Works matching DE "RATE of return on stocks"

Results: 3393

The non-linear ESG premium.

Published in:

Quantitative Finance, 2025, v. 25, n. 5, p. 817, doi. 10.1080/14697688.2025.2492794

By:

Yang, Runfeng;
Jimenez-Martin, Juan-Angel;
Caporin, Massimiliano

Publication type:

Article

Climate risk and the idiosyncratic volatility puzzle.

Published in:

Applied Economics, 2025, v. 57, n. 27, p. 3689, doi. 10.1080/00036846.2024.2337816

By:

Perera, Kasun;
Kuruppuarachchi, Duminda;
Kumarasinghe, Sriyalatha;
Suleman, Muhammad Tahir

Publication type:

Article

Stock Market Reactions to Union Budget Announcements: An Econometric Assessment.

Published in:

International Journal of Economics & Business Administration, 2025, v. 13, n. 1, p. 122, doi. 10.35808/ijeba/879

By:

Srinivasu, Karri;
Prathyusha, M.

Publication type:

Article

The Impact of Geopolitical Risks on Equity Markets and Financial Stress: A Comparative Analysis of Emerging and Advanced Economies.

Published in:

International Journal of Economics & Business Administration, 2025, v. 13, n. 1, p. 30, doi. 10.35808/ijeba/873

By:

Nasouri, Amirali

Publication type:

Article

The Effect of Size, Value and Idiosyncratic Risk Anomalies on the Relationship between Tail Risk and Stock Excess Returns.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2022, v. 6, n. 1, p. 77, doi. 10.22067/ijaaf.2022.41544

By:

Sharif Abadi, Mostafa Ramezani;
Aliahmadi, Saeid;
Aghabeikzadeh, Mehdi

Publication type:

Article

An Empirical Study on the Impact of Macro-Economic Variables on Asian Stock Markets Returns.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2022, v. 6, n. 1, p. 15, doi. 10.22067/ijaaf.2022.41456

By:

Maran, Kaliyamoorthy;
Prabha, Padma;
Aancy, Mickel;
Venkatesh, P.;
Senthilnathan, C. R.

Publication type:

Article

Stock Return Autocorrelations and Expected Option Returns.

Published in:

Management Science, 2025, v. 71, n. 6, p. 4895, doi. 10.1287/mnsc.2023.03071

By:

Yoontae Jeon;
Kan, Raymond;
Gang Li

Publication type:

Article

Nonsubstitutable Consumption Growth Risk.

Published in:

Management Science, 2025, v. 71, n. 6, p. 4847, doi. 10.1287/mnsc.2022.01269

By:

Dittmar, Robert F.;
Schlag, Christian;
Thimme, Julian

Publication type:

Article

ANALISIS PENGARUH INSIDER TRADING TERHADAP PERGERAKAN HARGA SAHAM PADA INDEKS LQ45 BURSA EFEK INDONESIA.

Published in:

Journal of Syntax Literate, 2025, v. 10, n. 5, p. 5032, doi. 10.36418/syntax-literate.v10i5.59313

By:

Wilopo, Rinaldi;
Hanggraeni, Dewi

Publication type:

Article

CEO turnover, sequential disclosure, and stock returns.

Published in:

Review of Finance, 2025, v. 29, n. 3, p. 887, doi. 10.1093/rof/rfaf015

By:

Hu, Jiayin;
Liu, Laura Xiaolei;
Liu, Chloe Yue;
Qu, Hao;
Zhang, Yingguang

Publication type:

Article

THE HERDING PHENOMENON IN THE INDONESIAN STOCK MARKET: AN ANALYSIS OF CSSD & CSAD AND ITS IMPLICATIONS FOR INVESTORS AND REGULATORS.

Published in:

Journal Research of Social Science, Economics & Management, 2025, v. 4, n. 9, p. 1115, doi. 10.59141/jrssem.v4i9.811

By:

Wibowo, Alfi Hikami;
Kunawangsih, Tri;
S., Mona Adriana

Publication type:

Article

Stock portfolio and stock return in Nigeria capital market.

Published in:

Journal of Management, Economics, & Industrial Organization (JOMEINO), 2025, v. 9, n. 1, p. 19, doi. 10.31039/jomeino.2025.912

By:

Busari, Rasheed Ajibola;
Awotundun, Dele Ayo;
Anifowose, Abolaji Daniel

Publication type:

Article

Organizational capital and private placements of common equity.

Published in:

Journal of Financial Research, 2025, v. 48, n. 2, p. 807, doi. 10.1111/jfir.12418

By:

Harris, Oneil;
Ngo, Thanh

Publication type:

Article

The threat of voiced shareholder disapproval and the value of voting.

Published in:

Journal of Financial Research, 2025, v. 48, n. 2, p. 473, doi. 10.1111/jfir.12417

By:

Balthrop, Justin;
Bitting, Jonathan

Publication type:

Article

Realized semibetas in the Australian stock market.

Published in:

Applied Economics, 2025, v. 57, n. 26, p. 3572, doi. 10.1080/00036846.2024.2337809

By:

Li, Jinze;
Li, Bin;
Su, Jen-Je

Publication type:

Article

U.S. Investor Sentiment and Financial Contagion in the Americas: Lessons From the U.S. Financial Crisis.

Published in:

Journal of Applied Business & Economics, 2025, v. 27, n. 2, p. 264

By:

Andres Rodriguez-Nieto, Juan

Publication type:

Article

How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach.

Published in:

Risks, 2025, v. 13, n. 5, p. 93, doi. 10.3390/risks13050093

By:

Bilal, Aman;
Ahmed, Shakeel;
Zada, Hassan;
Thalassinos, Eleftherios;
Nawaz, Muhammad Hassaan

Publication type:

Article

Efficient Convex PCA with Applications to Wasserstein GPCA and Ranked Data.

Published in:

Journal of Computational & Graphical Statistics, 2025, v. 34, n. 2, p. 540, doi. 10.1080/10618600.2024.2402280

By:

Campbell, Steven;
Wong, Ting-Kam Leonard

Publication type:

Article

Bridging Behavioral Insights and Automated Trading: An Internet of Behaviors Approach for Enhanced Financial Decision-Making.

Published in:

Information (2078-2489), 2025, v. 16, n. 5, p. 338, doi. 10.3390/info16050338

By:

Moustati, Imane;
Gherabi, Noreddine

Publication type:

Article

Modelling Mixed-Frequency Time Series with Structural Change.

Published in:

Computational Economics, 2025, v. 65, n. 6, p. 3237, doi. 10.1007/s10614-024-10672-8

By:

Glova, Adrian Matthew G.;
Barrios, Erniel B.

Publication type:

Article

AMERİKAN MENKUL KIYMETLER BORSASININ TÜRKİYE MENKUL KIYMETLER BORSASI ÜZERİNDEKİ KISA VE UZUN DÖNEM ETKİSİ: ARDL SINIR TESTİ YAKLAŞIMI.

Published in:

Journal of Economics & Research (JER), 2025, v. 6, n. 1, p. 1, doi. 10.53280/jer.1640504

By:

DOĞAN, Taylan Taner

Publication type:

Article

Market Competition, Downward-Sticky Pay, and Stock Returns: Lessons from South Korea.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 280, doi. 10.3390/jrfm18050280

By:

Cho, Jungho;
Yang, Daecheon;
Baek, Kyeongmin;
Bu, Yeju

Publication type:

Article

The Dynamic Effects of Economic Uncertainties and Geopolitical Risks on Saudi Stock Market Returns: Evidence from Local Projections.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 264, doi. 10.3390/jrfm18050264

By:

Ayadi, Ezer;
Ben Mbarek, Noura

Publication type:

Article

How Do Segment Disclosure and Cost of Capital Impact the Investment Efficiency of Listed Firms in Nigeria?

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 5, p. 258, doi. 10.3390/jrfm18050258

By:

Sule, Dolapo Faith;
Moloi, Tankiso

Publication type:

Article

The effect of remittances on the Indian economy.

Published in:

International Economics & Economic Policy, 2024, v. 21, n. 4, p. 771, doi. 10.1007/s10368-024-00611-1

By:

Shah, Irfan Ahmad

Publication type:

Article

Foreign exchange market pressure and stock market dynamics in emerging Asia.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 4, p. 699, doi. 10.1007/s10368-021-00501-w

By:

Aftab, Muhammad;
Ali, Abid;
Hegerty, Scott W.

Publication type:

Article

Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia.

Published in:

International Economics & Economic Policy, 2021, v. 18, n. 1, p. 157, doi. 10.1007/s10368-020-00484-0

By:

Cevik, Emrah Ismail;
Dibooglu, Sel;
Awad Abdallah, Atif;
Al-Eisa, Eisa Abdulrahman

Publication type:

Article

The Diversification Benefits within Islamic Investments: The Case of Malaysia-Based Islamic Equity Investors.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2018, v. 26, n. 2, p. 961

By:

Noordin, Nazrul Hazizi;
Saiti, Buerhan

Publication type:

Article

Stationarity of the Fama-French Three Factor Model Factor Premiums in India.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2017, v. 25, n. 3, p. 1097

By:

Raghuram, G.

Publication type:

Article

Stock Return, Currency and General Elections.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2015, v. 23, p. 237

By:

Tze San Ong;
Wei Ni Soh;
Boon Heng Teh;
Sin Huei Ng

Publication type:

Article

Momentum Profitability in Malaysia.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2014, v. 22, n. S, p. 1

By:

Tan Yeng May;
Cheng Fan Fah;
Hassan, Taufiq

Publication type:

Article

MACROECONOMIC SENSITIVITY AND FIRM LEVEL VOLATILITY: THE CASE OF NEW YORK STOCK EXCHANGE.

Published in:

Business, Management & Economics Engineering, 2021, v. 19, n. 2, p. 198, doi. 10.3846/bmee.2021.14310

By:

BASHIR BUTT, Muhammad Saqib;
TAIB, Hasniza MOHD.

Publication type:

Article

Redefining Growth: Using Analyst Forecasts to Transcend the Value--Growth Dichotomy (Part 2).

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 1, p. 3, doi. 10.3905/jbis.2022.1.021

By:

French, Ross

Publication type:

Article

A Tax-Loss Harvesting Horserace: Direct Indexing versus ETFs.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 3, p. 69, doi. 10.3905/jbis.2023.1.039

By:

Israelov, Roni;
Lu, Jason

Publication type:

Article

Combining Value and Profitability Factors to Improve Performance.

Published in:

Journal of Beta Investment Strategies, 2022, v. 13, n. 3, p. 31, doi. 10.3905/jbis.2022.1.002

By:

Berkin, Andrew L.;
Swedroe, Larry E.

Publication type:

Article

The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All Formula.

Published in:

Journal of Beta Investment Strategies, 2022, v. 13, n. 2, p. 28, doi. 10.3905/jbis.2022.1.001

By:

Sosner, Nathan;
Gromis, Michael;
Krasner, Stanley

Publication type:

Article

Analysis of The Impact of Risks in The Turkish Banking Sector on Investor Behavior.

Published in:

Current Perspectives in Social Sciences, 2024, v. 28, n. 4, p. 601, doi. 10.53487/atasobed.1421618

By:

AKYOL, Hikmet;
BAŞAR, Selim

Publication type:

Article

The Impact of the Covid-19 Period on the Stock Returns and Financial Performance of Companies.

Published in:

Current Perspectives in Social Sciences, 2024, v. 28, n. 3, p. 361, doi. 10.53487/atasobed.1458100

By:

ZORKİRİŞÇİ, Eda DALBUDAK;
ALSU, Erkan;
RENÇBER, Ömer Faruk

Publication type:

Article

The Mediating Effect of Overconfidence of managers on the Relationship between Attribution Bias and Performance of Companies Listed in Tehran Stock Exchange.

Published in:

Journal of Monetary & Financial Economics / Iqtiṣād-i Pūlī, Mālī, 2023, v. 30, n. 26, p. 308, doi. 10.22067/mfe.2023.82897.1308

By:

Nazemi, Amin;
Sheidaee, Shahrokh

Publication type:

Article

Wavelet Analysis of Stock Returns and Total Index with Moving Average of Stock Returns and Total Index.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2025, v. 9, n. 1, p. 93, doi. 10.22067/ijaaf.2025.45135.1438

By:

Tirandazi, Roghayeh Samadi;
Ghaleno, Mahin Rashki;
Saghafi, Mahdi

Publication type:

Article

How is the Iranian stock market affected by geopolitical risk and economic policy uncertainty in China, the US and the global?

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2025, v. 9, n. 1, p. 131, doi. 10.22067/ijaaf.2025.45368.1468

By:

Adibian, Mohammad Sadegh;
Salari, Taghi Ebrahimi;
Moghadam, Hadi Esmaeilpour

Publication type:

Article

The Effect of Managers' Delta and Vega on the Asymmetric Cost Behavior of Companies.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2024, v. 8, n. 4, p. 107, doi. 10.22067/ijaaf.2024.45029.1439

By:

Forsat, Sana;
Ashtab, Ali;
Piri, Parviz

Publication type:

Article

The Impact of Company Characteristics on Return Volatility in Sorted Portfolios: A Hybrid Asymmetric Conditional Variance Approach.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2024, v. 8, n. 4, p. 71, doi. 10.22067/ijaaf.2024.45105.1433

By:

Ebrahimi, Seyed Kazem;
Khorasani, Mahnaz;
Saba, Mina

Publication type:

Article

The Impact of Corporate Governance, Ownership Structure, and Cash Flow on the Value of the Companies Listed on the Iraqi Stock Exchange.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2024, v. 8, n. 2, p. 51, doi. 10.22067/ijaaf.2024.44101.1360

By:

Abdulrazzaq, Diana Neamah;
Salehi, Mehdi Arab;
Torki, Leila

Publication type:

Article

The Effect of Family Ownership on the Adjustment Speed of Financial Leverage towards Optimal Leverage.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2024, v. 8, n. 2, p. 39, doi. 10.22067/ijaaf.2024.44118.1314

By:

Rostami, Vahab;
Koushkaki, Abdolrasoul Rahmanian;
Alahyari, Ali Akbar;
Kargar, Hamed

Publication type:

Article

Religion, Cultural Elements and the Stock Price Crash Risk: a Test of Alternative and Complementary Theory.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2022, v. 6, n. 2, p. 19, doi. 10.22067/ijaaf.2022.41611

By:

Zoeram, Abbas Ghodrati;
Alifamian, Mojtaba;
Teymoorpour, Soheyla

Publication type:

Article

Market Fragility and Stock Returns: Evidence from Tehran Stock Exchange.

Published in:

Iranian Journal of Accounting, Auditing & Finance (IJAAF), 2022, v. 6, n. 2, p. 69, doi. 10.22067/ijaaf.2022.41733

By:

Panah, Javad Sadeghi;
Garkaz, Mansour;
Saeidi, Parviz;
Matoufi, Alireza

Publication type:

Article

The Effect of Inflation, Interest Rates and Non-Performing Loans On Stock Returns Through Profitability In Banking Companies Indonesia Period 2018-2022.

Published in:

Devotion: Journal of Research & Community Service, 2024, v. 5, n. 10, p. 1214, doi. 10.59188/devotion.v5i10.13227

By:

Tiarawati, Neneng Maesaroh;
Hertina, Dede

Publication type:

Article

THE EFFECT OF DIVIDEND POLICY, CAPITAL STRUCTURE, AND EXCHANGE RATE ON STOCK RETURNS IN INDUSTRIAL SECTOR BUSINESS ENTITIES.

Published in:

Devotion: Journal of Research & Community Service, 2024, v. 5, n. 4, p. 471, doi. 10.59188/devotion.v5i4.713

By:

Maulana, Arif;
Nur Hendarin, Rega Mawarni;
Haris, Abdul

Publication type:

Article

OPTIMAL STOCK PORTFOLIO ESTABLISHMENT WITH ACTIVE AND PASSIVE STRATEGY USING PRICE TO BOOK VALUE AND PRICE EARNING TO GROWTH RATIO APPROACH IN IDX30 INDEX 2013-2018 PERIOD.

Published in:

Devotion: Journal of Research & Community Service, 2023, v. 4, n. 9, p. 1770, doi. 10.59188/devotion.v4i9.559

By:

Alimuddin, Almand Fuad;
hendrawan, Riko

Publication type:

Article