Results 31 to 40 of about 1,142,689 (305)
Management : Journal of Contemporary Management Issues, 2021 This paper investigates the leverage effect in African countries by applying normal and non-normal distribution densities. Furthermore, we investigate the possible opportunities for portfolio diversification in South Africa, Nigeria, and Egypt.
Abdullah Ejaz +2 more
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A model for stock returns and volatility [PDF]
Physica A: Statistical Mechanics and its Applications, 2014 We prove that Student's t-distribution provides one of the better fits to returns of S&P component stocks and the generalized inverse gamma distribution best fits VIX and VXO volatility data. We further argue that a more accurate measure of the volatility may be possible based on the fact that stock returns can be understood as the product ...
Tao Ma, R. A. Serota
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Investigation of relation between accruals and stock return [PDF]
پژوهشهای حسابداری و حسابرسی عملیاتی و عملکرد, 2019 Shareholders consider several factors to decide on investment, one of which is the stock returns of companies, because the stock returns of companies are effective in evaluating their performance and have a special place in shareholders' decisions ...
elham afrasiabnezhad +2 more
doaj
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Borsa Istanbul Review, 2022 We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times.
Mehmet Fatih Bugan +2 more
doaj +1 more source
Jurnal Aplikasi Manajemen, 2021 The purpose of this study was to determine the effect of technical information on stock returns partially. Risk and return are interrelated. The greater the return, the greater the risk obtained.
Suharyanto Suharyanto, Achmad Zaki
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Fundamentals and Stock Returns in Japan
The Journal of Finance, 1991 ABSTRACTThis paper relates cross‐sectional differences in returns on Japanese stocks to the underlying behavior of four variables: earnings yield, size, book to market ratio, and cash flow yield. Alternative statistical specifications and various estimation methods are applied to a comprehensive, high‐quality data set that extends from 1971 to 1988 ...
Chan, Louis K. C. +2 more
openaire +3 more sources
THE EFFECTS OF THE COVID-19 PANDEMIC ON STOCK MARKET PERFORMANCE IN AFRICA
Journal of Business & Economic Analysis, 2023 The aim of this research is to examine how the daily growth in COVID-19 confirmed cases and deaths in 15 African nations affects stock market returns, employing both time series and panel methods.
ISIAKA AKANDE RAIFU +1 more
doaj +1 more source
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 ...
Christos Alexakis +5 more
core +2 more sources
Modeling of Accounting and Non Accounting Items Affecting Shareholders, Wealth: Prediction and Validation [PDF]
پژوهشهای تجربی حسابداری, 2018 The Stock market is one of the markets from which investors try to earn interests. Stock returns are the most important measures for decision making of investors in this market.
azam valizadeh Larijani +1 more
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Risks, 2023 This paper aims to measure the effects of delisting on stock returns for the Vietnam stock market. This study employs a sample of 118 stocks that were compulsorily delisted from the market between January 2011 and December 2021.
Loc Dong Truong +2 more
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