Works matching DE "RATE of return on stocks"
Results: 3252
Modelling analysts’ target price revisions following good and bad news?
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- Accounting & Business Research, 2018, v. 48, n. 1, p. 37, doi. 10.1080/00014788.2016.1230485
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Public re-release of going-concern opinions and market reaction.
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- Accounting & Business Research, 2017, v. 47, n. 3, p. 237, doi. 10.1080/00014788.2016.1255586
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Canadian Retirement Incomes: How Much Do Financial Market Returns Matter?
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- Canadian Public Policy, 2014, v. 40, n. 4, p. 315, doi. 10.3138/cpp.2013-009
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Coordination of monetary and macroprudential policies, land finance behavior and risk prevention in the real estate market.
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- New Zealand Economic Papers, 2024, v. 58, n. 3, p. 216, doi. 10.1080/00779954.2024.2362359
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VC ownership post‐IPO: When, why, and how do VCs exit?
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 73, doi. 10.1111/jfir.12412
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The role of existing shareholders in private equity placements in China.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 351, doi. 10.1111/jfir.12405
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MIDAS and dividend growth predictability: Revisiting the excess volatility puzzle.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 295, doi. 10.1111/jfir.12403
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Democracy and stock market returns.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 5, doi. 10.1111/jfir.12402
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Predictable time‐series biases in analyst target prices and stock returns.
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- Journal of Financial Research, 2025, v. 48, n. 1, p. 167, doi. 10.1111/jfir.12400
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Subjective Distributions for Tactical Asset Allocation.
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- Journal of Portfolio Management, 2025, v. 51, n. 5, p. 122, doi. 10.3905/jpm.2024.1.650
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Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis.
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- Economic Analysis & Policy, 2025, v. 85, p. 546, doi. 10.1016/j.eap.2024.12.002
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Dissecting the lottery‐like anomaly: Evidence from China.
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- Accounting & Finance, 2025, v. 65, n. 1, p. 883, doi. 10.1111/acfi.13354
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Conflicting signals: A study on firms announcing share repurchases soon after seasoned equity offerings.
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- Accounting & Finance, 2025, v. 65, n. 1, p. 773, doi. 10.1111/acfi.13348
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Impact of Covid-19 Pandemic on Stock Returns and Volatility: An Empirical Study on BSE 100 ESG Index.
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- IUP Journal of Applied Economics, 2025, v. 24, n. 1, p. 96, doi. 10.71329/IUPJAE/2025.24.1.96-110
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PORTFÖY YÖNETİMİNDE GRİ İLİŞKİSEL ANALİZ YÖNTEMİ KULLANIMI: BİST İMALAT SANAYİ SEKTÖRÜ UYGULAMASI.
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- Omer Halisdemir Universitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2025, v. 18, n. 1, p. 361, doi. 10.25287/ohuiibf.1558122
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The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach.
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- Asia-Pacific Financial Markets, 2025, v. 32, n. 1, p. 103, doi. 10.1007/s10690-024-09447-w
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O risco de carbono é relevante no mercado brasileiro?
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- Revista de Contabilidade e Organizações, 2024, v. 18, p. 1, doi. 10.11606/issn.1982-6486.rco.2024.224756
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Impact of Operational and Financial Efficiency on Aviation Stock Prices: A Machine Learning Model with SHAP Interpretability.
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- Cumhuriyet University Journal of Economics & Administrative Sciences / Cumhuriyet Üniversitesi İktisadi ve İdari Bilimler Dergisi, 2025, v. 26, n. 1, p. 167, doi. 10.37880/cumuiibf.1560514
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Monitoring the Dynamic Networks of Stock Returns with an Application to the Swedish Stock Market: Monitoring the Dynamic Networks of Stock Returns...: E. F. Touli et al.
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- Computational Economics, 2025, v. 65, n. 3, p. 1741, doi. 10.1007/s10614-024-10616-2
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Time Variation in the News–Returns Relationship.
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- Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 1, p. 258, doi. 10.1017/S0022109023001369
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Grabbing Investor Attention with Limited Resources: A Study of Small Cap Firms' Communication Channels.
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- European Accounting Review, 2025, v. 34, n. 1, p. 123, doi. 10.1080/09638180.2023.2242424
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The Effect of Dispersion on the Informativeness of Consensus Analyst Target Prices.
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- Management Science, 2025, v. 71, n. 3, p. 2264, doi. 10.1287/mnsc.2021.03549
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Türkiye'deki Gayrimenkul Yatırım Ortaklıklarının Performansında Çeşitlendirmenin Etkisi.
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- Igdir University Journal of Social Sciences / Iğdır Üniversitesi Sosyal Bilimler Dergisi, 2025, n. 38, p. 422, doi. 10.54600/igdirsosbilder.1498831
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Dynamic Return Scenario Generation Approach for Large-Scale Portfolio Optimisation Framework: Dynamic Return Scenario Generation Approach for Large-Scale...: D. Neděla et al.
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- Computational Economics, 2025, v. 65, n. 2, p. 819, doi. 10.1007/s10614-023-10541-w
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Working Capital Management Efficiency and Corporate Performance: An Empirical Study of Manufacturing Companies Listed in Amman Stock Exchange.
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- Zarqa Journal for Research & Studies in Humanities, 2024, v. 24, n. 3, p. 588, doi. 10.12816/0062134
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Does Unconditional Accounting Conservatism Imply Upside or Downside Risk? Evidence from the Options Market.
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- Accounting Horizons, 2025, v. 39, n. 1, p. 121, doi. 10.2308/HORIZONS-2021-071
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Mispricing in linear asset pricing models.
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- Applied Economics, 2025, v. 57, n. 11, p. 1196, doi. 10.1080/00036846.2024.2311733
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Perspectives from ARDL Analysis on Macroeco nomic Factors and Stock Market Performance in Palestine.
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- AAU Journal of Business & Law, 2025, v. 9, n. 1, p. 36
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Change point estimation for Gaussian time series data with copula-based Markov chain models: Change point estimation for Gaussian...: L. Sun et al.
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- Computational Statistics, 2025, v. 40, n. 3, p. 1541, doi. 10.1007/s00180-024-01541-x
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State-sponsored cyber attacks and co-movements in stock market returns: evidence from US cybersecurity defense contractors.
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- Business & Politics, 2025, v. 27, n. 1, p. 95, doi. 10.1017/bap.2024.22
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Verifying the Role of Dividends as a Mediator in the Impact of Cash Flows on Bank Stock Returns on the Iraq Stock Exchange: An Empirical Analysis.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 102, doi. 10.3390/jrfm18020102
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A First Look at Financial Data Analysis Using ChatGPT-4o.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 99, doi. 10.3390/jrfm18020099
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How Retail vs. Institutional Investor Sentiment Differ in Affecting Chinese Stock Returns?
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 95, doi. 10.3390/jrfm18020095
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Impact of Geopolitical Risks on Herding Behavior in Some MENA Stock Markets.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 85, doi. 10.3390/jrfm18020085
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Aspiration level, probability of success, and stock returns: an empirical test.
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- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-025-00769-w
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Bayesian forecasting of stock returns on the JSE using simultaneous graphical dynamic linear models.
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- Investment Analysts Journal, 2025, v. 54, n. 1, p. 1, doi. 10.1080/10293523.2024.2312712
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Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 703, doi. 10.1093/jjfinec/nbr020
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Operational flexibility and market valuation of earnings.
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- Strategic Management Journal (John Wiley & Sons, Inc.) - 1980 to 2009, 1999, v. 20, n. 8, p. 749, doi. 10.1002/(SICI)1097-0266(199908)20:8<749::AID-SMJ53>3.0.CO;2-L
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Measuring the effectiveness of US monetary policy during the COVID‐19 recession.
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- Scottish Journal of Political Economy, 2021, v. 68, n. 3, p. 287, doi. 10.1111/sjpe.12275
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GOOD VOLATILITY, BAD VOLATILITY: SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY.
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- Review of Economics & Statistics, 2015, v. 97, n. 3, p. 683, doi. 10.1162/REST_a_00503
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VARYING HETEROGENEITY AMONG U.S. FIRMS: FACTS AND IMPLICATIONS.
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- Review of Economics & Statistics, 2011, v. 93, n. 3, p. 1034, doi. 10.1162/REST_a_00099
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THE EFFECT OF LONG MEMORY IN VOLATILITY ON STOCK MARKET FLUCTUATIONS.
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- Review of Economics & Statistics, 2007, v. 89, n. 4, p. 684, doi. 10.1162/rest.89.4.684
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Are Daily Cross-border Equity Flows Pushed or Pulled?
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- Review of Economics & Statistics, 2004, v. 86, n. 3, p. 641, doi. 10.1162/0034653041811725
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Firm-specific Variation and Openness in Emerging Markets.
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- Review of Economics & Statistics, 2004, v. 86, n. 3, p. 658, doi. 10.1162/0034653041811789
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TESTING THE PREDICTABILITY OF STOCK RETURNS.
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- Review of Economics & Statistics, 2002, v. 84, n. 3, p. 407, doi. 10.1162/003465302320259439
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Stock market prediction with political data Analysis (SP-PDA) model for handling big data.
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- Multimedia Tools & Applications, 2024, v. 83, n. 34, p. 80583, doi. 10.1007/s11042-024-18610-4
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Time Series Simulation with Randomized Quasi-Monte Carlo Methods: An Application to Value at Risk and Expected Shortfall.
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- Computational Economics, 2018, v. 52, n. 1, p. 55, doi. 10.1007/s10614-017-9661-0
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Can Efficiency of Returns Be Considered as a Pricing Factor?
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- Computational Economics, 2018, v. 52, n. 1, p. 25, doi. 10.1007/s10614-017-9647-y
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Artificial Momentum, Native Contrarian, and Transparency in China.
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- Computational Economics, 2018, v. 51, n. 2, p. 263, doi. 10.1007/s10614-017-9699-z
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Another Look at Large-Cap Stock Return Comovement: A Semi-Markov-Switching Approach.
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- Computational Economics, 2018, v. 51, n. 2, p. 227, doi. 10.1007/s10614-016-9596-x
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