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

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

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

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

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

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.

Publication type:

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.

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

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

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

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

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

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

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

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

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

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

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

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

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

The Cross Section of Expected Returns and Amortized Spreads.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2006, v. 9, n. 4, p. 597, doi. 10.1142/S0219091506000872

By:

He, Zhongzhi (Lawrence);
Kryzanowski, Lawrence

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

A Critical Review of the Implied Cost of Equity: A New Way to Estimate the Expected Return.

Published in:

FIU Hospitality Review, 2006, v. 24, n. 2, p. 1

By:

Lee, Seoki;
Upneja, Arun

Publication type:

Article

Volatility and Expected Option Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 3, p. 1025, doi. 10.1017/S0022109019000310

By:

Hu, Guanglian;
Jacobs, Kris

Publication type:

Article

Why Do Firms with Diversification Discounts Have Higher Expected Returns?

Published in:

Journal of Financial & Quantitative Analysis, 2010, v. 45, n. 6, p. 1367, doi. 10.1017/S0022109010000566

By:

Mitton, Todd;
Vorkink, Keith

Publication type:

Article

Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?

Published in:

Journal of Financial & Quantitative Analysis, 2009, v. 44, n. 4, p. 777, doi. 10.1017/S0022109009990111

By:

Bulkley, George;
Nawosah, Vivekanand

Publication type:

Article

Idiosyncratic Volatility and the Cross Section of Expected Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2008, v. 43, n. 1, p. 29, doi. 10.1017/S002210900000274X

By:

Bali, Turan G.;
Cakici, Nusret

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

EXPECTED EQUITY RETURNS AND PORTFOLIO CHOICE: EVIDENCE FROM THE HEALTH AND RETIREMENT STUDY.

Published in:

Journal of the European Economic Association, 2007, v. 5, n. 2/3, p. 369, doi. 10.1162/jeea.2007.5.2-3.369

By:

Dominitz, Jeff;
Manski, Charles F.

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

TREND FOLLOWING AND EXPECTED RETURN.

Published in:

Economics, Management & Financial Markets, 2011, v. 6, n. 2, p. 39

By:

DAVIDSSON, MARCUS

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

Cross-section without factors: a string model for expected returns.

Published in:

Quantitative Finance, 2024, v. 24, n. 6, p. 693, doi. 10.1080/14697688.2024.2357189

By:

Distaso, Walter;
Mele, Antonio;
Vilkov, Grigory

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

Expected return—expected loss approach to optimal portfolio investment.

Published in:

Theory & Decision, 2023, v. 94, n. 1, p. 63, doi. 10.1007/s11238-022-09870-3

By:

Blavatskyy, Pavlo

Publication type:

Article

The Conditional Beta and the Cross-Section of Expected Returns.

Published in:

Financial Management (Wiley-Blackwell), 2009, v. 38, n. 1, p. 103, doi. 10.1111/j.1755-053X.2009.01030.x

By:

Bali, Turan G.;
Cakici, Nusret;
Yi Tang

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 return time to the initial state for biochemical systems with linear cyclic chains: unidirectional and bidirectional reactions.

Published in:

Sādhanā: Academy Proceedings in Engineering Sciences, 2019, v. 44, n. 1, p. 1, doi. 10.1007/s12046-018-0989-5

By:

Mukherjee, Sayan;
Ghosh, Debraj;
De, Rajat K

Publication type:

Article

Estimating Expected Returns: Then and Now.

Published in:

Journal of Portfolio Management, 2024, v. 50, n. 10, p. 74, doi. 10.3905/jpm.2024.1.629

By:

Philips, Thomas

Publication type:

Article

Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy.

Published in:

Journal of Portfolio Management, 2015, v. 41, n. 4, p. 68, doi. 10.3905/jpm.2015.41.4.068

By:

Ardia, David;
Boudt, Kris

Publication type:

Article

Zeroing In on the Expected Returns of Anomalies.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 3, p. 968, doi. 10.1017/S0022109022000874

By:

Chen, Andrew Y.;
Velikov, Mihail

Publication type:

Article

The price behavior characteristics of China and Europe carbon emission trading market based on the perspective of time scaling and expected returns.

Published in:

PLoS ONE, 2024, v. 19, n. 2, p. 1, doi. 10.1371/journal.pone.0298265

By:

Zhang, Peng-Cheng;
Cheng, Jie

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

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