Works matching DE "RATE of return on stocks"
Results: 3159
Investor demand for stocks in Initial Public Offerings and their price behaviour after debut. Evidence from Poland.
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- Research Papers in Economics & Finance, 2024, v. 8, n. 2, p. 38, doi. 10.18559/ref.2024.2.1002
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Risk-Adjusted Returns of Ethical Companies.
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- Journal of Accounting & Finance (2158-3625), 2024, v. 24, n. 5, p. 90, doi. 10.33423/jaf.v24i5.7439
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A survey of recent machine learning techniques for stock prediction methodologies.
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- Neural Computing & Applications, 2025, v. 37, n. 4, p. 1951, doi. 10.1007/s00521-024-10867-y
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Pandemic, policy, and markets: insights and learning from COVID-19's impact on global stock behavior: Pandemic, policy, and markets: insights and learning from...: S. Yang.
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- Empirical Economics, 2025, v. 68, n. 2, p. 555, doi. 10.1007/s00181-024-02648-2
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Stock Return Model Using Stochastic Delay Differential Equation in Finance.
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- Mathematical Modelling of Engineering Problems, 2025, v. 12, n. 1, p. 95, doi. 10.18280/mmep.120111
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The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return.
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- PLoS ONE, 2025, v. 20, n. 2, p. 1, doi. 10.1371/journal.pone.0314677
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Asymmetric Impact of Oil Price and Exchange Rate on Stock Market: A Comparative Analysis of BRICS.
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- Finance India, 2024, v. 38, n. 4, p. 813
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Calendar anomalies and dividend announcements effects on the stock markets returns.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 2, p. 829, doi. 10.1007/s11156-024-01321-0
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Investor clientele and intraday patterns in the cross section of stock returns: Investor clientele and intraday patterns in the cross...: J. Chen et al.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 2, p. 757, doi. 10.1007/s11156-024-01319-8
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Inequality and the Rate of Return on Capital: An Institutional Approach to "The Piketty Problem".
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- Journal of Economic Issues, 2018, v. 52, n. 4, p. 925, doi. 10.1080/00213624.2018.1518558
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Determinants of Adaptive Behaviour in Stock Market: A Review.
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- Vision (09722629), 2025, v. 29, n. 1, p. 112, doi. 10.1177/09722629221148809
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Corporate Profits and Investment in Light of Institutional and Stock Market Turmoil: New Evidence from the Warsaw Stock Exchange.
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- Journal of Economic Issues, 2021, v. 55, n. 1, p. 14, doi. 10.1080/00213624.2021.1873045
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The tale of two tails and stock returns for two major emerging markets.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 1, p. 163, doi. 10.1007/s11156-024-01301-4
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- Article
Firm-level investor favoritism and the external financing and capital expenditure anomalies.
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- Review of Quantitative Finance & Accounting, 2025, v. 64, n. 1, p. 237, doi. 10.1007/s11156-024-01299-9
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Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties: Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties: Z. Feng et al.
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- Journal of Real Estate Finance & Economics, 2025, v. 70, n. 2, p. 321, doi. 10.1007/s11146-023-09961-0
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PROGNOSTICATION PLAN.
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- Quality Progress, 2025, v. 58, n. 1, p. 30
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The effect of remittances on the Indian economy.
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- International Economics & Economic Policy, 2024, v. 21, n. 4, p. 771, doi. 10.1007/s10368-024-00611-1
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Foreign exchange market pressure and stock market dynamics in emerging Asia.
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- International Economics & Economic Policy, 2021, v. 18, n. 4, p. 699, doi. 10.1007/s10368-021-00501-w
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Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia.
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- International Economics & Economic Policy, 2021, v. 18, n. 1, p. 157, doi. 10.1007/s10368-020-00484-0
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- Article
Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries.
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- Southern Economic Journal, 2013, v. 79, n. 4, p. 832, doi. 10.4284/0038-4038-2012.309
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Advances in the Study of the Economics of Terrorism.
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- Southern Economic Journal, 2013, v. 79, n. 4, p. 768, doi. 10.4284/0038-4038-2013.007
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Analyzing the Dynamics of Stock Networks for Recommending Stock Portfolio.
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- Journal of Information Science & Engineering, 2019, v. 35, n. 2, p. 411, doi. 10.6688/JISE.201903_35(2).0010
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Asset Location, Timing Ability and the Cross‐Section of Commercial Real Estate Returns.
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- Real Estate Economics, 2019, v. 47, n. 1, p. 263, doi. 10.1111/1540-6229.12250
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- Article
Rationale behind IPO Underpricing: Evidence from Asian REIT IPOs.
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- Real Estate Economics, 2019, v. 47, n. 1, p. 104, doi. 10.1111/1540-6229.12243
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Does A Firm's Entry or Exit Affect Competitors' Value? Evidence from the REIT Industry.
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- Real Estate Economics, 2019, v. 47, n. 1, p. 214, doi. 10.1111/1540-6229.12240
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Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance.
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- Real Estate Economics, 2014, v. 42, n. 2, p. 279, doi. 10.1111/1540-6229.12025
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- Article
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?
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- Journal of Behavioral Finance, 2024, v. 25, n. 4, p. 449, doi. 10.1080/15427560.2023.2207021
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The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory.
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- Journal of Behavioral Finance, 2024, v. 25, n. 4, p. 420, doi. 10.1080/15427560.2023.2200187
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The Mediating Effect of Trading Volume on the Relationship between Investor Sentiment and the Return of Tech Companies.
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- Journal of Behavioral Finance, 2024, v. 25, n. 3, p. 356, doi. 10.1080/15427560.2022.2138394
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The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment.
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- Journal of Behavioral Finance, 2024, v. 25, n. 1, p. 46, doi. 10.1080/15427560.2022.2085277
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The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case.
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- Journal of Behavioral Finance, 2024, v. 25, n. 1, p. 111, doi. 10.1080/15427560.2022.2100384
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A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns.
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- Journal of Behavioral Finance, 2024, v. 25, n. 1, p. 30, doi. 10.1080/15427560.2022.2073592
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GREEDS and Stock Returns: Evidence from Global Stock Markets.
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- Journal of Behavioral Finance, 2023, v. 24, n. 4, p. 479, doi. 10.1080/15427560.2022.2037599
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Prediction of Investor-Specific Trading Trends in South Korean Stock Markets Using a BiLSTM Prediction Model Based on Sentiment Analysis of Financial News Articles.
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- Journal of Behavioral Finance, 2023, v. 24, n. 4, p. 398, doi. 10.1080/15427560.2021.1995735
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V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea.
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- Journal of Behavioral Finance, 2023, v. 24, n. 3, p. 345, doi. 10.1080/15427560.2021.1975715
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Irrational Exuberance or the Money-Trust Power Grab: Was the Panic of 1907 Truly a Speculative Bubble or a Financial Coup D'état?
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- Journal of Behavioral Finance, 2023, v. 24, n. 1, p. 123, doi. 10.1080/15427560.2021.1948854
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Does High Stock Price Synchronicity Always Hurt Mutual Fund Industry? Sentiment Matters.
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- Journal of Behavioral Finance, 2019, v. 20, n. 1, p. 73, doi. 10.1080/15427560.2018.1459623
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Do Survey Probabilities Match Financial Market Beliefs?
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- Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 209, doi. 10.1080/15427560.2017.1376330
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The Availability Heuristic and Reversals Following Large Stock Price Changes.
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- Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 159, doi. 10.1080/15427560.2017.1374276
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Global and Extreme Dependence Between Investor Sentiment and Stock Returns in European Markets.
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- Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 141, doi. 10.1080/15427560.2017.1373647
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Fund Portfolio Holdings and Affiliated Analyst's Objectivity: Do Equity and Employment Relationship Matter?
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- Journal of Behavioral Finance, 2018, v. 19, n. 1, p. 16, doi. 10.1080/15427560.2017.1366493
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Stock and Industry Return Characteristics Around Price Shocks.
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- Journal of Behavioral Finance, 2017, v. 18, n. 2, p. 167, doi. 10.1080/15427560.2017.1308939
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Behavioral Timing, Valuation and Postissue Performance of UK Initial Public Offerings.
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- Journal of Behavioral Finance, 2017, v. 18, n. 2, p. 152, doi. 10.1080/15427560.2017.1308938
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The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns.
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- Journal of Behavioral Finance, 2016, v. 17, n. 4, p. 309, doi. 10.1080/15427560.2016.1203323
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A Study of Social Network Effects on the Stock Market.
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- Journal of Behavioral Finance, 2016, v. 17, n. 4, p. 342, doi. 10.1080/15427560.2016.1238371
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Intraday Stock Market Behavior After Shocks: The Importance of Bull and Bear Markets in Spain.
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- Journal of Behavioral Finance, 2014, v. 15, n. 2, p. 144, doi. 10.1080/15427560.2014.911743
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Do Investors Herd in Global Stock Markets?
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- Journal of Behavioral Finance, 2013, v. 14, n. 3, p. 230, doi. 10.1080/15427560.2013.819804
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The Role of Product and Brand Perceptions In Stock Investing: Effects On Investment Considerations, Optimism and Confidence.
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- Journal of Behavioral Finance, 2013, v. 14, n. 3, p. 195, doi. 10.1080/15427560.2013.819803
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The Effect of a High-Risk Stock Fund on Long-Term Investment: An Experimental Study.
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- Journal of Behavioral Finance, 2013, v. 14, n. 1, p. 53, doi. 10.1080/15427560.2013.760564
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The Role of Expectations in Value and Glamour Stock Returns.
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- Journal of Behavioral Finance, 2011, v. 12, n. 2, p. 98, doi. 10.1080/15427560.2011.575972
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- Article