Relevant bibliographies by topics / Capital market returns

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Capital market returns'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Capital market returns"

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Hutapea, Gita Masria, Ahmad Fauzan Fathoni, and Yulia Efni. "Investigation of Capital Market Efficiency in Indonesia." AFEBI Management and Business Review 4, no. 2 (2019): 103. http://dx.doi.org/10.47312/ambr.v4i2.241.

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<em>In the midst of a national economic growth downturn that affected the capital market as a subsystem of the economy, now Indonesia capital market industry began to look at the development of the application of the principles of sharia as an alternative investment instruments in capital markets activities in Indonesia. The growth of the Islamic capital market in Indonesia is quite encouraging, but the Islamic capital market exposure is still minimal. Lack of public understanding about the Islamic capital market into doubt for investors to invest in the capital market. With the backgrou
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Hutapea, Gita Masria, Ahmad Fauzan Fathoni, and Yulia Efni. "Investigation of Capital Market Efficiency in Indonesia." AFEBI Management and Business Review 4, no. 02 (2020): 117. http://dx.doi.org/10.47312/ambr.v4i02.241.

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<em>In the midst of a national economic growth downturn that affected the capital market as a subsystem of the economy, now Indonesia capital market industry began to look at the development of the application of the principles of sharia as an alternative investment instruments in capital markets activities in Indonesia. The growth of the Islamic capital market in Indonesia is quite encouraging, but the Islamic capital market exposure is still minimal. Lack of public understanding about the Islamic capital market into doubt for investors to invest in the capital market. With the backgrou
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Manjunatha, T., and T. Mallikarjunappa. "Bivariate Analysis of Capital Asset Pricing Model in Indian Capital Market." Vikalpa: The Journal for Decision Makers 34, no. 1 (2009): 47–60. http://dx.doi.org/10.1177/0256090920090104.

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Capital Asset Pricing Model (CAPM) establishes the relationship between risks and returns in the efficient capital markets. A review of studies conducted for various markets in the world reveals that researchers have used a number of methodologies to test the validity of CAPM. While some studies have supported the validity of CAPM, some others have revealed that beta alone is not a suitable determinant of asset pricing and that a number of other factors could explain the cross-section of returns. This paper has attempted to test the validity of the combination effect of the two parameter CAPM
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Zaimović, Azra. "Testing the CAPM in Bosnia and Herzegovina with Continuously Compounded Returns." South East European Journal of Economics and Business 8, no. 1 (2013): 35–43. http://dx.doi.org/10.2478/jeb-2013-0006.

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Abstract The capital markets of neighboring transitional Western Balkan countries have attracted a lot of interest from domestic and international investors in the last decade, who view them as an attractive alternative to investing in more developed markets. These markets are characterized by higher returns, and higher volatility of stock returns as compared to those of developed markets. The recent economic and financial crises devastated capital markets worldwide. The new Bosnian capital market faced its hardest times following the withdrawal of international investors. The aim of this pape
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Asnawi, Said Kelana, Samuel Pratama, Hans Christian Kurniawan, and Samuel Yosua Rodjana. "Does INDONESIAN CAPITAL MARKET EFFICIENT?: A RELATION BETWEEN PRICE-VOLUME." Jurnal Ilmiah Ekonomi Dan Bisnis 20, no. 2 (2023): 136–45. http://dx.doi.org/10.31849/jieb.v20i2.13019.

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Efficient markets show prices have reflected information. In an efficient market, the pattern of price movements is a random walk, meaning that prices cannot be predicted accurately, so investors do not get abnormal returns. The informations used in this study are: lag-return (r-1); lag return(r-2); trading volume, as well as the synergy between (r-1) and trading volume. This research found that the coefficient was not significant in almost all tests. Investors cannot use past information to get abnormal returns Thus the efficient market hypothesis is proven. This efficient market situation sh
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Safitri, Heni, and Dedi Hariyanto. "Capital Market Reaction in Asean Member Countries Against Market Shock: Russia and Ukraine War." Journal of Asian Multicultural Research for Economy and Management Study 3, no. 4 (2023): 30–37. http://dx.doi.org/10.47616/jamrems.v3i4.353.

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This study aims to find the reaction of capital markets in ASEAN member countries due to the emergence of war between Russia and Ukraine by comparing the values of abnormal returns, cumulative abnormal returns and trading volume activity before and after the Russian attack on Ukraine. This research is an event study research. Event study was developed to analyze market reaction to an event whose information is published. The event used in this study is the market shock condition from the war between Russia and Ukraine. The observation period uses the event window, which is 14 trading days befo
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Bonga-Bonga, Lumengo, and Sefora Motena Rangoanana. "Carry Trade and Capital Market Returns in South Africa." Journal of Risk and Financial Management 15, no. 11 (2022): 498. http://dx.doi.org/10.3390/jrfm15110498.

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This paper assesses the extent to which carry trade operations affect the performance of equity and bond markets in a target country, South Africa, by considering the US and the euro area as the funding countries. A two- and three-factor capital asset pricing model (CAPM) is employed to assess whether the pricing of equity and bond markets in South Africa depends on the US dollar/rand and euro/rand carry trade returns. Moreover, the paper uses the quantile regression technique to assess whether this pricing varies with the distribution of the equity and bond returns. The findings support that
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Barua, S. K., and V. Raghunathan. "Inefficiency of the Indian Capital Market." Vikalpa: The Journal for Decision Makers 11, no. 3 (1986): 225–30. http://dx.doi.org/10.1177/0256090919860305.

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Efficient pricing of securities and maintenance of parity between risk and return are absolutely essential for a well-functioning capital market. In this paper, S K Barua and V Raghunathan discuss a clear case of observed inefficiency in the Indian capital market. They show, taking the case of Reliance, that an investor can earn returns incommensurate with the degree of risk assumed by operating on rights issues of shares and convertible debentures simultaneously in forward and cash markets. Although the government policy of granting a low premium on rights shares and convertible debentures ai
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Arnott, Robert D., and Anne Casscells. "Demographics and Capital Market Returns." Financial Analysts Journal 59, no. 2 (2003): 20–29. http://dx.doi.org/10.2469/faj.v59.n2.2511.

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Chordia, Tarun, Amit Goyal, Yoshio Nozawa, Avanidhar Subrahmanyam, and Qing Tong. "Are Capital Market Anomalies Common to Equity and Corporate Bond Markets? An Empirical Investigation." Journal of Financial and Quantitative Analysis 52, no. 4 (2017): 1301–42. http://dx.doi.org/10.1017/s0022109017000515.

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Corporate bond returns exhibit predictability in a manner consistent with efficient pricing. Many equity characteristics, such as accruals, standardized unexpected earnings, and idiosyncratic volatility, do not impact bond returns. Profitability and asset growth are negatively related to corporate bond returns. Because firms that are profitable or have high asset growth (and hence more collateral) should be less risky, with lower required returns, the evidence accords with the risk–reward paradigm. Past equity returns are positively related to bond returns, indicating that equities lead bonds.
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Dissertations / Theses on the topic "Capital market returns"

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Ågren, Martin. "Essays on prospect theory and the statistical modeling of financial returns /." Uppsala : Department of Economics, Uppsala University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7331.

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Naffi, Mounir. "Explaining future security returns using capital market and accounting information." Thesis, Imperial College London, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669680.

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Emeny, Matthew. "The book-to-market effect and the behaviour of stock returns in the Australian equity market." Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.

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"August 1998" Bibliography: leaves 74-78. The relationship between the returns to a stock, and ratio of book equity to market equity of the firm, are tested for the Australian stock market, and statistically significant evidence is found in support if the :book to market effect". Several tests are performed to determine whether this return premium is the result of additional risk or market inefficiency. No evidence is found to suggest that high book-to-market stocks are associated with additional risk, and only weak evidence is found to suggest that return premium is a result of investor over-
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Macias, Miguel S. "The returns to human capital migration within the Department of Defense civilian internal labor market." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2005. http://library.nps.navy.mil/uhtbin/hyperion/05Sep%5FMacias.pdf.

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Kunze, Karl-Kuno, and Hans Gerhard Strohe. "Antipersistence in German stock returns." Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2010/4558/.

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Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher appearance than Gaussian noise. Heuristically spoken, price movements are more likely followed by movements in the opposite direction than in the same direction. The pertaining integrated process exhibits a smaller range – prices seem to stay in the vicinity of the initial value. We apply a widely used t
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Gosnell, Thomas Francis. "An empirical investigation of high end-of-day transaction returns between 1978-1985." Diss., Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/76099.

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Using a random sample of transactions data from the time period of September 1, 1978 through August 31, 1985, the high end-of-day transaction returns noted by Wood, Mclnish and Ord and by Harris were examined to determine their persistence over time and their relationship to a commonly used measure of daily security performance. Additionally, final transactions were classified by type of price change-reversal or continuation-in order to document whether the high end-of-day returns are the result of security price appreciation or the result of increases in transactions at the ask price. New inf
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Van, Broekhuizen Hendrik. "Labour market returns to educational attainment, school quality, and numeracy in South Africa." Thesis, Stellenbosch : Stellenbosch University, 2011. http://hdl.handle.net/10019.1/17820.

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Thesis (MComm)--Stellenbosch University, 2011.<br>ENGLISH ABSTRACT: This study investigates the extent to which educational attainment, school quality and numeric competency influence individuals’ employment and earnings prospects in the South African labour market using data from the 2008 National Income Dynamics Study (NIDS). While NIDS is one of the first datasets to contain concurrent information on individual labour market outcomes, educational attainment levels, numeric proficiency and the quality of schooling received in South Africa, it is also characterised by limited and selecti
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Nakhjavani, Arya. "Geo-Political Risk-Augmented Capital Asset Pricing Model and the Effect on Long-Term Stock Market Returns." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1764.

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This paper examines the capital - asset pricing model (CAPM) which has been extended with a factor for geo-political risk. I use monthly stock return data for all stocks listed on a major US exchange from January 1990 to December 2016 and utilize a Fama-Macbeth Regression with Newey-West standard errors to test the geo-political augmented Sharpe-Lintner CAPM. The paper first determines if increased sensitivity to geopolitical risk lead s to lower average returns and second assesses if geo-political risk as an explanatory variable is a significant enough to expose a failure of the CAPM to captu
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Milewicz, Chad. "Market-Based Asset Management and Shareholder Value: Investigating the Roles of Human Capital and Factor Markets in Maximizing Returns on Customer Relationships." Doctoral diss., Orlando, Fla. : University of Central Florida, 2009. http://purl.fcla.edu/fcla/etd/CFE0002769.

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Wong, Man-lun. "An empirical study of the determinants of capitalization rates in Hong Kong with reference to capital market returns /." Click to view the E-thesis via HKU Scholars Hub, 2004. http://lookup.lib.hku.hk/lookup/bib/B37933796.

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Books on the topic "Capital market returns"

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Kevin, Terhaar, and Institute of Chartered Financial Analysts. Research Foundation., eds. Economic foundations of capital market returns. The Research Foundation of the Institute of Chartered financial analysts, 1997.

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Geert, Bekaert. Capital flows and the behavior of emerging market equity returns. National Bureau of Economic Research, 1998.

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Guo, Hui. Does stock market volatility forecast returns: The international evidence. Federal Reserve Bank of St. Louis, 2003.

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(Firm), Goodman and Carr. Private equity Canada 2004: Active ownership: generating better returns in a competitive market. Goodman and Carr LLP and McKinsey & Company, 2005.

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Madhusoodanan, T. P. Overreaction hypothesis and winner-loser effect in Indian Stock Market Returns. UTI Institute of Capital Markets, 1995.

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Lewellen, Jonathan. Estimation risk, market efficiency, and the predictability of returns. National Bureau of Economic Research, 2000.

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Engel, Charles. Relative returns on equities in Pacific Basin countries. National Bureau of Economic Research, 1994.

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Dalmazzo, A. Social returns to education: Evidence from Italian local labor market areas. International Monetary Fund, Office of the Executive Director, 2003.

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Ablin, Jack. Reading minds and markets: Minimizing risk and maximizing returns in a volatile global marketplace. FT Press, 2009.

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Ablin, Jack. Reading minds and markets: Minimizing risk and maximizing returns in a volatile global marketplace. FT Press, 2009.

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Book chapters on the topic "Capital market returns"

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Berceanu, Dorel, Nicolae Sichigea, and George-Daniel Popa. "Returns on the Capital Market: A Challenge for Investment." In Emerging Issues in the Global Economy. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-71876-7_5.

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Andriansyah and Isfenti Sadalia. "Investment Capital and Stock Return on Investment Interest in Millennial Generation in Indonesia." In Proceedings of the 19th International Symposium on Management (INSYMA 2022). Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-008-4_26.

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AbstractThis research aims to determine the effect of investment capital and stock returns on investment interest in the millennial generation in the capital market. This research is associative research with a quantitative descriptive approach. This research was conducted in the city of Medan with a sample of 96 people. The model used in this study was multiple linear regression. The results of this study indicate that investment capital affects investment interest. In addition, stock returns also affect investment interest. This study indicates that the more advanced the development of techn
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Müller, Birgit Charlotte. "Capital Share Risk in International Asset Pricing." In Three Essays on Empirical Asset Pricing in International Equity Markets. Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-35479-4_3.

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ZusammenfassungIn a seminal study, Lettau et al. (2019) demonstrate that a single macroeconomic factor can explain a wide range of equity and nonequity portfolio returns within the U.S. market. This factor, which is based on the growth in the capital share of aggregate income, is able to outperform, yet even subsume information in well-established factor models as for instance the Fama-French three factor model. The aim of this paper is to study whether the explanatory power of this factor maintains across international equity markets.
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Ortolano, Alessandra, and Eliana Angelini. "Green Bonds Capital Returns: The Impact of Market and Macroeconomic Variables." In Palgrave Studies in Impact Finance. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-65133-6_4.

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Miyake, Atsushi, and Yasuyuki Osumi. "Firm Size, Rate of Return on Capital, and Increasing Returns to Scale—The Japanese Financial and Information Communication Service Sectors—." In Structural Change, Market Concentration, and Inequality. Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-0930-4_10.

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Wang, Chen, Rong Ding, Wenxuan Hou, and Edward Lee. "Media Coverage and Stock Returns: Evidence from Chinese Cross-Listed Firms." In Experiences and Challenges in the Development of the Chinese Capital Market. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137454638_9.

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Schoenmaker, Dirk, and Willem Schramade. "Risk-Return Analysis." In Springer Texts in Business and Economics. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-35009-2_12.

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AbstractRisk-return analysis is central to financial decision-making. The basic idea is that risk-averse investors ask compensation for higher risk, in the form of a risk premium on risky assets. The key insight of portfolio theory is that a company’s risk, at least as measured by the distribution of its historical stock returns, can be split into systematic or market-wide risk and idiosyncratic risk. As idiosyncratic risk can be diversified away in a portfolio, investors are only rewarded with a risk premium for the market risk component. This is the beta of the Capital Asset Pricing Model. B
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Ye, Hongru, Jie Ji, and Yuanyuan Zou. "A Critical Review of the Effects of Stock Returns and Market Timing on Capital Structure." In Proceedings of the 3rd International Conference on Economic Development and Business Culture (ICEDBC 2023). Atlantis Press International BV, 2023. http://dx.doi.org/10.2991/978-94-6463-246-0_61.

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Meyer, Dirk. "Negative Returns on Corporate Bonds: How the ECB Renders the Interest Rate Steering Function of the Capital Market Ineffective." In European Union and Monetary Union in Permanent Crisis I. Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-38643-6_6.

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Soens, Tim, and Cécile Bruyet. "Alternative Food Supplies, Alternative Currencies? Food deliveries by tenant farmers in the late medieval Low Countries." In Datini Studies in Economic History. Firenze University Press, 2024. http://dx.doi.org/10.36253/979-12-215-0347-0.28.

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Why did landlords and farmers in commercialized, monetized economies prefer in-kind payments over cash? In the urbanized core regions of late medieval Europe, urban households and institutions often managed extensive estates in the countryside. This phenomenon, primarily viewed as a capital investment – termed "La trahison de la Bourgeoisie" by Fernand Braudel in 1949 – has been predominantly analyzed in terms of monetary returns, impact on wealth inequality, and agrarian development. However, urban landownership also entailed the potential for direct food deliveries to city dwellers. This pap
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Conference papers on the topic "Capital market returns"

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Stubelj, Ivan Ruiz, and Attila Gajdacsi. "Upstream Digital Transformation through Corrosion, Erosion, and Sand Monitoring." In CORROSION 2021. AMPP, 2021. https://doi.org/10.5006/c2021-16410.

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Abstract Corrosion and erosion are undesirable by-products of Oil &amp; Gas extraction activities, and one of the main concerns of production engineers. Gravel pack, sand screens, as well as costly chemical injection interventions require investments worth millions of dollars. Unfortunately, corrosion and uncontrolled sand production still generate loss of containment events in upstream activities, forcing operators to set conservative production rates due to the lack of accurate and easy-to-interpret information. To remain profitable in the Oil &amp; Gas market, operators realize that deliver
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Sabila, Siti, M. Shabri Abd Maiid, Zulkifli Zulkifli, Maulidar Agustina, Fizka Mutya Hafidzah, and Wita Rahmalia. "The Effects of Return and Risk Perception, Investment Decision, and Intergenerational on Reinvestment Intention to the Islamic Capital Market: Mediation-Moderation Analysis." In 2024 International Conference on Sustainable Islamic Business and Finance (SIBF). IEEE, 2024. https://doi.org/10.1109/sibf63788.2024.10883867.

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Mizernaya, M. A., T. A. Oitseva, O. N. Kuzmina, T. M. Aitkazyyev, and Z. I. Chernenko. "ANALYSIS OF THE MINERAL RESOURCE OF KAZAKHSTAN." In 24th SGEM International Multidisciplinary Scientific GeoConference 24. STEF92 Technology, 2024. https://doi.org/10.5593/sgem2024/1.1/s01.02.

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The objective of this study is to conduct an in-depth analysis of the mineral resource base in Kazakhstan, specifically focusing on copper, zinc, lead, and gold, with the aim of identifying key determinants crucial for ensuring its sustainable development. The mineral resource sector serves as a cornerstone of Kazakhstan's economy and industrial landscape. This article seeks to elucidate the critical parameters defining its current state, placing particular emphasis on the presence and quality of mineral deposits. Furthermore, it encompasses a comprehensive examination of the technological adv
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Revez, Catarina, Rui Dias, Nicole Horta, Paula Heliodoro, and Paulo Alexandre. "Capital Market Efficiency in Asia: An Empirical Analysis." In 6th International Scientific Conference – EMAN 2022 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eman.s.p.2022.49.

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This paper aims to test efficiency, in its weak form, in the capi­tal markets of the Philippines (PSEi), South Korea (KOSPI), Indonesia (JKSE), Thailand (SET), Malaysia (KLCI), China (SSEC) and Hong Kong (HSI) over the period from January 2, 2017, to February 17, 2022. The return series shows signs of deviation from the normality hypothesis, given the skewness and kurtosis coefficients. The results, therefore, support the conclusion that the random walk hypothesis is not supported by the indices, the values of the variance ratios are in all cases less than unity, implying that the returns are
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"Superior returns and capital market efficiency implications for investment." In 11th European Real Estate Society Conference: ERES Conference 2004. ERES, 2004. http://dx.doi.org/10.15396/eres2004_569.

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Ulrich, Patrick, and Dennis Anselmann. "Insider trading on the German capital market — Can insiders achieve excess returns through their information advantage?" In Corporate governance: A search for emerging trends in the pandemic times. Virtus Interpress, 2021. http://dx.doi.org/10.22495/cgsetpt17.

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This study investigates whether corporate insiders can generate excess returns on the German capital market due to their information advantage. This is done with the help of an event study based on a market model that estimates the expected returns. Furthermore, the effect size of individual aspects is examined in a multiple regression. It is shown that insiders can achieve short-term excess returns of up to 2.1% after purchases and of up to -2.95% after sales. Moreover, these are strikingly high for, relative to market capitalization, transactions of smaller firms and transactions of other ex
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Alibegović, Džafer, Nejra Hadžiahmetović, and Lejla Dedović. "COVID-19 vs. Russia-Ukraine Crisis: Capital Market Response." In 7th International Scientific Conference – EMAN 2023 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/eman.s.p.2023.35.

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From the pure health crisis that countries faced at the very begin­ning of the COVID-19 pandemic, in later stages it led to the creation of multi­ple economic and financial vulnerabilities. When the world economies start­ed recovering from the pandemic negative impacts, Russia started its inva­sion of Ukraine. The study aims to add to the growing body of literature on the topic of crises caused by the COVID-19 and Russian–Ukraine war by ana­lyzing and comparing the volatility of the world’s leading stock market per­formance benchmarks in the pre-crisis and crisis periods. For the analysis, Lev
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Heliodoro, Paula, Rui Dias, Nicole Horta, Paulo Alexandre, and Mariana Chambino. "Impact of the 2020 and 2022 Events on the Efficiency of Europe’s Capital Markets." In Sixth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/itema.s.p.2022.47.

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This paper intends to test efficiency, in its weak form, in the capital markets of the Netherlands (AEX), Belgium (BEL 20), France (CAC 40), Ireland (ISEQ 20), and Portugal (PSI 20), for the period from September 18th, 2017, to Sep­tember 15th, 2022. Given the skewness and kurtosis coefficients, the time series shows signs of deviation from the normality hypothesis. We also observe that during the Tranquil and second Covid-19 wave subperiods, European equity markets are in equilibrium and that the (in) efficiency hypothesis, in its weak form, does not hold, implying that investors will struggl
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Dias, Rui, Catarina Revez, Nicole Horta, Paula Heliodoro, and Paulo Alexandre. "Impact of Russia’s Invasion of Ukraine on Central and Eastern European Capital Markets." In 8th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2022. http://dx.doi.org/10.31410/eraz.2022.71.

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On February 24th, 2022, Russia launched a full-scale military in­vasion against Ukraine, marking a sharp escalation to a conflict that began in 2014. Several analysts have called the invasion the largest military inva­sion in Europe since World War II. Considering these events this paper aims to test the efficient market hypothesis, in its weak form, in the capital mar­kets of Hungary (BUX), Croatia (CROBEX), Russia (IMOEX), the Czech Repub­lic (PX PRAGUE), Slovenia (SBITOP), and Poland (WIG) over the period from April 25th, 2017, to April 22nd, 2022. The results show that the random walk hypo
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Chambino, Mariana, Rui Dias, and Paulo Alexandre. "Connecting the Dots: Crises’ Influence on Persistence and Financial Integration in Southeast Asian Capital Markets." In 7th International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2023. http://dx.doi.org/10.31410/itema.s.p.2023.153.

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This study aimed to assess risk diversification in the capital markets of nine Asian countries, including Hong Kong, Indonesia, Malaysia, South Ko­rea, Japan, the Philippines, Thailand, China, and Taiwan. The research posed two main questions: (i) Did events in 2020 and 2022 create inefficiencies in these markets? (ii) If so, did autocorrelation of returns lead to increased linkag­es among these markets? The findings revealed the presence of autocorrela­tion, conditional heteroscedasticity, and nonlinear elements in the sample, suggesting persistence in returns during both tranquil and stressf
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Reports on the topic "Capital market returns"

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Bastani, Spencer, Kristina Karlsson, Jonas Kolsrud, and Daniel Waldenström. The Capital Advantage: Comparing Returns to Ability in the Labor and Capital Markets. Institutionen för nationalekonomi och statistik, Linnéuniversitetet, 2024. http://dx.doi.org/10.15626/ns.wp.2024.01.

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Using administrative tax and military records, we show that cognitive ability is more strongly associated with capital income than with labor income. This result holds across intensive and extensive margins, across different income types, and after controlling for education, occupation, inheritance, and parental background. Higher ability individuals save more, are better at selecting high-return stocks, hold more risky assets, and are less likely to live hand-to-mouth. Capital market returns are higher for cognitive ability than for non-cognitive skills, and the difference is stable over time
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Bekaert, Geert, and Campbell Harvey. Capital Flows and the Behavior of Emerging Market Equity Returns. National Bureau of Economic Research, 1998. http://dx.doi.org/10.3386/w6669.

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Ortu, Fulvio, Pietro Reggiani, and Federico Severino. Persistence-based capital allocation along the FOMC cycle. CIRANO, 2024. http://dx.doi.org/10.54932/tuhb8180.

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The Federal Reserve holds two main sets of monetary policy meetings, the “Federal Open Market Committee” (FOMC) and the “Board Meetings”, which gather with sixweek and two week cadence respectively. Cieslak, Morse, and Vissing-Jorgensen (2019) show that the cadence of these meetings is associated with cycles of corresponding frequencies in stock markets. These can be fruitfully exploited through a portfolio strategy that invests in the whole market at alternate weeks (the even-week strategy). This simple investment rule is based on the cycles identified empirically but, so far, lacks a theoret
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Campbell, John, and Yasushi Hamao. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. National Bureau of Economic Research, 1989. http://dx.doi.org/10.3386/w3191.

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Busso, Matías, Sebsatián Montaño, and Juan S. Muñoz-Morales. Signaling Specific Skills and the Labor Market of College Graduates. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0004759.

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We study how signaling skills that are specific to college majors affect labor market outcomes of college graduates. We rely on census-like data and a regression discontinuity design to study the impacts of a well-known award given to top performers on a mandatory nationwide exam in Colombia. The award allows students to signal their high level of specific skills when searching for a job. These students earn 7 to 12 percent more than otherwise identical students lacking the signal. This positive return persists five years after graduation. The signal mostly benefits workers who graduate from l
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Busso, Matías, and Sebastián Montaño. Signaling Specific Skills and the Labor Market of College Graduates. Inter-American Development Bank, 2022. http://dx.doi.org/10.18235/0004454.

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We study how signaling skills specic to the major aects labor market outcomes of college graduates. We rely on census-like data and a regression discontinuity design to study the impacts of a well-known award given to top performers on a mandatory nationwide exam, which constitutes a graduation requirement for college seniors in Colombia. Students who can rely on the signal when searching for a job have a wage premium of 7 to 12 percent compared to otherwise identical students. This positive return persists even ve years after graduation. The signal mostly benets workers who graduate from low-
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Carrera-Marquis, Daniela. Banking on Global Sustainability: A Sustainable Downscaling Strategy in Latin America and the Caribbean. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0008448.

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Adequate financial markets are fundamental to sustainable development. Accurate capital allocation requires return on investment incorporates the social and environmental variables impacting, negatively or positively, such investment. Values-based capital allocation relies on sound corporate governance structures guiding the decision-making process towards sustainability objectives, not shortterm returns. One where the use of natural capital preserves the stock of capital, assuring that all generations live-off the income-flow. Concurrently financial markets, especially in emerging markets, sh
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Torres, Javier, Javier Beverinotti, and Gustavo Canavire-Bacarrez. Medium and Long Run Economic Assimilation of Venezuelan migrants to Peru. Inter-American Development Bank, 2024. http://dx.doi.org/10.18235/0005503.

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In a span of six years, the proportion of Venezuelans in Peru has surged nearly fourfold, rising from virtually zero to over 4% of the population. This study delves into the dynamics of medium- and long-term labor market integration in Peru, combining data from the Venezuelan Population Residing in Peru Survey and the Peruvian National Household Survey. Our findings reveal that Venezuelan workers experience low returns on foreign postsecondary education and there is minimal relation between foreign work experience and monthly income. Importantly, these outcomes remain consistent irrespective o
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Boyarchenko, Nina, and Leonardo Elias. The Global Credit Cycle. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1094.

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Do global credit conditions affect local credit and business cycles? Using a large cross-section of equity and corporate bond market returns around the world, we construct a novel global credit factor and a global risk factor that jointly price the international equity and bond cross-section. We uncover a global credit cycle in risky asset returns, which is distinct from the global risk cycle. We document that the global credit cycle in asset returns translates into a global credit cycle in credit quantities, with a tightening in global credit conditions predicting extreme capital flow episode
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Katz, Sabrina, Miguel Algarin, and Emanuel Hernandez. Structuring for Exit: New Approaches for Private Capital in Latin America. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003074.

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Structured financing solutions encompass a range of investment approaches that provide liquidity to investors without the need for a traditional equity exit event, such as a strategic sale, sale to another financial investor, or public market listing. Structuring mechanisms across the debt-to-equity spectrum determine the exit terms of the deal, therefore providing considerable downside protection to investors. Structured financing solutions are an incipient but increasingly important set of tools for investors active in Latin America to address the financing gap for companies that lack access
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