Similar Search Results

Aggregate profit instability and time variations in momentum returns : evidence from China

Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012232699

Earnings quality and the heterogeneous relation between earnings and stock returns

Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165

Persistent link: https://www.econbiz.de/10011797598

Profit persistence and stock returns

Gschwandtner, Adelina; Hauser, Michael A. - 2013

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 other additional economic firm fundamentals have a significant …

Persistent link: https://www.econbiz.de/10010210263

Modelling profitability of private equity : a fractional integration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 67 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014451482

Modelling profitability of private equity : a fractional integration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2022

. Differences are also found in the results by asset class. The implications of these findings for private equity management, profit …

Persistent link: https://www.econbiz.de/10013285647

Revisiting profit persistence and the stock market in Japan

Tsoulfidis, Lefteris; Alexiou, Constantinos; … - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 10-24

Persistent link: https://www.econbiz.de/10011563961

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt; Nordman, Niklas - 2001

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

Persistent link: https://www.econbiz.de/10011398115