Results 21 to 30 of about 1,142,689 (305)
Market multiples and stock returns among emerging and developed financial markets
Borsa Istanbul Review, 2021 This paper compares the impact of market multiples on stock returns between emerging (ASEAN) and developed (European) financial markets. A t-test, fixed effects, and GMM are applied to a sample of 4725 firms for fifteen years.
Tahir Akhtar
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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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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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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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Return asymmetry and the cross section of stock returns [PDF]
Journal of International Money and Finance, 2016 This paper develops a new measure of return asymmetry, following Patil et al. (2012). We demonstrate that the return asymmetry measure helps explain the cross section of stock returns. Consistent with results in Barberis and Huang (2008), our empirical findings show that stocks with high return asymmetry exhibit low expected returns.
Xu, Zhongxiang +2 more
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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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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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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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Terrorism, militarism, and stock returns [PDF]
Journal of Financial Crime, 2015 Purpose – This study aims to examine the effect on stock returns of 28 terrorist and military events occurring between 1963 and 2012. The authors divide the sample and examine these attacks on the basis of industry, country targeted, location, terrorism versus militarism and predicted overall impact.
Hobbs, Jeffrey +2 more
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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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