlying the return generation process and (b) the consistency of return ...
Kruger, Ryan
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THE INFLUENCE OF STOCK CHARACTERISTICS ON RETURN IN CONSUMER GOODS INDUSTRY COMPANIES
Manajemen dan Bisnis, 2018 This study aims to determine the influence of stock characteristics with stock returns on consumer goods industry companies listed on the Indonesian Stock Exchange period 2011- 2015.
Ivan Alexander Nanlohy +2 more
doaj +1 more source
Journal of Business & Banking, 2017 The purpose of investors to invest their fund is to get the stock return. Therefore, they need to understand the company's financial performance and macro-economic factors that can affect the acquisition of stock returns.
Soni Firmansyah, Linda Purnamasari
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Analyzing the Effect of Capital Gains and Stock Liquidity on Stock Expected Return [PDF]
International Journal of Management, Accounting and Economics, 2017 This research investigated the effect of capital gains and stock liquidity on stock expected return. The stock expected return is measured based on capital assets pricing model.
Mohammad Hassani, Narges Nabizadeh
doaj