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Relevant bibliographies by topics / Holding Period Return

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Journal articles

Academic literature on the topic 'Holding Period Return'

Author: Grafiati

Published: 4 June 2021

Last updated: 18 February 2022

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Journal articles on the topic "Holding Period Return"

1

Ramaiah Ramasamy, Rajamohan, and Sathish Pachiyappan. "Holding period for positive return from Indian mutual funds." Investment Management and Financial Innovations 16, no. 1 (2019): 346–64. http://dx.doi.org/10.21511/imfi.16(1).2019.27.

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In India, households predominantly prefer to invest their surplus in financial securities, which provide stable return irrespective of whether they beat inflation or help in creating wealth. However, financial planners advise their clients to invest their surplus for long term in risky assets such as mutual funds to generate inflation beating returns. But when households ask for the meaning of long term in a definite number, it varies among the financial advisors. Hence, the study made an attempt to answer this question by calculating the minimum time duration required to generate a minimum po

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2

Brooks, Robert, and Kate Upton. "Bond Portfolio Holding Period Return Decomposition." Journal of Investing 26, no. 2 (2017): 78–90. http://dx.doi.org/10.3905/joi.2017.26.2.078.

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3

Lubis, Bintang Lakitang, Ahmad Rifai, and M. Iqbal Harori. "PENGARUH MARKET VALUE, VARIANCE RETURN, DAN VOLUME PERDAGANGAN TERHADAP PERIODE KEPEMILIKAN SAHAM (HOLDING PERIOD)." Jurnal Perspektif Bisnis 3, no. 1 (2020): 11–20. http://dx.doi.org/10.23960/jpb.v3i1.12.

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The purpose of this study is to determine the effect of market value, variance return and trading volume on the holding period. The sampling technique in this study used a purposive sampling method and obtained as many as 6 companies listed in the IDXBUMN20 index. The data analysis technique used multiple regression panel data models and using the analysis tool Eviews 9. Based on the t test (partial) shows that the market value, variance return and trading volume has significantly effect and negative relationship on holding period in a partial way. Based on the F test (simultaneous) shows that

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4

Ardana, Yudhistira, Tiara Novia Fatrin, and Wulandari Wulandari. "Faktor-faktor yang Mempengaruhi Holding Period Saham." Benefit: Jurnal Manajemen dan Bisnis 3, no. 1 (2018): 89. http://dx.doi.org/10.23917/benefit.v3i1.6117.

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Stocks are an investment that many investors choose because they are able to provide an attractive rate of return. Holding period is a period that indicates the length of this study was to determine the factors that affected the holding period of shares partially on the companies listed into to LQ45 index. This study used a descriptive method, with the purposive sampling technique and it obtained 21 companies as the research sample. The result of the research showed that the market value and the trading volume were partially significant to the holding period of stock with and sig value was sma

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5

Anderson, Gary A., and Joel R. Barber. "PROJECT HOLDING-PERIOD RATE OF RETURN AND THE MIRR." Journal of Business Finance & Accounting 21, no. 4 (1994): 613–18. http://dx.doi.org/10.1111/j.1468-5957.1994.tb00340.x.

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6

Gilmer, R. H. "Risk and return: A question of the holding period." Journal of Economics and Business 40, no. 2 (1988): 129–37. http://dx.doi.org/10.1016/0148-6195(88)90012-4.

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7

Abraham, Rebecca, Judith Harris, and Joel Auerbach. "IPO performance at announcement and in the aftermarket." Journal of Economic Studies 43, no. 4 (2016): 574–86. http://dx.doi.org/10.1108/jes-04-2015-0062.

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Purpose The purpose of this paper is to investigate IPO performance. At announcement, the impact of purchases by informed traders on stock returns and uninformed traders on volatility were assessed. In the post-IPO period, returns were expected to be driven by firms with high returns on equity and the implementation of growth strategies. Return on equity was evaluated further in terms of whether it had a direct effect or was instrumented by volatility, cash flow, profit margin or revenue growth. Design/methodology/approach All IPOs announced in 2009-2014 were used. Measures were created to dem

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8

Azaria, Ainun, and Sylva Alif Rusmita. "Identifikasi Holding Period Bank Umum Syariah di Bursa Efek Indonesia." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 8 (2020): 1733. http://dx.doi.org/10.20473/vol6iss20198pp1733-1740.

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This study aims to determine the effect of bid-ask spread, stock return and trading volume on the holding period of sharia commercial bank shares. This study uses a purposive sampling method, and from the specified criteria there were 3 Sharia Commercial Banks obtained, that meet the criteria and can be used as samples. The data used is in the form of daily reports obtained from the IDX website. This study uses a quantitative approach with descriptive analysis analysis techniques. The results of this study indicate that the stock holding period of Islamic Commercial Banks can be seen based on

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9

Garnia, Erna, Ina Primiana, Rachmat Sudarsono, and Dian Masyita. "On the Relationships Among Expected Return, Volume, Holding Period, and Bid-Ask Spread in Indonesia Stock Market." Advanced Science Letters 21, no. 4 (2015): 589–91. http://dx.doi.org/10.1166/asl.2015.5904.

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The relationships among expected return and various liquidity measures are first examined theoretically in this paper. Under constant holding period, it is shown that the expected return is proportional to the bid-ask spread. Under constant expected return, the holding period is proportional to the bid-ask spread and the volume is inversely proportional to the bid-ask spread. Under constant bid-ask spread, the expected return is inversely proportional to the holding period and is also proportional to the volume. Based on five years data from Indonesia Stock Market, the previous relationships a

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10

Santoso, Eko Budi. "ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM BIASA." Jurnal Riset Akuntansi dan Keuangan 4, no. 2 (2008): 116. http://dx.doi.org/10.21460/jrak.2008.42.147.

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The moin pwpose of this sndy is to test the effect of transaction cost totntdins period of common stock This srudy iwestigates whether investorswith longer (shorter) hwestment time horizon lold common stockswith higher (owe) bid-qsk spred as a prory of tronsaction cost. Besides,thk study also added two independent voiables such as marketvalue and variance ofrefirn-The statistical method ued in this study is two-stage least square regressionsbecause the itnestorb tnlding period md the bid-ask spreadfor each stoch are simultoteously determined. The result shows that bidask spred related positive

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