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Expected stock returns worldwide : a log-linear present-value approach

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charles C. Y. - In: The accounting review : a publication of the American … 97 (2022) 2, pp. 107-133

Persistent link: https://www.econbiz.de/10013198687

The cross section of expected holding period returns and their dynamics : a present value approach

Lyle, Matthew R.; Wang, Charles C. Y. - In: Journal of financial economics 116 (2015) 3, pp. 505-525

Persistent link: https://www.econbiz.de/10011348465

The impact of investor sentiment on returns, cash flows, discount rates, and performance

Ur Rehman, Muhammad Ateeq - In: Borsa Istanbul Review 22 (2022) 2, pp. 352-362

Investor sentiment is believed to play an increasingly significant role in business and economic activities. By analyzing data collected from a sample of listed nonfinancial firms in Pakistan for the period 2009-2018, we quantify investor behavior and how it affects market returns, cash flows,...

Persistent link: https://www.econbiz.de/10013184296

Implied cost of capital investment strategies : evidence from international stock markets

Esterer, Florian; Schröder, David - In: Annals of finance 10 (2014) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10010350383

Chapter 19. Market Liquidity—Theory and Empirical Evidence

Vayanos, Dimitri; Wang, Jiang - 2013

basic questions within that model. We review the empirical literature through the lens of the theory, using the theory to …

Persistent link: https://www.econbiz.de/10014025359

Tan, Selin Duz - In: Borsa Istanbul Review 22 (2022) 4, pp. 812-827

This study shows how correlated information consumption (CIC) of retail investors relates to comovement in stock market outcomes. We construct clusters of stocks with CIC by employing network analysis on Google co-search data. We predict significant comovement in returns and liquidity of stocks...

Persistent link: https://www.econbiz.de/10013334839

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and … makers, when reviewing their policies, to avoid excessive fluctuations in stock markets. …

Persistent link: https://www.econbiz.de/10012237439

National cultures and the asset growth effect

Chou, Robin K.; Ko, Kuan-Cheng; Rhee, S. Ghon - In: Journal of derivatives and quantitative studies 31 (2023) 4, pp. 278-308

countries with such cultural features. Once the researchers control for cultural dimensions, proxies associated with the q-theory …

Persistent link: https://www.econbiz.de/10014429292

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Urba´nski, Stanislaw; Leśkow, Jacek - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 73-94

apply the bootstrap method to evaluate the variability of their estimation method. The cost of capital they refer to is …

Persistent link: https://www.econbiz.de/10012183556

The short-term impact of COVID-19 on global stock market indices

Singh, Gurmeet; Shaik, Muneer - In: Contemporary economics 15 (2021) 1, pp. 1-18

suggest that there is a significant effect of COVID-19 on global financial stock markets. However, the effect is varied for …

Persistent link: https://www.econbiz.de/10012485328

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