Results 281 to 290 of about 1,142,689 (305)

The Power of Past Stock Returns to Explain Future Stock Returns

SSRN Electronic Journal, 1995
Researchers have long argued over whether strategies based on past stock returns have power to explain future stock returns. This paper finds no convincing evidence that either short-run or long-run contrarian strategies represent important factors for explaining the cross-section of stock returns.
openaire   +1 more source

Stock Market Returns and Annuitization

SSRN Electronic Journal, 2010
I document a strong negative relationship between stock market returns and annuitization. Using a novel dataset with more than 103,000 actual payout decisions, I find that positive stock market returns decrease the likelihood of employees choosing an annuity over a lump sum, and vice versa.
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Seasonality, Stock Returns and the Macroeconomy

The Economic Journal, 1997
This paper examines the relationship between seasonality, stock returns and the macroeconomy using a multifactor model of stocks returns. Observed seasonal patterns in excess returns are found to be a result of seasonality in excess expected returns. By utilising a multifactor model of stock returns, these higher returns are found to be a compensation ...
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Stock Return and the COVID-19 pandemic: Evidence from Canada and the US

Finance Research Letters, 2021
Libo Xu
exaly  

Can energy security predict energy stock returns?

Energy Economics, 2021
Vuong Thao Tran, Paresh Narayan, Bernard Njindan Iyke   +2 more
exaly  

Climate policy uncertainty and the cross-section of stock returns

Finance Research Letters, 2023
Sirimon Treepongkaruna, Kam Fong Chan, Ihtisham Malik   +2 more
exaly  

Stock return forecasting: Some new evidence

International Review of Financial Analysis, 2015
Dinh Phan, Paresh Narayan, Susan Sunila Sharma   +2 more
exaly  

Geographic dispersion and stock returns

Journal of Financial Economics, 2012
Diego García
exaly  

Google searches and stock returns

International Review of Financial Analysis, 2016
Peter Molnár
exaly  

What do we know about oil prices and stock returns?

International Review of Financial Analysis, 2018
Russell Smyth, Paresh Narayan
exaly