Results 1 to 10 of about 91,148 (312)
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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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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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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Stock Return Predictability: Is it There? [PDF]
Review of Financial Studies, 2001 We ask whether stock returns in France, Germany, the UK and the US are predictable by three instruments: the dividend yield, the earnings yield and the short rate. The predictability regression is suggested by a present value model with earnings growth, payout ratios and the short rate as state variables.
Andrew Ang, Geert Bekaert
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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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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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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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Heteroskedasticity in Stock Returns [PDF]
The Journal of Finance, 1990 ABSTRACTWe use predictions of aggregate stock return variances from daily data to estimate time‐varying monthly variances for size‐ranked portfolios. We propose and estimate a single factor model of heteroskedasticity for portfolio returns. This model implies time‐varying betas. Implications of heteroskedasticity and time‐varying betas for tests of the
Schwert, G William, Seguin, Paul J
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The Impact of Stock Overvaluation on Stock’s Abnormal Returns and their Volatility over Time [PDF]
مطالعات تجربی حسابداری مالی, 2015 This study examines the impact of stock overvaluation on abnormal stock returns and their volatility over time in listed companies of Tehran Stock Exchange.
Ali Ghasemi, Mohammad Reza Nikbakht
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