Similar Search Results - EconBiz

The Profitability of Lead-Lag Arbitrage at High-Frequency

Poutré, Cédric; Dionne, Georges; yergeau, gabriel - 2022

three European exchanges in 2013: Xetra, Chi-X, and BATS. We show that a high-frequency trader can profit from lead …

Persistent link: https://www.econbiz.de/10014239339

Profitability, asset investment, and aggregate stock returns

Chue, Timothy K.; Xu, Jin Karen - In: Journal of banking & finance 143 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013533773

Changes in firm profitability, heterogeneous investor beliefs, and stock returns

Liu, Yifang; Yang, Baochen; Su, Yunpeng - In: Journal of management science and engineering 8 (2023) 2, pp. 258-272

to explain the profitability premium. We find that risk-based q-theory also helps explain the profitability premium …. Therefore, the profitability premium comes from a mixed source and cannot be entirely explained by a single theory. …In this study, we show that changes in profitability predict a firm's stock returns and future profitability. We …

Persistent link: https://www.econbiz.de/10014315961

Robust nonparametric analysis of dynamic profits, prices and productivity : an application to French meat-processing firms

Ang, Frederic; Kerstens, Pieter Jan - In: European review of agricultural economics 50 (2023) 2, pp. 771-809

Persistent link: https://www.econbiz.de/10014313285

Microeconomic and maceoeconomic determinants of the profitability of the insurance sector in Macedonia

Drvoshanova-Eliskovska, Tanja - In: Economics and business review 1 (2015) 3, pp. 38-57

Persistent link: https://www.econbiz.de/10011382484

A threshold model for local volatility : evidence of leverage and mean reversion effects on historical data

Lejay, Antoine; Pigato, Paolo - In: International journal of theoretical and applied finance 22 (2019) 4, pp. 1-24

Persistent link: https://www.econbiz.de/10012030906

Nonlinear time series models in empirical finance

Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10001484071

Some models for analyzing the profit, profitability and financial rowth of the firm

Ruuhela, Reijo - 1982

Persistent link: https://www.econbiz.de/10000011471

Exports, imports and profitability : first evidence for manufacturing enterprises

Wagner, Joachim - In: Open economies review 23 (2012) 5, pp. 747-765

Persistent link: https://www.econbiz.de/10009670487

Market power, economic profitability and productivity growth measurement : an integrated structural approach

Morrison, Catherine J. - 1990

Persistent link: https://www.econbiz.de/10000789750

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