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Investor's stock selection decision : influence of profitability, company size, and RAROC
Sitorus, Tigor; Yuganda, Kendo - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 2, pp. 67-86
Persistent link: https://www.econbiz.de/10012211594
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How profitable is the Indian stock market?
Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Sharma, … - In: Pacific-Basin finance journal 30 (2014), pp. 44-61
Persistent link: https://www.econbiz.de/10010495686
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Sensitivity of Profitability in Cointegration-Based Pairs Trading
Brunetti, Marianna; De Luca, Roberta - 2022
article, we perform a sensitivity analysis of the pairs trading profitability to its parametrization, employing the daily …
Persistent link: https://www.econbiz.de/10013292639
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The profitability and investment premium: Pre-1963 evidence
Wahal, Sunil - In: Journal of financial economics 131 (2019) 2, pp. 362-377
Persistent link: https://www.econbiz.de/10012131562
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Is Daily Pairs Trading of ETF-Stocks Profitable?
Donninger, Chrilly - 2016
Pairs trading is a venerable trading strategy. There is agreement that it worked fine in the far past. But it is less clear if it still profitable today. In this working paper the universe of eligible pairs is defined by the holdings of a given ETF. It is shown that the stocks must be from ETFs...
Persistent link: https://www.econbiz.de/10012985993
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Anomaly interactions and the cross-section of stock returns
Karell, Ville; Yeomans, Julian Scott - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10012064870
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Does sentiment drive contrarian profits in the China stock market: 1996 - 2012? : evidence from the panel threshold regression model
Yeh, Chih-Cheng - In: The empirical economics letters : a monthly … 14 (2015) 3, pp. 225-232
Persistent link: https://www.econbiz.de/10011311206
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Revisiting the earnings-price effect : the importance of future earnings
Chen, Li-Wen; Yu, Hsin-Yi; Huang, Hsu-Huei - In: Finance research letters 13 (2015), pp. 90-96
Persistent link: https://www.econbiz.de/10011552412
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Value investing : evidence from listed construction and infrastucture sector companies in India
Hedau, Amit - In: Romanian economic and business review 15 (2020) 4, pp. 104-114
Persistent link: https://www.econbiz.de/10012631934
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Profitability, Asset Investment, and Aggregate Stock Returns
Chue, Timothy K.; Xu, Jin (Karen) - 2022
We find that aggregate profitability and asset investment exhibit robust joint predictive power for aggregate excess … stock returns, consistent with the investment model of Hou, Xue, and Zhang (henceforth HXZ, 2015). These results provide out … used to explain variation that is market-wide in nature. Also consistent with the HXZ investment model, we find that the …
Persistent link: https://www.econbiz.de/10013404802