Works matching DE "SECURITIES -- Rate of return"

Results: 25

Matching with Phantoms.

Published in:

Review of Economic Studies, 2017, v. 84, n. 3, p. 1041, doi. 10.1093/restud/rdw032

By:

CHERON, ARNAUD;
DECREUSE, BRUNO

Publication type:

Article

Political connections and stock returns: evidence from the Boulangist campaign, 1888–1889.

Published in:

Financial History Review, 2018, v. 25, n. 3, p. 323, doi. 10.1017/S0968565018000148

By:

Ortiz-Serrano, Miguel Ángel

Publication type:

Article

Exploring Return Dynamics via Corridor Implied Volatility.

Published in:

Review of Financial Studies, 2015, v. 28, n. 10, p. 2902, doi. 10.1093/rfs/hhv033

By:

Andersen, Torben G.;
Bondarenko, Oleg;
Gonzalez-Perez, Maria T.

Publication type:

Article

Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio-Rebalancing Channel.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 2, p. 531, doi. 10.1017/S0022109019001054

By:

Paludkiewicz, Karol

Publication type:

Article

Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 5, p. 2119, doi. 10.1017/S0022109017000564

By:

Carr, Peter;
Wu, Liuren

Publication type:

Article

Volume and Volatility in a Common-Factor Mixture of Distributions Model.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 1, p. 33, doi. 10.1017/S0022109014000106

By:

He, Xiaojun;
Velu, Raja

Publication type:

Article

Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, p. 1

By:

Bali, Turan G.;
Murray, Scott

Publication type:

Article

THE IMPACT OF THE BANKING SECTOR CRISIS UPON THE UKRAINIAN INVESTMENT FUND MARKET.

Published in:

Financial Sciences / Nauki o Finansach, 2017, v. 2, n. 31, p. 92, doi. 10.15611/nof.2017.2.08

By:

Trzebiński, Artur A.

Publication type:

Article

Monetary policy and TIPS yields before the crisis.

Published in:

B.E. Journal of Macroeconomics, 2014, v. 14, n. 1, p. 689, doi. 10.1515/bejm-2012-0154

By:

Gerlach, Stefan;
Moretti, Laura

Publication type:

Article

Inflation, Hyperinflation, Adjustment Lags: Why TIPS Don't Guarantee Real Rates of Return.

Published in:

Journal of Financial Planning, 2013, v. 26, n. 5, p. 54

By:

Laatsch, Francis

Publication type:

Article

Investor Attention, Institutional Ownership, and Stock Return: Empirical Evidence from China.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 3, p. 672, doi. 10.1080/1540496X.2015.1046339

By:

Ying, Qianwei;
Kong, Dongmin;
Luo, Danglun

Publication type:

Article

Conditional Indexation Bias in Yields Reported on Inflation-Indexed Securities with Special Reference to UDIBONOS and TIPS.

Published in:: Economia Mexicana, 1998, v. 7, n. 2, p. 149
Publication type:: Article

Stock return reversal and continuance anomaly: new evidence from Hong Kong.

Published in:

Applied Economics, 2014, v. 46, n. 12, p. 1335, doi. 10.1080/00036846.2013.872767

By:

Tang, Gordon Y. N.;
Zhang, Haomin

Publication type:

Article

TSFDC: A trading strategy based on forecasting directional change.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2018, v. 25, n. 3, p. 105, doi. 10.1002/isaf.1425

By:

Bakhach, Amer M.;
Tsang, Edward P. K.;
Raju Chinthalapati, V. L.

Publication type:

Article

Long-Term Bond Returns under Duration Targeting.

Published in:

Financial Analysts Journal, 2014, v. 70, n. 1, p. 31, doi. 10.2469/faj.v70.n1.5

By:

Leibowitz, Martin L.;
Bova, Anthony;
Kogelman, Stanley

Publication type:

Article

Inflation and Individual Equities.

Published in:

Financial Analysts Journal, 2012, v. 68, n. 4, p. 36, doi. 10.2469/faj.v68.n4.3

By:

Ang, Andrew;
Brière, Marie;
Signori, Ombretta

Publication type:

Article

The Impact of Fraudulent False Information on Equity Values.

Published in:

Journal of Business Ethics, 2014, v. 120, n. 2, p. 219, doi. 10.1007/s10551-013-1657-7

By:

Ullah, Saif;
Massoud, Nadia;
Scholnick, Barry

Publication type:

Article

Do political risks matter in the financial markets?: evidence from Turkey.

Published in:

Eurasian Business Review, 2018, v. 8, n. 2, p. 209, doi. 10.1007/s40821-017-0077-5

By:

Tuncay, Merve

Publication type:

Article

PRIVATE INFORMATION, OVERCONFIDENCE AND TRADER RETURNS IN PREDICTION MARKETS.

Published in:

Journal of Prediction Markets, 2015, v. 9, n. 3, p. 1

By:

Goins, Sheila;
Cipriano, Michael;
Gruca, Thomas S.

Publication type:

Article

PRICE STABILIZATION AND IPO UNDERPRICING: AN EMPIRICAL STUDY IN THE INDONESIAN STOCK EXCHANGE.

Published in:

Journal of Indonesian Economy & Business, 2014, v. 29, n. 3, p. 292

By:

Husnan, Suad;
Hanafi, Mamduh M.;
Munandar, Muhammad

Publication type:

Article

PRICE STABILIZATION AND IPO UNDERPRICING: AN EMPIRICAL STUDY IN THE INDONESIAN STOCK EXCHANGE.

Published in:

Journal of Indonesian Economy & Business, 2014, v. 29, n. 2, p. 129

By:

Husnan, Suad;
Hanafi, Mamduh M.;
Munandar, Muhammad

Publication type:

Article

Revisiting Mutual Fund Portfolio Disclosure.

Published in:

Review of Financial Studies, 2016, v. 29, n. 12, p. 3519, doi. 10.1093/rfs/hhw057

By:

Schwarz, Christopher G.;
Potter, Mark E.

Publication type:

Article

Revealing Shorts An Examination of Large Short Position Disclosures.

Published in:

Review of Financial Studies, 2016, v. 29, n. 12, p. 3278, doi. 10.1093/rfs/hhw064

By:

Jones, Charles M.;
Reed, Adam V.;
Waller, William

Publication type:

Article

Partial moment volatility indices.

Published in:

Accounting & Finance, 2018, v. 58, n. 1, p. 195, doi. 10.1111/acfi.12209

By:

Liu, Zhangxin (Frank);
O'Neill, Michael J.

Publication type:

Article

Analysts’ stock recommendations, earnings growth and risk.

Published in:

Accounting & Finance, 2018, v. 58, n. 1, p. 217, doi. 10.1111/acfi.12202

By:

Peasnell, Kenneth;
Yin, Yuan;
Lubberink, Martien

Publication type:

Article