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Growth vs value investing : persistence and time trend before and after COVID-19

Monge González, Manuel; Lazcano, Ana; Parada, José Luis - In: Research in international business and finance 65 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014435748

Alternatives to Typical Growth Charts for Charting Historical Investment Performance

Becker, Lawrence J. - 2023

Historical investment performance is most commonly displayed as a charted time series of what are referred to simply as “growth” returns. Unfortunately, charts of such returns have a number of shortcomings that can severely limit their value as a means of providing investors with a...

Persistent link: https://www.econbiz.de/10014258595

Long-Term Growth Forecasts and Stock Recommendation Profitability

Simon, Andreas - 2013

We investigate whether analysts' long-term growth (LTG) forecasts are a signal of analyst effort, which is reflected in the long-term profitability of their stock recommendations. We develop a one-year-ahead LTG forecast likelihood score and execute a trading strategy that generates average...

Persistent link: https://www.econbiz.de/10013094195

Fractional Trading

Da, Zhi; Fang, Vivian W.; Lin, Wenwei - 2022

Fractional trading (FT)—the ability to trade less than a full share—allows low-budget retail investors to trade high-priced stocks. This paper quantifies FT's impact on retail ownership and trading of high-priced stocks by exploiting its sequential introduction at four brokerage firms since...

Persistent link: https://www.econbiz.de/10013321811

The impact of venture capital on economic growth

Poelhekke, Steven; Wache, Benjamin - 2023

Does venture capital (VC) investment yield economic growth? A large literature studies the effect of VC investments on firm-level activity, but its effects on economic growth are less well understood. We identify the effect of VC investment flows on destination county employment, wages, and...

Persistent link: https://www.econbiz.de/10014335551

External Growth and the Cross Section of Stock Returns

Li, Hongtao - 2017

Prior research finds expected returns decrease in firm-level total asset growth. This study shows that external growth, measured as asset growth raised from capital markets, has stronger power than total asset growth predicting the cross section of average returns. External growth subsumes the...

Persistent link: https://www.econbiz.de/10012970654

Does Earnings Growth Drive the Quality Premium?

Kyosev, Georgi - 2020

High (low) quality stocks generate anomalously high (low) returns above and beyond expected returns based on betas, market sizes, valuations, and momentum. We provide a comprehensive overview of commonly used quality definitions and test their predictive power for stock returns. We show that...

Persistent link: https://www.econbiz.de/10012855438

Estimation of Growth in Fund Models

Kardaras, Constantinos; Keun Koo, Hyeng; Ruf, Johannes - 2022

-optimal portfolio only involves investment in the aforementioned funds. The loss of growth due to estimation error in fund models under … local frequentist estimation is determined entirely by the number of funds. Furthermore, under a general filtering framework … for Bayesian estimation, the loss of growth increases as the investment universe does. A shrinkage method that targets …

Persistent link: https://www.econbiz.de/10013403340

Analysis of Islamic banks' financing and economic growth : a panel cointegration approach

Farahani, Yazdan Gudarzi; Dastan, Masood - In: International journal of Islamic and Middle Eastern … 6 (2013) 2, pp. 156-172

Persistent link: https://www.econbiz.de/10010338332

Reference Point Formation in Social Networks, Wealth Growth, and Inequality

Lou, Youcheng - 2019

We investigate reference point formation in a social network of multiple investors and study its impact on wealth growth and inequality under a framework of Prospect Theory. The reference point of each individual investor contains both personal and social components. Whereas the personal...

Persistent link: https://www.econbiz.de/10012901431