Results 21 to 30 of about 782,329 (308)

The effect OF DER, DPR, ROE, AND PBV ON stock return (Study on non-financial companies listed on the IDX in the period 2017-2019)

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
doaj   +1 more source

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
openaire   +5 more sources

Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan [PDF]

, 2006
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method ...
Kemal, A. R., Qayyum, Abdul
core   +1 more source

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, Dwi Safiatun Rohmah, Putri Nurmala   +2 more
doaj   +1 more source

Can we trust financial analysts? Reliability of stock recommendations and firm-specific characteristics [PDF]

, 2015
We examine the reliability of analysts’ stock recommendations issued for Italian listed firms by exploring absolute stock returns. Research findings reveal that absolute stock returns following recommendations differ depending on whether they are ...
Santosuosso, Pierluigi
core   +1 more source

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, Chevapatrakul, Thanaset, Li, Xiafei   +2 more
openaire   +1 more source

The Effect of Fuel Price Fluctuations, Exchange Rates, and Profitability on Stock Returns and Inflation as Intervening Variables

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
doaj   +1 more source

Economic Growth, Corporate Earnings and Equity Returns: Evidence from Central and Eastern European Countries [PDF]

, 2016
This paper discusses the links between economic growth, corporate earnings and stock returns. Cross-country correlation studies do not confirm the intuitive assumption that higher returns on equities are more likely in the faster-growing countries.
Gajdka, Jerzy, Pietraszewski, Piotr
core   +2 more sources

Predictability of stock returns using financial statement information: Evidence on semi-strong efficiency of emerging Greek stock market [PDF]

, 2010
This article examines the predictability of stock returns in the Athens Stock Exchange (ASE) during 1993 to 2006 by using accounting information. Using panel data analysis, this article concludes that the selected set of financial ratios contains ...
Alexakis, C., Patra, T., Poshakwale, Sunil S.   +2 more
core   +1 more source

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
openaire   +2 more sources