Works matching Expected returns

Results: 5000

Modern Portföy Teorisi Işığında Gerçekleşen Getirilerin Beklenen Getirileri Temsil Gücü.

Published in:

Journal of Accounting & Finance / Muhasebe ve Finansman Dergisi, 2019, p. 89, doi. 10.25095/mufad.606004

By:

DENİZ, Devran;
OKUYAN, Hasan Aydın;
SAKARYA, Şakir

Publication type:

Article

Expected Stock Returns Worldwide: A Log-Linear Present-Value Approach.

Published in:

Accounting Review, 2022, v. 97, n. 2, p. 107, doi. 10.2308/TAR-2018-0289

By:

Chattopadhyay, Akash;
Lyle, Matthew R.;
Wang, Charles C. Y.

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Article

An Evaluation of Accounting-Based Measures of Expected Returns.

Published in:

Accounting Review, 2005, v. 80, n. 2, p. 501, doi. 10.2308/accr.2005.80.2.501

By:

Easton, Peter D.;
Monahan, Steven J.

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Article

A KRASNOSELSKII-MANN PROXIMITY ALGORITHM FOR MARKOWITZ PORTFOLIOS WITH ADAPTIVE EXPECTED RETURN LEVEL.

Published in:

International Journal of Numerical Analysis & Modeling, 2025, v. 22, n. 1, p. 113, doi. 10.4208/ijnam2025-1006

By:

YIZUN LIN;
YONGXIN HE;
ZHAO-RONG LAI

Publication type:

Article

Expected Return, Firm Fundamentals, and Aggregate Systemic Risk: An Analysis for the Brazilian Market using an Accounting-Based Valuation Model.

Published in:

Revista Brasileira de Gestão de Negócios, 2020, v. 22, n. 2, p. 271, doi. 10.7819/rbgn.v22i2.4056

By:

Carvalho Mikosz, Karina da Silva;
Gois de Oliveira Macedo, Marcos Roberto;
da Silva Roma, Carolina Magda

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Article

On the relation between expected returns and implied cost of capital.

Published in:

Review of Accounting Studies, 2009, v. 14, n. 2/3, p. 246, doi. 10.1007/s11142-009-9093-8

By:

Hughes, John;
Liu, Jing;
Liu, Jun

Publication type:

Article

Valuation: Accounting for Risk and the Expected Return.

Published in:

Abacus, 2016, v. 52, n. 1, p. 106, doi. 10.1111/abac.12067

By:

Penman, Stephen

Publication type:

Article

O retorno esperado dos COEs.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2021, v. 19, n. 2, p. 1, doi. 10.12660/rbfin.v19n2.2021.82245

By:

Bitu, Otávio;
Chague, Fernando;
Giovannetti, Bruno;
Hamdan, Tomaz

Publication type:

Article

ESTUDO DE EVENTOS, ESTIMAÇÃO DO RETORNO ESPERADO E AS CONDIÇÕES DE MERCADO.

Published in:

ConTexto, 2019, v. 19, n. 41, p. 60

By:

KIRCH, GUILHERME

Publication type:

Article

Internet Financial Reporting and Expected Stock Return.

Published in:

Journal of Accounting, Finance & Management Strategy, 2019, v. 14, n. 1, p. 1

By:

Yassin, Mohammed M.;
Al-Khatib, Esra'a

Publication type:

Article

The Potential for Inflating Earnings through the Expected Rate of Return on Defined Benefit Pension Plan Assets.

Published in:

Accounting Horizons, 2011, v. 25, n. 3, p. 443, doi. 10.2308/acch-10115

By:

Adams, Brian;
Frank, Mary Margaret;
Perry, Tod

Publication type:

Article

COVID-19 Intensity, Resilience, and Expected Returns.

Published in:

Risks, 2025, v. 13, n. 3, p. 60, doi. 10.3390/risks13030060

By:

Daadmehr, Elham

Publication type:

Article

Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs.

Published in:

Journal of Real Estate Finance & Economics, 2014, v. 48, n. 3, p. 415, doi. 10.1007/s11146-013-9410-7

By:

Cakici, Nusret;
Erol, Isil;
Tirtiroglu, Dogan

Publication type:

Article

Cross-Sectional Expected Returns and Predictability in the Korean Stock Market.

Published in:

Emerging Markets Finance & Trade, 2020, v. 56, n. 15, p. 3763, doi. 10.1080/1540496X.2019.1576126

By:

Kim, Toyoung;
Kim, Tong Suk;
Park, Yuen Jung

Publication type:

Article

ECONOMIC RISK FACTORS AND EXPECTED RETURN: EVIDENCE FROM UPSIDE AND DOWNSIDE MARKET CONDITIONS IN NIGERIA.

Published in:

Theoretical & Empirical Researches in Urban Management, 2021, v. 16, n. 2, p. 72

By:

GBADEBO, Abraham Oketooyin;
OYEDEKO, Yusuf Olatunji

Publication type:

Article

Earnings Management and Accounting Choice: Expected Return on Pension Plan Assets under IAS 19 - Empirical Evidence from Germany.

Published in:

Proceedings of the Northeast Business & Economics Association, 2010, p. 67

By:

Ljubicic, Marko

Publication type:

Article

Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions.

Published in:

Emerging Markets Finance & Trade, 2010, v. 46, n. 5, p. 39, doi. 10.2753/REE1540-496X460503

By:

Al Janabi, Mazin A. M.;
Hatemi-J, Abdulnasser;
Irandoust, Manuchehr

Publication type:

Article

Stock Price Reactions to the Information and Bias in Analyst-Expected Returns.

Published in:

Accounting Review, 2024, v. 99, n. 4, p. 281, doi. 10.2308/TAR-2022-0309

By:

Loudis, Johnathan A.

Publication type:

Article

Capital Gains Taxes and Expected Rates of Return.

Published in:

Accounting Review, 2012, v. 87, n. 3, p. 1067, doi. 10.2308/accr-50129

By:

Sikes, Stephanie A.;
Verrecchia, Robert E.

Publication type:

Article

Estimating Long-Term Expected Returns.

Published in:

Financial Analysts Journal, 2024, v. 80, n. 4, p. 134, doi. 10.1080/0015198X.2024.2358737

By:

Ma, Rui;
Marshall, Ben R.;
Nguyen, Nhut H.;
Visaltanachoti, Nuttawat

Publication type:

Article

The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries.

Published in:

International Journal of Modelling & Simulation, 2016, v. 36, n. 4, p. 107, doi. 10.1080/02286203.2016.1189388

By:

Khudoykulov, Khurshid;
Allado`stov, Rustam;
Khalikov, Ulugbek

Publication type:

Article

Determinants of IPO Investment Decisions: Influence of Stock Market Experience on Investment Purposes and Expected Returns.

Published in:

Library of Progress-Library Science, Information Technology & Computer, 2024, v. 44, n. 3, p. 222

By:

Natesh, Manu H.;
H. N., Srinivas;
T. R., Sowbhagya;
S., Arpitha;
S., Hemavathi;
M., Dharanendra

Publication type:

Article

Price Clustering, Preferences for Round Prices, and Expected Returns.

Published in:

Journal of Behavioral Finance, 2022, v. 23, n. 3, p. 301, doi. 10.1080/15427560.2020.1867143

By:

Blau, Benjamin M.;
Griffith, Todd G.;
Whitby, Ryan J.

Publication type:

Article

ANALYSIS OF EXPECTED STOCK RETURNS IN 2020 - 2022 USING ARBITRAGE PRICING THEORY (STUDY ON STOCKS INCORPORATED WITH THE IDX-30 INDEX ON THE INDONESIA STOCK EXCHANGE).

Published in:

Eduvest: Journal Of Universal Studies, 2023, v. 3, n. 3, p. 626, doi. 10.59188/eduvest.v3i3.777

By:

Alfredo, Harold Kevin

Publication type:

Article

Gender and Age as Determinants of Expected Rate of Return on Human Capital.

Published in:

Central European Management Journal, 2020, v. 28, n. 4, p. 30, doi. 10.7206/cemj.2658-0845.33

By:

Kurek, Bartosz;
Górowski, Ireneusz

Publication type:

Article

Effect of Expected Return, Self Efficacy, and Perceived Risk on Investment Intention: An Empirical Study on Accounting Master Degree in Udayana University, Bali.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2021, v. 7, n. 1, p. 40, doi. 10.32602/jafas.2021.002

By:

Kurniawan, P. Iwan

Publication type:

Article

Returns to scale, operating leverage, and expected stock returns.

Published in:

Eurasian Business Review, 2017, v. 7, n. 1, p. 141, doi. 10.1007/s40821-016-0053-5

By:

Taussig, Roi;
Akron, Sagi

Publication type:

Article

Expected returns and expected dividend growth: time to rethink an established empirical literature.

Published in:

Applied Economics, 2014, v. 46, n. 21, p. 2462, doi. 10.1080/00036846.2014.899674

By:

Ma, Jun;
Wohar, Mark E.

Publication type:

Article

Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation.

Published in:

Applied Economics, 2008, v. 40, n. 1-3, p. 27, doi. 10.1080/00036840701335587

By:

Bhattacharya, N.;
Garrett, T. A.

Publication type:

Article

Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models.

Published in:

Management Science, 2021, v. 67, n. 12, p. 7932, doi. 10.1287/mnsc.2020.3859

By:

Schlag, Christian;
Semenischev, Michael;
Thimme, Julian

Publication type:

Article

Measuring the persistence of expected returns.

Published in:

American Economic Review, 1990, v. 80, n. 2, p. 43

By:

Campbell, John Y.

Publication type:

Article

The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns.

Published in:

Review of Quantitative Finance & Accounting, 2024, v. 63, n. 3, p. 807, doi. 10.1007/s11156-023-01156-1

By:

Hur, Jungshik;
Yang, Qing

Publication type:

Article

Accrual mispricing, value-at-risk, and expected stock returns.

Published in:

Review of Quantitative Finance & Accounting, 2021, v. 57, n. 4, p. 1487, doi. 10.1007/s11156-021-00985-2

By:

Simlai, Prodosh

Publication type:

Article

Expected Option Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 3, p. 983, doi. 10.1111/0022-1082.00352

By:

Coval, Joshua D.;
Shumway, Tyler

Publication type:

Article

Expected Return, Realized Return, and Asset Pricing Tests.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 4, p. 1199, doi. 10.1111/0022-1082.00144

By:

Elton, Edwin J.

Publication type:

Article

On the Cross-Sectional Relation between Expected Returns, Betas and Size.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 2, p. 773, doi. 10.1111/0022-1082.00125

By:

Grauer, Robert R.

Publication type:

Article

The Errors in the Variables Problem in the Cross-Section of Expected Stock Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 5, p. 1605, doi. 10.1111/j.1540-6261.1995.tb05190.x

By:

Kim, Dongcheol

Publication type:

Article

Fundamental Economic Variables, Expected Returns, and Bond Fund Performance.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 4, p. 1229, doi. 10.1111/j.1540-6261.1995.tb04056.x

By:

Elton, Edwin J.;
Gruber, Martin J.;
Blake, Christopher R.

Publication type:

Article

Portfolio Inefficiency and the Cross-section of Expected Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 157, doi. 10.1111/j.1540-6261.1995.tb05170.x

By:

Kandel, Shmuel;
Stambaugh, Robert F.

Publication type:

Article

On the Cross-sectional Relation between Expected Returns and Betas.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 101, doi. 10.1111/j.1540-6261.1994.tb04422.x

By:

Roll, Richard;
Ross, Stephen A.

Publication type:

Article

The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 3, p. 985, doi. 10.1111/j.1540-6261.1991.tb03774.x

By:

Haugen, Robert A.;
Talmor, Eli;
Torous, Walter N.

Publication type:

Article

Stock Returns, Expected Returns, and Real Activity.

Published in:

Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 4, p. 1089, doi. 10.1111/j.1540-6261.1990.tb02428.x

By:

Fama, Eugene F.

Publication type:

Article

The Misuse of Expected Returns.

Published in:

Financial Analysts Journal, 2006, v. 62, n. 6, p. 88, doi. 10.2469/faj.v62.n6.4356

By:

Hughson, Eric;
Stutzer, Michael;
Yung, Chris

Publication type:

Article

Estimating Expected Return.

Published in:

Financial Analysts Journal, 1995, v. 51, n. 1, p. 168, doi. 10.2469/faj.v51.n1.1873

By:

Black, Fischer

Publication type:

Article

Estimating Expected Return.

Published in:

Financial Analysts Journal, 1993, v. 49, n. 5, p. 36, doi. 10.2469/faj.v49.n5.36

By:

Black, Fischer

Publication type:

Article

Options Expected Returns: Variation by Moneyness and Maturity.

Published in:

Quarterly Journal of Finance & Accounting, 2011, v. 50, n. 1, p. 51

By:

McKeon, Ryan

Publication type:

Article

THE SUBSTITUTION EFFECTS OF SHORT-TERM DEBT FOR LONG-TERM DEBT ON THE EXPECTED RETURNS OF COMMON STOCKS.

Published in:

Asia Pacific Journal of Management, 1994, v. 11, n. 2, p. 187, doi. 10.1007/BF01739198

By:

Yong Shik Choe

Publication type:

Article

THE EXPECTED HOLDING PERIOD RETURN, UNCERTAINTY AND THE TERM STRUCTURE OF INTEREST RATES.

Published in:

Journal of Finance (Wiley-Blackwell), 1975, v. 30, n. 2, p. 307, doi. 10.2307/2978717

By:

MCCALLUM, JOHN S.

Publication type:

Article

Jumps in cross-sectional rank and expected returns: a mixture model.

Published in:

Journal of Applied Econometrics, 2008, v. 23, n. 5, p. 585, doi. 10.1002/jae.1015

By:

González-Rivera, Gloria;
Tae-Hwy Lee;
Mishra, Santosh

Publication type:

Article

The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund.

Published in:

Journal of Risk & Financial Management, 2021, v. 14, n. 9, p. 1, doi. 10.3390/jrfm14090425

By:

Aase, Knut K.;
Bjerksund, Petter

Publication type:

Article