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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?

Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31

The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....

Persistent link: https://www.econbiz.de/10012872607

An exploration of earnings whispers forecasts as predictors of stock returns

Abraham, Rebecca - In: Journal of economic studies 32 (2005) 5/6, pp. 524-539

Persistent link: https://www.econbiz.de/10003224463

Forecasting security returns : the use of heterogeneous expectations

Abraham, Rebecca; Harrington, Charles W. - In: Advances in business and management forecasting 4 (2006), pp. 93-115

Persistent link: https://www.econbiz.de/10003751340

IPO performance at announcement and in the aftermarket

Abraham, Rebecca; Harris, Judith; Auerbach, Joel - In: Journal of economic studies 43 (2016) 4, pp. 574-586

Persistent link: https://www.econbiz.de/10011690248

Earnings yield as a predictor of return on assets, return on equity, economic value added and the equity multiplier

Abraham, Rebecca; Harris, Judith; Auerbach, Joel - In: Modern economy 8 (2017) 1, pp. 10-24

Persistent link: https://www.econbiz.de/10011647575

Is earnings yield a security return model anomaly?

Abraham, Rebecca; Harrington, Charles - In: Theoretical economics letters 8 (2018) 11, pp. 2116-2134

Persistent link: https://www.econbiz.de/10011911591