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Prediction of shareholders' wealth : a quantitative analysis
Bhanawat, Sharveer S.; Chundawat, D. S. - In: The IUP journal of accounting research & audit … 11 (2012) 3, pp. 7-16
Persistent link: https://www.econbiz.de/10009623512
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Prediction of Shareholders’ Wealth : A Quantitative Analysis
Bhanawat, Shurveer S. - 2015
Shareholders' wealth has become an important concept among investors in the globalized economy. Investors who have a … variety of options will be interested in evaluating the performance of corporate sector in terms of shareholders' wealth … before making any investments. Shareholders' wealth is measured in terms of Economic Value-Added (EVA). The present study …
Persistent link: https://www.econbiz.de/10013036307
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Shareholder coordination, information diffusion and stock returns
Pantzalis, Christos; Wang, Bin - In: The financial review : the official publication of the … 52 (2017) 4, pp. 563-595
Persistent link: https://www.econbiz.de/10011771267
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Selected Essays in Empirical Asset Pricing : Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level
Funke, Christian (contributor) - 2008
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (MA) for stock prices and examines economic links between...
Persistent link: https://www.econbiz.de/10013521045
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Selected essays in empirical asset pricing : information incorporation at the single-firm, industry and cross-industry level
Funke, Christian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716445
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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
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International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10003728591
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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The US consumption-wealth ratio and foreign stock markets : international evidence for return predictability
Nitschka, Thomas (contributor) - 2006
A simple manipulation of the cointegrated framework proposed by Lettau and Ludvigson (2001, 2004) allows to demonstrate that temporary fluctuations of the U.S. consumption-wealth ratio predict excess returns on international stock markets. This finding is the reflection of an important common,...
Persistent link: https://www.econbiz.de/10003355043