Showing 1 - 10 of 12,405
Persistent link: https://www.econbiz.de/10001547178
Persistent link: https://www.econbiz.de/10000751573
Persistent link: https://www.econbiz.de/10000758417
Persistent link: https://www.econbiz.de/10000961014
This paper analyses the stochastic behaviour of Private Equity returns (a measure of profitability) applying fractional …
Persistent link: https://www.econbiz.de/10013285647
, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …
Persistent link: https://www.econbiz.de/10015053640
Persistent link: https://www.econbiz.de/10011563961
Persistent link: https://www.econbiz.de/10001484071
Empirical evidence on the out-of-sample performance of asset-pricing anomalies is mixed so far and arguably is often subject to data-snooping bias. This paper proposes a method that can significantly reduce this bias. Specifically, we consider a long-only strategy that involves only published...
Persistent link: https://www.econbiz.de/10013070191
This paper attempts to assemble evidence for the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyze the relationship between profit persistence and expected stock returns. We show that long-run profit persistence together with...
Persistent link: https://www.econbiz.de/10010210263