investment and rebalancing dates result in significant risk-adjusted returns. I also investigate the sources of abnormal returns … results in insignificant abnormal hedge returns. In contrast, investing based on the inflation effect on companies …’ nonmonetary holdings consistently yields economically and statistically significant abnormal hedge returns. These findings …

This paper studies the effect of Securities Transaction Tax (STT) on the behavior of the returns on the Indian stock … doesn’t have a major impact on the returns of the stocks listed on the National Stock Exchange in India whereas it …

behavior of spreads, depths, returns and volume. We find that the spreads follow an L-shaped pattern whereas returns, number of … spreads to increase. Finally there are day-of-week effects on spreads, returns and share volume. …

The predictions of the S&P 500 returns made in 2007 have been tested and the underlying models amended. The period …

This paper examines the wage returns to different academic disciplines in the Greek labour market. Exploring wage …-data from the most recently available waves (2000-2004) of the Greek Labour Force Survey (LFS), the returns to academic … variation in wage premiums across the fields of study, with low returns for those that have a marginal role to play in an …

returns to academic disciplines are firstly estimated by gender. It is found that the subjects in which women are relatively … over-represented (e.g. Education, Humanities) are also those with the lowest amortization in terms of wage returns. Oaxaca …

popularity as of late. It is something of great interest to understand the risks and returns of the fund types and better grasp … breakdowns, and performing various statistical analyses on their prices and returns, this paper verifies which fund type would be …

returns to labour and capital, in a simple economy. …

stock returns using data from two prominent national stock exchanges of India. We find that when the tax on equity …. Since the volatility of returns on stocks is not constant through time, conditional heteroscedasticity models are used to … estimate the volatility of stock returns. The impact of tax on volatility of return on indices is insignificant. …