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Paper analyzes the relationship between the profitability of currency momentum strategy and its potential sources … for this relationship can magnify its profitability. Investor attention also seems to have an impact on the profitability …
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This research examines the efficiency of shipping companies to create profit from the equity used in the investment …
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This paper investigates labor and profit share trends across Advanced Economies. It shows that Real Estate is the … primary driver of declining labor shares outside the US. Excluding Real Estate, non-US labor and profit shares have remained … relatively stable since the 1970s. By contrast, the US labor share declined and the profit share increased across virtually all …
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the observed momentum profitability. Furthermore, we find that momentum profitability is stronger with longer formation …
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We examine the joint distribution of value and profitability in international markets. Over the 1990-2020 sample period …, portfolios formed at the intersection of value and profitability generate systematic return patterns: value and high-profitability … portfolios substantially outperform growth and low- profitability portfolios. The return differences are present in developed …
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