Results 21 to 30 of about 44,427 (315)
Volatility dynamics of stock returns, liquidity and exchange rates in ASEAN Countries [PDF]
AccountingIn this study, we examined the volatility trend of stock return in eight ASEAN stock markets. These includes the Singapore Exchange (SGX), Bursa Malaysia Stock Exchange (YSX), the Stock Exchange of Thailand (SET), Indonesia stock exchange, the Vietnam ...
David Umoru +3 more
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REGIME CHANGES IN STOCK RETURNS [PDF]
Journal of Business Finance & Accounting, 1994 This paper studies three sources of instability in parameter estimates of stock return models (1) time‐varying expected mean returns, (2) time‐varying return volatility and (3) changing institutional factors. We model United States stock returns as a function of a constant expected return and financing costs resulting from an institutional feature ...
Nan-Ting Chou, Ramon P. DeGennaro
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JPPI (Jurnal Penelitian Pendidikan Indonesia), 2021 The purpose of this study was to analyze the effect of DER, DPR, and ROE on stock returns with PBV as the intervening variable. The research population is non-financial companies listed on the Indonesia Stock Exchange.
Lisiani Lisiani, Ratna Mappanyukki
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Forecasting US Stock Returns [PDF]
SSRN Electronic Journal, 2018 We forecast quarterly US stock returns using 25 predictor variables. We consider a breadth of forecast methods and metrics, including bi- and multi-variate regressions, linear and non-linear models, rolling and recursive techniques, forecast combinations and statistical and economic evaluation.
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The Role of Financial Distress on Company Life Cycle and Stock Return
Jurnal Akuntansi: Kajian Ilmiah Akuntansi, 2023 This study aims to see how the company life cycle affects stock returns with financial distress as a moderating variable in companies listed on the Indonesia Stock Exchange between 2017 and 2021.
Akhmad Sigit Adiwibowo +2 more
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Profit persistence and stock returns [PDF]
Applied Economics, 2016 This paper attempts to assemble further empirical evidence on the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyse the relationship between profit persistence and factor adjusted stock returns looking at about 2000 listed US firms over the last 34 years.
Gschwandtner, Adelina, Hauser, Michael
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Jurnal Ilmiah Manajemen dan Bisnis, 2023 This study aims to analyze the impact of fuel price fluctuations, exchange rates, and profitability on inflation and stock returns. The study employs statistical analysis utilizing SEM techniques and is tested using Smart PLS version 3.0.
Eko Budi Satoto
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Financial constraints, stock liquidity, and stock returns [PDF]
Journal of International Financial Markets, Institutions and Money, 2019 Abstract This paper examines stock liquidity in explaining the mixed relations between financial constraints and stock returns and the pricing of stock liquidity across financially constrained and unconstrained firms. We find a negative relation in liquid portfolios and a positive relation in illiquid portfolios.
Li, Xiafei, Luo, Di
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US Economic Policy Uncertainty and GCC Stock Market Performance
Studies in Business and Economics, 2020 The study evaluates the effect of economy policy uncertainty of US on gulf cooperation council (GCC) countries’ stock market returns. The GCC countries are Saudi Arabia, Qatar, UAE, Kuwait, Bahrain and Oman.
Abdullah Saeed
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Journal of Financial Economics, 2022 Abstract Optimal stock investment decisions rely on assessments of the distribution of expected returns. Using a representative sample, we find over half the US population cannot answer simple questions on expected stock returns. Respondents who are unable to make any return prediction, who cannot answer questions on the distribution of expected ...
Yulia Merkoulova, Chris Veld
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