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   Articles with "equity returns" as a keyword



Required and obtained equity returns in privately held businesses: the impact of family nature—evidence before and after the global economic crisis

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recommendations! Published in 2018 at "Review of Managerial Science"

DOI: 10.1007/s11846-017-0230-7

Abstract: This paper analyses the impact that family businesses have on the minimum rate of return required by owner–investors (k e ) and on the equity returns (ROEaT) obtained in privately held businesses. This influence is… read more here.

Keywords: equity returns; impact family; family businesses; family ... See more keywords

Country governance and international equity returns

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recommendations! Published in 2021 at "Journal of Banking and Finance"

DOI: 10.1016/j.jbankfin.2020.105986

Abstract: Monthly equity returns in countries with strong governance lead monthly equity returns in countries with weak governance. This predictability is robust to alternative ways of measuring country governance, and holds in and out-of-sample at both… read more here.

Keywords: country; country governance; governance; equity returns ... See more keywords

Forecasting equity returns with oil prices: addressing model choice uncertainty

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recommendations! Published in 2024 at "Applied Economics"

DOI: 10.1080/00036846.2024.2440654

Abstract: ABSTRACT We introduce a method to adapt Sala-i-Martin’s (1997) Extreme Bounds Analysis (EBA) to out-of-sample forecasting. This method allows us to robustly detect if the information in a particular variable improves forecasting performance. As an… read more here.

Keywords: equity returns; forecasting equity; prices addressing; oil prices ... See more keywords

A new salient factor and equity returns: empirical evidence from A-Shares

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recommendations! Published in 2024 at "Applied Economics Letters"

DOI: 10.1080/13504851.2024.2406952

Abstract: ABSTRACT This paper develops a new salient factor, STZ, which synthesizes the price-limit-hitting system and the situational dependence of investors on information responses. STZ is capable of predicting stock returns. By analyzing the data of… read more here.

Keywords: returns empirical; salient factor; equity returns; new salient ... See more keywords
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Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

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recommendations! Published in 2019 at "Review of Financial Studies"

DOI: 10.1093/rfs/hhz140

Abstract: We analyze the impact ofa unanticipated monetary policy changes on the cross-section of U.S. equity returns. Financially constrained firms earn a significantly lower (higher) return following surprise interest rate increases (decreases) as compared to unconstrained… read more here.

Keywords: section equity; equity returns; cross section; monetary policy ... See more keywords