Results 261 to 270 of about 1,316,614 (311)
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SSRN Electronic Journal, 2022
PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
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PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
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SSRN Electronic Journal, 2003
Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
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Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
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Nonstationarities in Stock Returns [PDF]
Review of Economics and Statistics, 2005 The paper outlines a methodology for analyzing daily stock returns that relinquishes the assumption of global stationarity. Giving up this common working hypothesis reflects our belief that fundamental features of the financial markets are continuously and significantly changing.
Cătălin Stărică +1 more
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SSRN Electronic Journal, 2015
The standard disclaimer in the prospectus of any mutual fund reminds investors that "past performance is not necessarily indicative of future results." Despite the disclaimer, arguably a large fraction of investors looks at recent past performance to form expectations about future returns and "times the market" balancing portfolios on the basis of ...
Borri, Nicola, Cagnazzo, Alberto
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The standard disclaimer in the prospectus of any mutual fund reminds investors that "past performance is not necessarily indicative of future results." Despite the disclaimer, arguably a large fraction of investors looks at recent past performance to form expectations about future returns and "times the market" balancing portfolios on the basis of ...
Borri, Nicola, Cagnazzo, Alberto
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South Asia Economic Journal, 2006
In this article, we use the artificial neural network in the forecasting of daily Bombay Stock Exchange (BSE) Sensitive Index (Sensex) returns. We compare the performance of the neural network with performances of random walk and linear autoregressive models by using six performance measures.
Chakradhara Panda, V. Narasimhan
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In this article, we use the artificial neural network in the forecasting of daily Bombay Stock Exchange (BSE) Sensitive Index (Sensex) returns. We compare the performance of the neural network with performances of random walk and linear autoregressive models by using six performance measures.
Chakradhara Panda, V. Narasimhan
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The Journal of Portfolio Management, 2002
How do we quantify the level of return that an investor can expect in the future? An examination of the historical distribution of total returns reveals declines in dividend yields and new likely lower boundaries for price appreciation. It is often asserted that low dividend yields brought about by higher earnings retention should be followed by ...
Charles P. Jones +2 more
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How do we quantify the level of return that an investor can expect in the future? An examination of the historical distribution of total returns reveals declines in dividend yields and new likely lower boundaries for price appreciation. It is often asserted that low dividend yields brought about by higher earnings retention should be followed by ...
Charles P. Jones +2 more
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Applied Financial Economics, 2009
In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects.
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In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main effects.
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2020
The Stock Returns Project was to assist the research of our client, Ziqian Song, to analyze the language used in the financial news and social media discussions surrounding stock-related events, and to derive meaningful insights from this data. Our end goal was to build meaningful tools that can help the client analyze information surrounding the ...
Shi, Simon +4 more
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The Stock Returns Project was to assist the research of our client, Ziqian Song, to analyze the language used in the financial news and social media discussions surrounding stock-related events, and to derive meaningful insights from this data. Our end goal was to build meaningful tools that can help the client analyze information surrounding the ...
Shi, Simon +4 more
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The Journal of Wealth Management, 2006
To assess future returns an investor must understand the components on which returns are based. These components include the growth in the P/E ratio and the growth in real earnings. Our analysis shows that the growth rate in the P/E ratio and the growth rate in real earnings, as estimated over long periods and reported in the literature, have tended to
Charles P. Jones, Leonard L. Lundstrum
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To assess future returns an investor must understand the components on which returns are based. These components include the growth in the P/E ratio and the growth in real earnings. Our analysis shows that the growth rate in the P/E ratio and the growth rate in real earnings, as estimated over long periods and reported in the literature, have tended to
Charles P. Jones, Leonard L. Lundstrum
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Music sentiment and stock returns
Economics Letters, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Garel, Alexandre +2 more
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