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Metal Returns, Stock Returns and Stock Market Volatility
Economía, 2015 Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the ...
Mauricio Zevallos, Carlos del Carpio
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Investor attention on COVID-19 and African stock returns [PDF]
MethodsX, 2021 We examine the financial consequences of rising global investor attention or risk attitude related to the COVID-19 pandemic for African stock markets. Using daily investor attention indices, which are based on global COVD-19-related google search queries,
Bernard Njindan Iyke, Sin-Yu Ho
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Predicting Global Stock Returns [PDF]
International Finance Discussion Papers, 2008 I test for stock return predictability in the largest and most comprehensive data set analyzed so far, using four common forecasting variables: the dividend- and earnings-price ratios, the short interest rate, and the term spread. The data contain over 20,000 monthly observations from 40 international markets, including 24 developed and 16 emerging ...
Erik Hjalmarsson
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COVID-19 Cases, Deaths, Vaccinations and Malaysian Islamic Stock Market Returns
Journal of International Business, Economics and Entrepreneurship, 2022 Coronavirus (COVID-19) has been the greatest disrupting pandemic that results in economy and social devastations. This study aims to explore the impact of novel COVID-19 pandemic on Islamic stock market returns in Malaysia.
Lain-Tze Tee, Si-Roei Kew
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Impact of Firm’s Fundamentals on Return of Stocks in Nepal
Journal of Mathematics Instruction, Social Research and Opinion, 2023 Return on stock is the chief concern of firm investors. Investors prefer better stock returns, and management focuses on increasing stock returns for wealth maximization.
Pitambar Lamichhane, Bashu Dev Dhungel
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Investigating the Effect of Capital Markets on Management Characteristics; with an Emphasis on Role of Stock Returns [PDF]
تحقیقات مالی, 2019 Objective: The main goal of this research is investigating the effect of capital markets on management characteristics (management myopia, management Optimism, managementconservatism, Management Forecast Accuracy, managementstructure and management ...
Afsaneh Delshad +2 more
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Determinants of real stock return of pharmaceutical products and materials companies
Social Determinants of Health, 2023 Background: The present study aimed to investigate the factors that determine the actual efficiency of pharmaceutical companies. Methods: This study was an applied and descriptive-correlation research.
Hojjatollah Marzban +2 more
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The effect of audit quality as a moderator on the relationship between financial performance indicators and the stock return [PDF]
Decision Science Letters, 2023 This study investigates how audit quality moderates the effect of financial performance indicators on the stock returns of Amman Stock Exchange-listed firms (ASE).
Yazen Oroud +4 more
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Understanding Stock Return Predictability [PDF]
SSRN Electronic Journal, 2006 Over the period 1927:Q1 to 2005:Q4, the average CAPM-based idiosyncratic variance (IV) and stock market variance jointly forecast stock market returns. This result holds up quite well in a number of robustness checks, and we show that the predictive power of the average IV might come from its close relation with systematic risk omitted from CAPM. First,
Hui Guo, Robert Savickas
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Jackknifing Stock Return Predictions [PDF]
SSRN Electronic Journal, 2008 We show that the general bias reducing technique of jackknifing can be successfully applied to stock return predictability regressions. Compared to standard OLS estimation, the jackknifing procedure delivers virtually unbiased estimates with mean squared errors that generally dominate those of the OLS estimates.
Benjamin Chiquoine, Erik Hjalmarsson
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