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Relations between stock returns and fundamental variables : evidence from a segmented market

Dhatt, Manjeet S.; Kim, Yong H.; Mukherji, Sandip - In: Asia-Pacific financial markets 6 (1999) 3, pp. 221-233

Persistent link: https://www.econbiz.de/10001449331

Are stock returns still mean-reverting?

Mukherji, Sandip - In: Review of financial economics : RFE 20 (2011) 1, pp. 22-27

Persistent link: https://www.econbiz.de/10009009702

Mean reversion of abnormal stock returns

Mukherji, Sandip - In: The journal of wealth management 14 (2011/12) 4, pp. 122-129

Persistent link: https://www.econbiz.de/10009507048

Empirical evidence on bitcoin returns and portfolio value

Mukherji, Sandip - In: The international journal of business and finance … 13 (2019) 2, pp. 71-81

Persistent link: https://www.econbiz.de/10012160223

Asymmetric mean reversion of stock returns

Mukherji, Sandip - In: American journal of finance and accounting 7 (2022) 1, pp. 53-70

This study investigates asymmetric mean reversion in the real returns of large- and small-cap US stocks for one- to ten-year periods. The return distributions are estimated with 1,000 random block bootstraps of 240-month returns from 1926-2017. Large-cap stock returns show significant asymmetric...

Persistent link: https://www.econbiz.de/10014285874

An analysis of analysts' projected gains

Jeong, Jin-Gil; Lee, Youngho; Mukherji, Sandip - In: The journal of investing 17 (2008) 2, pp. 47-54

Persistent link: https://www.econbiz.de/10003758522

Relations between portfolio returns and market multiples

Barbee, William C. <jun.>; Jeong, Jin-gil; Mukherji, Sandip - In: Global finance journal 19 (2008) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10003742493

Do Dow stocks offer a value premium?

Jeong, Jin-gil; Lee, Youngho; Mukherji, Sandip - In: The journal of wealth management 12 (2009/10) 3, pp. 95-103

Persistent link: https://www.econbiz.de/10003911499

Explanatory factors for market multiples and expected returns

Mukherji, Sandip; Lee, Youngho - In: The international journal of business and finance … 7 (2013) 1, pp. 45-54

Persistent link: https://www.econbiz.de/10009682248

Flexible optimal models for predicting stock market returns

Jeong, Jin-Gil; Mukherji, Sandip - In: The international journal of business and finance … 12 (2018) 2, pp. 39-48

Persistent link: https://www.econbiz.de/10011926721