Search Results

The 2012 US Presidential Election Polls And Stock Returns,
Tamir Levy and Joseph Yagil, in Business and Economic Research (2015)
Keywords: Stock Returns, Election Polls.

Future profitability and stock returns of innovative firms in Australia,
Anna Bedford, Le Ma, Nelson Ma and Kristina Vojvoda, in Pacific-Basin Finance Journal (2021)
Keywords: Innovation; Profitability; Stock returns;

Financial development and stock returns: A cross country analysis,
Harris Dellas and Martin K. Hess, from Universitaet Bern, Departement Volkswirtschaft (2002)
Keywords: financial development; stock returns

Financial Development and Stock Returns: A Cross-Country Analysis,
Harris Dellas and Martin Hess, from C.E.P.R. Discussion Papers (2002)
Keywords: Financial development; Stock returns

A Neglected Semi-Stylized Fact of Daily Stock Returns,
Walter Kraemer, from CESifo (2016)
Keywords: stock returns, skewness, symmetry

Empirical distributions of stock returns: european securities markets, 1990-95,
Felipe M. Aparicio and Javier Estrada, from Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (1997)
Keywords: Time series of stock returns

Efficiency and stock returns: evidence from the insurance industry,
Chrysovalantis Gaganis, Iftekhar Hasan and Fotios Pasiouras, from Bank of Finland (2013)
Keywords: Efficiency, insurance, stock returns

The Economic Value of Predicting Stock Index Returns and Volatility,
W. Marquering and Marno Verbeek, from Tilburg University, Center for Economic Research (2000)
Keywords: Predicability of stock returns and volatility

Federal Securities Regulations and Stock Market Returns,
Tung Liu, Gary Santoni and Cliff Stone, from Ball State University, Department of Economics (2005)
Keywords: stock returns, volatility, regulation

Note Short-term predictability of German stock returns,
Walter Krämer, in Empirical Economics (1998)
Keywords: Autocorrelation · stock returns · predictability

Stock market crashes, firm characteristics, and stock returns,
Jia Wang, Gulser Meric, Zugang Liu and Ilhan Meric, in Journal of Banking & Finance (2009)
Keywords: Stock market crash Firm characteristics Stock returns

Risk and the cross section of stock returns,
R. Burlacu, P. Fontaine, S. Jimenez-Garces and M. Seasholes, from HAL (2012)
Keywords: Risk,the cross section,stock returns

Patriotic name bias and stock returns,
Evangelos Benos and Marek Jochec, in Journal of Financial Markets (2013)
Keywords: Patriotism; Name bias; Stock returns;

Quantiles autocorrelation in stock markets returns,
Paulo Ceretta, Marcelo Righi, Alexandre Da costa and Fernanda Muller, in Economics Bulletin (2012)
Keywords: Autocorrelation, Quantile regression, Stock returns.

Terrorism, militarism, and stock returns,
Jeffrey Hobbs, Ludwig Christian Schaupp and Joel Gingrich, in Journal of Financial Crime (2015)
Keywords: Event studies, Stock returns, Terrorism, Militarism, G14

A model for stock returns and volatility,
Tao Ma and R.A. Serota, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Volatility; Stock returns; Distribution; Stochastic models;

Momentum in Australian Stock Returns,
Stan Hurn and Vlad Pavlov, in Australian Journal of Management (2003)
Keywords: STOCK RETURNS; MOMENTUM PORTFOLIOS; RISK ADJUSTMENT

Unemployment and aggregate stock returns,
Victoria Atanasov, in Journal of Banking & Finance (2021)
Keywords: Time-varying stock returns; Predictability; Unemployment gap;

Geographic dispersion and stock returns,
Diego García and Oyvind Norli, in Journal of Financial Economics (2012)
Keywords: Geography; Geographic dispersion; Location; Local; Stock returns;

Asymmetric Attention and Stock Returns,
Peter Cziraki, Jordi Mondria and Thomas Wu, in Management Science (2021)
Keywords: limited attention, geography, asymmetric information, stock returns

On the predictability of Chinese stock returns,
Xuanjuan Chen, Kenneth Kim, Tong Yao and Tong Yu, in Pacific-Basin Finance Journal (2010)
Keywords: Stock return predictability Cross-section of stock returns China

Examining the Time-Varying Causality Between Oil Returns and Stock Returns in Norway,
Isiaka Raifu, in Energy RESEARCH LETTERS (2023)
Keywords: Oil returns, Stock returns, Time-varying causality

The impact of COVID-19 on health sector stock returns,
Erdem Oncu, from University Library of Munich, Germany (2021)
Keywords: COVID-19, Health Sector Stock Returns, Abnormal Returns.

Trying to Predict Opening Stock Returns,
Andrey Kudryavtsev, from International Institute of Social and Economic Sciences (2014)
Keywords: Intraday Stock Prices; Opening Stock Returns; Overreaction; Stock Price Reversals

Returns to scale, operating leverage, and expected stock returns,
Roi D. Taussig and Sagi Akron, in Eurasian Business Review (2017)
Keywords: Operating leverage, Stock returns, Returns to scale, Production technology

Stock Returns, Productivity, and Corruption in Eight European Fast-Emerging Markets,
Carlo Bellavite Pellegrini, Bruno Sergi and Emiliano Sironi, from University Library of Munich, Germany (2015)
Keywords: productivity; stock returns; corruption

Finite sample properties of tests for STGARCH models and application to the US stock returns,
Gilles Dufrénot, Vêlayoudom Marimoutou and Anne Peguin-Feissolle, from HAL (2009)
Keywords: STGARCH,US stock returns

Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL,
Assaf Eisdorfer and Elizabeth Kohl, in Critical Finance Review (2017)
Keywords: Stock returns, Sport sponsorship

Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns,
Abdullah M. Al-Awadhi, Khaled Alsaifi, Ahmad Al-Awadhi and Salah Alhammadi, in Journal of Behavioral and Experimental Finance (2020)
Keywords: Stock returns; COVID-19;

A Test Statistic and Its Application in Modelling Daily Stock Returns,
Qi-Man Shao, Hao Yu and Jun Yu, from Department of Economics, The University of Auckland (1999)
Keywords: Stock returns, Economics,

Stock returns’ sensitivities to crisis shocks: Evidence from developed and emerging markets,
Charles Calomiris, Inessa Love and Maria Martinez Peria, in Journal of International Money and Finance (2012)
Keywords: Stock returns; Crisis;

Swarm intelligence? Stock opinions of the crowd and stock returns,
Bastian Breitmayer, Filippo Massari and Matthias Pelster, in International Review of Economics & Finance (2019)
Keywords: Crowd intelligence; Stock returns; Abnormal returns; Non-bayesian updating;

Political Risk and Stock Returns in Indonesia,
Paulina Yuritha Amtiran, from Global Academy of Training and Research (GATR) Enterprise (2017)
Keywords: BEI; Market Capitalization; Market Returns; Political Risk; Stock Returns.

Stock returns, size, and book‐to‐market equity,
Pradosh Simlai, in Studies in Economics and Finance (2009)
Keywords: Stock returns, Volatility, Financial risk

Nexuses between Economic Factors and Stock Returns in China,
Muhammad Khan, Jian-Zhou Teng, Javed Pervaiz and Sunil Kumar Chaudhary, in International Journal of Economics and Finance (2017)
Keywords: stock returns, economic factors, ARDL

Tornado activity, house prices, and stock returns,
Michael Donadelli, Marcus Jüppner, Antonio Paradiso and M. Ghisletti, in The North American Journal of Economics and Finance (2020)
Keywords: Tornadoes; House prices; Stock returns;

Nexuses between economic factors and stock returns in China,
Muhammad Khan, Jian -Zhou Teng, Javed Parviaz and Sunil Kumar Chaudhary, from University Library of Munich, Germany (2017)
Keywords: stock returns, economic factors, ARDL

Abnormal research and development investments and stock returns,
Hilmi Songur and Jason E. Heavilin, in The North American Journal of Economics and Finance (2017)
Keywords: R&D intensity; Stock returns;

Operating Leverage and Stock Returns: International Evidence,
Luis Garcia-Feijoo and Benjamin A. Jansen, from Middle Tennessee State University, Department of Economics and Finance (2020)
Keywords: Leverage; Value Premium; Stock Returns

The power of firm fundamental information in explaining stock returns,
Shuai Shao, Robert Stoumbos and X. Frank Zhang, in Review of Accounting Studies (2021)
Keywords: Earnings, Fundamental information, Stock returns

ASCOL: Stata module to convert frequency of stock returns or stock prices,
Attaullah Shah, from Boston College Department of Economics (2018)
Keywords: stock prices, collapse, stock returns, time series

Covid-19 pandemic and stock returns volatility: Evidence from Vietnam’s stock marke,
Nguyen Thi My Linh, in HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION (2023)
Keywords: Covid-19, Garch, stock returns

An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis,
Xuan Vinh Vo and Jonathan Batten, from University Library of Munich, Germany (2011)
Keywords: Liquidity, stock returns, Vietnam

Weather, investor psychology and stock returns: evidence from Fiji's stock market,
Janesh Sami, in Review of Behavioral Finance (2021)
Keywords: Weather, Stock market returns, Fiji

Stock Returns and Volatility in Emerging Stock Markets,
Jaeun Shin, in International Journal of Business and Economics (2005)
Keywords: emerging markets; stock returns; volatility; semiparametric GARCH

Stock returns, illiquidity and feedback trading,
Jing Chen and David G. McMillan, in Review of Accounting and Finance (2020)
Keywords: Liquidity, Stock returns, Feedback, C22, G12

Modelling of Stock Returns Time-Series,
Jiří Trešl and Dagmar Blatná, in Acta Oeconomica Pragensia (2007)
Keywords: financial time-series, stock returns, GARCH models

Disclosure quality and stock returns in the UK,
Khaled Hussainey and Sulaiman Mouselli, in Journal of Applied Accounting Research (2010)
Keywords: Narratives, Disclosure, Stock returns, United Kingdom

Are stock returns still mean-reverting?,
Sandip Mukherji, in Review of Financial Economics (2011)
Keywords: Mean reversion Stock returns Block bootstrap

CONSUMER SENTIMENT AND INDONESIA'S STOCK RETURNS,
Deepa Bannigidadmath, in Bulletin of Monetary Economics and Banking (2020)
Keywords: Stock returns; Consumer sentiment; Predictability; Business cycle

Informed contrarian trades and stock returns,
Sanders Chang and F. Albert Wang, in Journal of Financial Markets (2019)
Keywords: Information asymmetry; Contrarian trading; Stock returns;

Lack of consumer confidence and stock returns,
Shiu-Sheng Chen, in Journal of Empirical Finance (2011)
Keywords: Market pessimism Shocks to consumer confidence Stock returns

A Note on the Predictability of UK Stock Returns,
David Lovatt, Andrew Boswell and Reza Noor, in The European Journal of Finance (2007)
Keywords: UK daily stock returns, autocorrelations, variance ratios,

Stock Returns and Long-range Dependence,
Alexander Ayertey Odonkor, Emmanuel Nkrumah Ababio, Emmanuel Amoah- Darkwah and Richard Andoh, in Global Business Review (2022)
Keywords: ARFIMA; FIGARCH; GSE; long memory; stock returns

Endogenous leverage and expected stock returns,
T.C. Johnson, T. Chebonenko, I. Cunha, F. D'Almeida and X. Spencer, in Finance Research Letters (2011)
Keywords: Expected stock returns Optimal capital structure

Company name fluency and stock returns,
Maurizio Montone, Martijn J. van den Assem and Remco C.J. Zwinkels, in Journal of Behavioral and Experimental Finance (2023)
Keywords: Fluency; Investor recognition; Company names; Stock returns;

Idiosyncratic volatility, the VIX and stock returns,
Mahmoud Qadan, Doron Kliger and Nir Chen, in The North American Journal of Economics and Finance (2019)
Keywords: Cross-section of stock returns; Idiosyncratic volatility; VIX;

Industry regulation and the comovement of stock returns,
Benjamin M. Blau, Todd G. Griffith and Ryan J. Whitby, in Journal of Empirical Finance (2023)
Keywords: Comovement; Covariance; Regulation; Stock returns; Market efficiency;

Stock returns and foreign investment in Brazil,
Luciana Reis, Roberto Meurer and Sergio Da Silva, from University Library of Munich, Germany (2008)
Keywords: stock returns; foreign investment; Brazilian economy

The Market-Based Probability of Stock Returns,
Victor Olkhov, from University Library of Munich, Germany (2023)
Keywords: stock returns; volatility; correlations; probability; market trades

A factor model of seasonality in stock returns,
Javier Gardeazabal and Marta Regúlez Castillo, from University of the Basque Country - Department of Foundations of Economic Analysis II (2002)
Keywords: stock returns, daily seasonality, common risk factors

Forecasting sector stock market returns,
David G. McMillan, in Journal of Asset Management (2021)
Keywords: Sectors, Stock returns, Forecasts, Time-varying

Momentum in Australian Stock Returns: An Update,
Stan Hurn and Vlad Pavlov, from National Centre for Econometric Research (2008)
Keywords: Stock returns, Momentum portfolios, Size effect

Consumer Confidence and Stock Markets' Returns,
Raquel Gaspar and Xu Jiaming, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2023)
Keywords: Consumer confidence index, Stock returns, Granger causality.

Individual stock sentiment beta and stock returns,
Chunpeng Yang and Xiaoyi Hu, in The North American Journal of Economics and Finance (2021)
Keywords: Individual stock sentiment; Sentiment beta; Firm characteristics; Stock returns;

Covid-19 pandemic and stock returns in India,
Munusamy Dharani, M. Kabir Hassan, Makeen Huda and Mohammad Zoynul Abedin, in Journal of Economics and Finance (2023)
Keywords: Covid-19, Stock markets, Lockdown effect, Stock returns, Global markets

THE DISTRIBUTION OF RETURNS OF STOCK PRICES,
Luís A. N. Amaral, Vasiliki Plerou, Parameswaran Gopikrishnan, Martin Meyer and H. Eugene Stanley, in International Journal of Theoretical and Applied Finance (IJTAF) (2000)
Keywords: Scaling, distribution, power-laws, returns, Lévy, stock prices

Returns of REITS and stock markets,
Ning Rong and Stefan Trück, in Journal of Property Investment & Finance (2010)
Keywords: Real estate, Portfolio investment, Returns, Stock markets, Risk analysis, Australia

Affect and stock returns,
Bastian Breitmayer and Matthias Pelster, in Journal of Behavioral and Experimental Finance (2018)
Keywords: Affect; Social media; Asset pricing model; Factor model; Stock returns;

Option gamma and stock returns,
Amar Soebhag, in Journal of Empirical Finance (2023)
Keywords: Cross-section of stock returns; Option demand; Gamma hedging; Return predictability;

Sentiment and Stock Returns,
Brian C. Payne, Jiri Tresl and Geoffrey C. Friesen, in Journal of Sports Economics (2018)
Keywords: efficient markets; investor sentiment; sports; stock returns; Super Bowl

Are Indian stock returns predictable?,
Paresh Kumar Narayan and Deepa Bannigidadmath, in Journal of Banking & Finance (2015)
Keywords: Stock returns; Predictability; Profits; Sectors; Rational asset pricing; India;

Terrorism and international stock returns,
Paresh Kumar Narayan, Seema Narayan and Dinh Phan, in Journal of International Financial Markets, Institutions and Money (2022)
Keywords: Terrorism; Stock returns; Predictability; Time-series; Robustness test;

Inflexibility and Stock Returns,
Dirk Hackbarth, Lifeng Gu and Timothy Johnson, from C.E.P.R. Discussion Papers (2017)
Keywords: Operating flexibility; Real options; Risk premia; Stock returns

Disagreement, Underreaction, and Stock Returns,
Ling Cen, K. C. John Wei and Liyan Yang, in Management Science (2017)
Keywords: disagreement; short-sale constraints; underreaction; cross section of stock returns

Stagflationary Stock Returns,
Ben Knox and Yannick Timmer, from CESifo (2024)
Keywords: inflation, stock returns, stagnant cash flows, market power

Are Indian stock returns predictable?,
Deepa Bannigidadmath and Paresh Kumar Narayan, from Deakin University, Department of Economics (2015)
Keywords: Stock Returns, Predictability, Profits, Sectors, Rational asset pricing, India

Extreme stock returns,
D Glickman, DiRienzo Ag and R Ochman, in Journal of Asset Management (2001)
Keywords: volatility, market efficiency, behavioural finance, stock returns, fundamental analysis

Stock Returns in Mergers and Acquisitions,
Dirk Hackbarth and Erwan Morellec, from Swiss Finance Institute (2006)
Keywords: takeovers, real options, stock returns, firm-level betas

CEO Confidence and Stock Returns,
Roger Best, from University of Central Missouri, Department of Economics & Finance (2008)
Keywords: CEO Confidence, Consumer Confidence, Stock Returns, Asymmetric Information

Grexit News and Stock Returns,
Andreas Haupenthal and Matthias Neuenkirch, from University of Trier, Department of Economics (2016)
Keywords: Event Study, Grexit, Intraday Data, Political Statements, Stock Returns

The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test,
Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark Wohar, from University of Pretoria, Department of Economics (2015)
Keywords: stock returns, housing returns, quantile, nonparametric, causality

Consumption, Wealth, Stock and Government Bond Returns: International Evidence,
Antonio Afonso and Ricardo Sousa, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2011)
Keywords: consumption, wealth, stock returns, bond returns.

Consumption, Wealth, Stock and Government Bond Returns: International Evidence,
Antonio Afonso and Ricardo Sousa, from NIPE - Universidade do Minho (2011)
Keywords: consumption, wealth, stock returns, bond returns.

EARLY TO RISE: WHEN OPENING STOCK RETURNS ARE HIGHER THAN DAILY RETURNS?,
Andrey Kudryavtsev, in Studies in Business and Economics (2012)
Keywords: Intraday Stock Returns; Opening Returns; Open-to-Close Returns; Overreaction;Risk and Return; Stock Price Reversals

Stock returns indicator: case of Tadawul,
Issam Tlemsani, in International Journal of Monetary Economics and Finance (2020)
Keywords: stock returns; firm size; Tadawul; stock returns indicators; values factors; financial variable.

Labor Intensity and Expected Stock Returns,
Gilles Chemla and Peter Pontuch, from HAL (2012)
Keywords: operating leverage,expected stock returns,cross-section of stock returns,labor intensity

Information asymmetry and stock returns,
Anshi Goel, Vanita Tripathi and Megha Agarwal, in Journal of Advances in Management Research (2020)
Keywords: Market microstructure, Information asymmetry, Stock returns, Asset pricing, National Stock Exchange

Swedish Stock and Bond Returns, 1856–2012,
Daniel Waldenström, from Research Institute of Industrial Economics (2014)
Keywords: Historical stock returns; Historical bond yields; Stockholm Stock Exchange; Equity risk premium

Swedish stock and bond returns, 1856–2012,
Daniel Waldenström, from Uppsala University, Department of Economics (2014)
Keywords: Historical stock returns; Historical bond yields; Stockholm Stock Exchange; Equity risk premium