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Journal articles on the topic 'Past return'

Author: Grafiati

Published: 10 September 2021

Last updated: 29 July 2025

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1

Grau, Günter. "Return of the Past." Journal of Homosexuality 37, no. 4 (1999): 1–21. http://dx.doi.org/10.1300/j082v37n04_02.

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Nanda, Nanda, and Fajri Adrianto. "Pembuktian Return Momentum dan Kontarian pada Saham Syariah." AMAR (Andalas Management Review) 4, no. 1 (2020): 18–39. http://dx.doi.org/10.25077/amar.4.1.18-39.2020.

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The purpose of this paper are to examine and analyse returns of momentum and contarian portofolio on Islamic stocks listed on the Jakarta Islamic Index 30 (JII 30) for the period 2010-2018. The method used in this study is Jagedeesh and Titmant (1993). Winner portfolio is formed by buying stocks with the best return performance in the past and selling stocks with bad returns in the past. Whereas a loser portfolio is formed by buying shares of poor return performance in the past and selling stocks with good returns in the past. Formations and observations used 1,3,6 and 12 months. With portfoli

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Banerjee, Jyotirmoy. "Afghanistan: Return of the Past?" Jadavpur Journal of International Relations 13, no. 1 (2009): 11–23. http://dx.doi.org/10.1177/0973598409110002.

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Cheng, Si, Allaudeen Hameed, Avanidhar Subrahmanyam, and Sheridan Titman. "Short-Term Reversals: The Effects of Past Returns and Institutional Exits." Journal of Financial and Quantitative Analysis 52, no. 1 (2017): 143–73. http://dx.doi.org/10.1017/s0022109016000958.

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Price declines over the previous quarter lead to stronger reversals across the subsequent 2 months. We explain this finding based on the dual notions that liquidity provision can influence reversals and that agents who act as de facto liquidity providers may be less active in past losers. Supporting these observations, we find that active institutions participate less in losing stocks and that the magnitude of monthly return reversals fluctuates with changes in the number of active institutional investors. Thus, we argue that fluctuations in liquidity provision with past return performance acc

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TVB., Murali Mohan, and Karpagam T. "AN EMPIRICAL STUDY ON RETURN POLICIES AND PRODUCT RETURN BEHAVIOUR OFMOBILE PHONE CONSUMERS IN BENGALURU." Shanlax International Journal of Arts, Science and Humanities 6, S2 (2019): 57–65. https://doi.org/10.5281/zenodo.2566219.

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<em>The mobile phone industry in India is growing very rapidly and exponentially. The number of new mobile phone users, those using mobile phones for the first time, is only increasing rapidly. Thus most manufacturers are trying to market new models to consumers who already have mobile phones. </em><em>As per the survey conducted by Stat counter, India is one of the most popular destinations for smartphone companies with as many mobile users as the entire population of the United States. The </em><em>number of smartphone users</em><em> in India is estimated to increase to about 442.5

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Wang, Kuei-Yuan, Chien-Kuo Chen, and Hsiao-Chi Wei. "Media Coverage and Stock Return in the Taiwan Stock Market." Acta Oeconomica 65, s2 (2015): 35–53. http://dx.doi.org/10.1556/032.65.2015.s2.4.

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The purposes of this paper were to explore the relationship between media coverage and stock returns in Taiwan stock markets. The empirical results were as follows: (1) stock returns showed causality with either media coverage amounts or the degrees of good/bad media coverage; (2) when impacted by the past stock returns, the stock return might finish its response to the impulse around three days and showed a negative effect, whereas when impacted by the past media coverage amounts, the media coverage amount might also finish its response to the impulse within three day and showed a negative ef

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Ballotta, Enzo, Giuseppe Da Giau, and Claudio Baracchini. "An Unjustified Return to the Past." Stroke 33, no. 3 (2002): 879–81. http://dx.doi.org/10.1161/str.33.3.879.

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VINEET, NAIR, PADA DAS KRISHNA, and SAHA NAIRITA. "HIRUDOTHERAPY: WILL THE GLORIOUS PAST RETURN?" Journal of Medicine and Health Research 2, no. 3 (2017): 97–105. https://doi.org/10.5281/zenodo.1413059.

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Hirudotherapy or leech therapy is a practice that dates back to the ancient ages, where it was employed as an alternative to phlebotomy. However, it has now made a space for itself in today’s modern world therapy after the discovery of several medicinal substances in its saliva which have anti-inflammatory, analgesic, antiseptic, anti-metastatic, anaesthetic, anti-coagulant properties and several other effects. Although the procedure is not risk free, no serious outcomes have been reported in studies till date. Now, scientists are on the verge of developing a mechanical device, which cou

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DeLong, J. Bradford, and Konstantin Magin. "The U.S. Equity Return Premium: Past, Present, and Future." Journal of Economic Perspectives 23, no. 1 (2009): 193–208. http://dx.doi.org/10.1257/jep.23.1.193.

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For more than a century, diversified long-horizon investments in America's stock market have consistently received much higher returns than investors in bonds: a return gap averaging 6 percent per year. An enormous amount of creative and ingenious work by a great many economists has gone into seeking explanations for the so-called “equity premium return puzzle,” but so far without a fully satisfactory answer. We first review the facts about the equity premium and then discuss a range of explanations that have been proposed. We conclude that the equity premium puzzle has not been solved: it rem

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10

Hubbell, Amy L. "The Past is Present: Pied-Noir Returns to Algeria." Nottingham French Studies 51, no. 1 (2012): 66–77. http://dx.doi.org/10.3366/nfs.2012.0007.

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While Algeria has long been a popular subject for travel writers, since its decolonization in 1962, the travelogues documenting journeys to Algeria have predominantly become returns and reunions with the homeland. Immediately after their exile from Algeria during and after the war for independence, the Pieds-Noirs, or former French citizens of Algeria, began returning to their homeland in their memories, literature, and recently, their films. Early return narratives were almost always filled with nostalgic descriptions of familiar places and sensations in an effort to bridge over the ruptures

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Byun, Suk Joon, Sonya S. Lim, and Sang Hyun Yun. "Continuing Overreaction and Stock Return Predictability." Journal of Financial and Quantitative Analysis 51, no. 6 (2016): 2015–46. http://dx.doi.org/10.1017/s0022109016000594.

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We study the return predictability of a measure of continuing overreaction based on the weighted average of signed volumes. We find that the strategies of buying stocks with upward continuing overreaction and selling stocks with downward continuing overreaction generate significant positive returns and that our measure of continuing overreaction is a better predictor of future returns than past returns. The results are stronger among stocks primarily held by investors more prone to biased self-attribution. Our results provide direct support for the model of return predictability based on overc

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Rios, Josh. "A Possible Future Return to the Past." Somatechnics 7, no. 1 (2017): 59–73. http://dx.doi.org/10.3366/soma.2017.0206.

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This text treats a specific Doctor Who storyline, The Aztecs (1964), as a catalyst for questioning Enlightenment-era notions of rationality, progress, and technologic advancement in relation to colonial constructions of non-European societies as static and futureless. Moreover, it looks at the role geography and travel (including time travel) have played in reifying Modernity as a series of traceable, enclosed steps leading from the primitive to the contemporary. To this end, postcolonial speculative fiction is formulated as a testing ground to interrogate past and current modes of imperialism

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Ranger, Terence. "Reconstructing Zimbabwe's Past: The Professional Historians Return." Safundi 8, no. 2 (2007): 257–66. http://dx.doi.org/10.1080/17533170701371099.

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Trenin, Dmitri. "No Return to the Past for Russia." International Spectator 47, no. 3 (2012): 8–12. http://dx.doi.org/10.1080/03932729.2012.711677.

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15

MUHAMMAD TAHIR KHAN, GHAYYUR QADIR, SHAH RAZA KHAN, and ABDUL LATIF. "The Impact of Investors Overconfidence on Trading Activities and Stock Returns in Pakistan Stock Exchange." Journal of Business & Tourism 2, no. 2 (2021): 15–31. http://dx.doi.org/10.34260/jbt.v2i2.39.

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This study investigates the hypothesis of investor overconfidence that impact stock activity and stock return, using vector auto regressive model. Data observed consist of Monthly and daily returns from PSX 100 index. The results of the study shows that there are specific months in which the variables respond to each other or they are some actions that appears after some interval or else there is no significant relationship of current monthly return to past months volume, volume with volatility in stock returns as it is not increased with increase in volume. And there is no relationship of cur

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Sharma, Nitika, Kshitij Bhargava, and Dixit Sunail. "Risk and Return Relationship: A Study of BSE Sensex Stocks in Indian Stock Market." Journal of Technology Management for Growing Economies 15, no. 1 (2024): 41–61. https://doi.org/10.15415/jtmge/2024.151005.

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Background: The present study is based on risk and return analysis of BSE Sensex stocks, which is the index of the Bombay Stock Exchange, and is based on the secondary data from the past 5 years. The Sensex index is the Bombay Stock Exchange of India’s benchmark that is broadly based on the stock market index of the Indian equity market. Purpose: The main objective of the study was to investigate the risk and return of the stocks listed in Sensex and create a portfolio that reduces the unsystematic risk through diversification. Methods: The study used secondary data from the past 5 years to an

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Tan, Yean Chu, and Chin Chuan Gan. "The Role of Post-Purchase Emotional Dissonance on Product Return Intentions." GATR Global Journal of Business Social Sciences Review 2, no. 1 (2014): 89–98. http://dx.doi.org/10.35609/gjbssr.2014.2.1(10).

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Objective Retailers often impose strict returning policies to control product returns without understanding the consumers' returned intention in the first place. Past research has shown that product return policies have little effect on product returns. As such, the aim of this research is to identify the underlying factors of emotional dissonance, which focus on high product involvement, consumer opportunism and switching barriers, and as well as its effect on product return intentions. Methodology/Technique - A total of 250 respondents who is smartphone users and aged between 17 and 35 were

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Ghosh, Satadal, and Sujit Kumar Majumdar. "Portfolio Selection Models and Their Discrimination." International Journal of Operations Research and Information Systems 2, no. 2 (2011): 65–91. http://dx.doi.org/10.4018/joris.2011040104.

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The stochastic nature of financial markets is a barrier for successful portfolio management. Besides traditional Markowitz’s model, many other portfolio selection models in Bayesian and Non-Bayesian frameworks have been developed. Starting with the basic Markowitz model, several cardinal models are used to find optimum portfolios with select stock set. Having developed the regression model of the return of each stock with the market return, the unsystematic part of the uncertainty was used to find the optimum portfolio and efficient risk–return frontier within each portfolio selection model. T

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Chhatri, Sanjoy, Debasish Bhattacharya, and Binod Tripathy. "A generalized mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns." Filomat 38, no. 32 (2024): 11517–37. https://doi.org/10.2298/fil2432517c.

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In this paper, a composite mean-variance model for portfolio optimization problems in the simultaneous presence of random and uncertain returns has been revisited and generalized. The expressions for the mean and variance of the total uncertain random return have been obtained using chance distribution. The model is flexible, as it is capable of dealing with both types of stocks: those with sufficient past records and those that are newly introduced. A generalized uncertainty distribution is defined to represent the returns of newly introduced stocks. And, the return vector of the stocks with

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20

Mpofu, Raphael Tabani. "The relationship between trading volume and stock returns in the JSE securities exchange in South Africa." Corporate Ownership and Control 9, no. 4-2 (2012): 199–207. http://dx.doi.org/10.22495/cocv9i4c2art1.

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This study examines the relationship between trading volume and stock returns in the JSE Securities Exchange in South Africa. The study looked at the price and trading returns of the FTSE/JSE index from July 22, 1988 till June 11, 2012. The study revealed that stock returns are positively related to the contemporary change in trading volume. Further, it was found that past returns were not affected significantly by changes in trading volumes. The results present a significant relationship between trading volume and the absolute value of price changes. Autoregressive tests were used to explore

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He, Canzhou. "Bitcoin Return Prediction: Relevant Factors Determining Return." Advances in Economics, Management and Political Sciences 90, no. 1 (2024): 67–74. http://dx.doi.org/10.54254/2754-1169/90/20241971.

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Cryptocurrencies with Bitcoin being the most well-known, are volatile in price. Being able to predict or speculate price movements in Cryptocurrencies would then be meaningful for researchers and lucrative for investors. This paper hypothesized relevant factors that may determine return of Bitcoin, namely Bitcoin price data, google trend and precious metal price data, and collects data for the past 6 years. After regrouping and processing the data, a regression model is used to test the strengths of predictability of each possible factor. The results reveal that Bitcoin price data is a valid p

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22

Joyce, P. "THE RETURN OF HISTORY: POSTMODERNISM AND THE POLITICS OF ACADEMIC HISTORY IN BRITAIN." Past & Present 158, no. 1 (1998): 207–35. http://dx.doi.org/10.1093/past/158.1.207.

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23

Joyce, P. "The return of history: postmodernism and the politics of academic history in Britain." Past & Present 1998, no. 158 (1998): 207–35. http://dx.doi.org/10.1093/past/1998.158.207.

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24

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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Corzo Vargas, Stefano Sebastian. "Los abordajes conceptuales a la migración de retorno: una revisión sistemática de los marcos teóricos (1974-2018) y sus implicancias para el caso peruano." Discursos del Sur, revista de teoría crítica en Ciencias Sociales, no. 14 (December 29, 2024): 149–80. https://doi.org/10.15381/dds.n14.28091.

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This article offers an overview of the main theoretical approaches to return migration developed over the past five decades: Bovenkerk (1974), Gmelch (1980), King (2000), Cassarino (2004), Durand (2004), and Batistella (2018). Before exploring the typologies proposed by each author, the article critically examines the multiple definitions of return as a specific moment of the migratory path and highlights key trends in case studies of specific returns over the same chronological period. The article analyzes different conceptual typologies of return, outlining their major contributions and limi

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Polga-Hecimovich, John, and Francisco Sánchez. "Latin America Erupts: Ecuador's Return to the Past." Journal of Democracy 32, no. 3 (2021): 5–18. http://dx.doi.org/10.1353/jod.2021.0030.

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Wątorek, Marcin, Jarosław Kwapień, and Stanisław Drożdż. "Financial Return Distributions: Past, Present, and COVID-19." Entropy 23, no. 7 (2021): 884. http://dx.doi.org/10.3390/e23070884.

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We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities. Based on recent data from the years 2017–2020, we model tails of the return distributions at different time scales by using power-law, stretched exponential, and q-Gaussian functions. We focus on the fitted function parameters and how they change over the years by comparing our results with those from earlier studies and find that, on the time horizons of up to a few minutes, the so-called “inverse-cubic power-la

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28

Carlsen, Laura. "Mexico’s Youth Protest a Return to the Past." Dissent 60, no. 1 (2013): 10–15. http://dx.doi.org/10.1353/dss.2013.0010.

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Sharpe, Andrew N. "A Return To The `Truth' Of The Past." Social & Legal Studies 18, no. 2 (2009): 259–63. http://dx.doi.org/10.1177/0964663909103633.

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Drożdż, S., M. Forczek, J. Kwapień, P. Oświe¸cimka, and R. Rak. "Stock market return distributions: From past to present." Physica A: Statistical Mechanics and its Applications 383, no. 1 (2007): 59–64. http://dx.doi.org/10.1016/j.physa.2007.04.130.

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31

Gerstner, David A. "Past the Post?: Screening Progress and Fascism's Return." tripleC: Communication, Capitalism & Critique. Open Access Journal for a Global Sustainable Information Society 15, no. 1 (2017): 73–81. http://dx.doi.org/10.31269/triplec.v15i1.838.

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The 2016 presidential election triggers many unanticipated responses. Emotions run high. Political activists discover newfound energy. One’s place in the world has been unfixed, troubled, and unsettled. Philosophers and artists, stunned, rethink the terms for their critical positions and the formal aesthetics that shape their work. The moment is thus rife with anxiety in search of a response. As a film scholar, I find myself driven to script a response. Ironically, as I write I feel paused in time and space. My unfixedness in the shadow of the election put in motion what can best be described

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32

Zisser, Eyal. "The ‘Struggle for Syria’: Return to the Past?" Mediterranean Politics 17, no. 1 (2012): 105–10. http://dx.doi.org/10.1080/13629395.2012.655048.

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Ding, David K., Hardjo Koerniadi, and Chandrasekhar Krishnamurti. "What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements?" Journal of Risk and Financial Management 13, no. 8 (2020): 176. http://dx.doi.org/10.3390/jrfm13080176.

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Recent academic studies document that open market share repurchase announcements in the United States generate significantly lower returns than those reported in earlier studies. We find that the lower announcement return is associated with an increasing number of subsequent announcements in the more recent periods. Although the announcement period return from the initial announcement is positive, subsequent announcement returns are significantly decreasing. Further, we find that the decreasing returns of subsequent announcements are attributed to firms with negative past repurchase announceme

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Sharma, Gagandeep, Divya Sharma, and Shreshtha Singh. "Efficiency and Performance of Top Indian Pharmaceutical Firms: A Comparative Analysis." Edumania-An International Multidisciplinary Journal 02, no. 02 (2024): 165–74. http://dx.doi.org/10.59231/edumania/9045.

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The Indian pharmaceutical industry has made significant strides in the past five decades and is an important contributor to the provision of quality healthcare services in any economy. This paper studies the efficiency of selected top ten pharmaceutical companies by applying Data Envelopment Analysis (DEA) under constant return to scale (CRS) model and variable returns t ale (VRS) model. The inputs used in the study are assets, salaries, and wages. The outputs used are Return on Asset, and Net Profits. The study found Divis Laboratories and Sun Pharma to be most efficient under CRS and Sun Pha

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Titman, Sheridan, K. C. John Wei, and Feixue Xie. "Capital Investments and Stock Returns." Journal of Financial and Quantitative Analysis 39, no. 4 (2004): 677–700. http://dx.doi.org/10.1017/s0022109000003173.

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AbstractFirms that substantially increase capital investments subsequently achieve negative benchmark-adjusted returns. The negative abnormal capital investment/return relation is shown to be stronger for firms that have greater investment discretion, i.e., firms with higher cash flows and lower debt ratios, and is shown to be significant only in time periods when hostile takeovers were less prevalent. These observations are consistent with the hypothesis that investors tend to underreact to the empire building implications of increased investment expenditures. Although firms that increase cap

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Sabenova, Baltaim, Indira Baubekova, Gulmira Issayeva, Zarema Bigeldiyeva, and Artur Bolganbayev. "Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan." International Journal of Energy Economics and Policy 13, no. 2 (2023): 200–206. http://dx.doi.org/10.32479/ijeep.14054.

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Kazakhstan Stock Exchange (KASE) is established on November 17, 1993, with the participation of 23 leading Kazakh banks under the leadership of the National Bank of the Republic of Kazakhstan. KASE has had an important position in the country's economy since then. This study comparatively analyses the volatility structures of the return of the KASE Composite Index and the returns of the oil and energy companies traded in the KASE in the period between 5.01.2021 and 4.01.2023. The preliminary test (ARCH LM) showed that the volatility structure of the past period is effective on the current peri

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N, Bhavya, N. S. Viswanath, Navya Gubbi Sateeshchandra, and Samrat Ray, Dean. "Computer Usage and Product Returns - A Study of Consumers in India." Journal of Management World 2025, no. 2 (2025): 280–85. https://doi.org/10.53935/jomw.v2024i4.914.

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Research on the management of product returns has gained significant attention in recent years, as it has become an integral part of a company's overall supply chain strategy. Several past studies have suggested that the diverse purposes for which consumers utilize computers, ranging from online shopping and product research to general communication, can have a profound impact on the frequency and characteristics of product returns. Higher the usage of computers higher is the returns. The study explores the relationship between computer usage purposes and product returns in Bengaluru city, Ind

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Xue, Wenhui. "Analyzing the data from beverage companies to evaluate the validity of the Fama-French three-factor model." BCP Business & Management 34 (December 14, 2022): 243–48. http://dx.doi.org/10.54691/bcpbm.v34i.3020.

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The Fama-Fench 3-factor model (FF3) is one of the most commonly used models for valuing companies. It is curious to see whether this model can reasonably capture the changes in the treacherous stock market and accurately predict the expected returns of a company in practice. In this article, machine learning is adopted to analyze data from the past five years in terms of the 10-year t-bill return as the risk free rate and the S&P 500 rate of return as the market rate of return to compare and analyses the rate of return of Nestle, Danone, Unilever, Coca-Cola and PepsiCo over the past five y

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Mukhoti, Sujay, and Pritam Ranjan. "Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors." International Journal of Statistics and Probability 5, no. 4 (2016): 102. http://dx.doi.org/10.5539/ijsp.v5n4p102.

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In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in log-return and latent volatility process are uncorrelated, which is unrealistic. It turns out that if a non-zero correlation is included in the SVM (e.g., \cite{Shephard05}), then the expected log-return at time $t$ conditional on the past returns is non-zero, which is not a desirable feature of an efficient stock market. In this paper, we propose a mean-correction for such an SVM for discrete-time returns with non-z

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BRESSAN, SILVIA, and ALEX WEISSENSTEINER. "THE RELATIONSHIP BETWEEN STOCK RETURN SKEWNESS AND BANK FEATURES." Journal of Financial Management, Markets and Institutions 06, no. 02 (2018): 1850010. http://dx.doi.org/10.1142/s2282717x1850010x.

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This paper studies to what extent bank-specific characteristics relate to stock return skewness. The main finding is that stock return skewness decreases significantly in bank size, measured in terms of total assets, i.e stocks of large banks are less skewed than those of small banks. This result holds for backward-looking skewness computed using the past stock returns, as well as for forward-looking skewness extracted from stock options. We interpret the empirical evidence by arguing that bank size increases the likelihood to have severe losses, to the point that investors expect to be compen

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Min, Jae Hoon. "Are Korea individual investors irrational in initial public offering (IPO) market? An explanation from the winner’s curse perspective." Asian Academy of Management Journal of Accounting and Finance 18, no. 1 (2022): 33–58. http://dx.doi.org/10.21315/aamjaf2022.18.1.2.

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Individual investors are often regarded as irrational sentiment investors whose investment behaviour is affected by psychological factors. This study measures the actual investment return of individual investors who participated in initial price offering (IPO) stock investment in the Korean market from the short-term and long-term perspective and investigates the relationship with IPO characteristics that affect the investment sentiment of individual investors. Even though the underpricing of IPO stocks on the first day of listing on average reached 31% over the past 13 years, individual inves

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Browarczyk, Monika. "“If I return this time I must return greater...”." Cracow Indological Studies 22, no. 1 (2020): 19–54. http://dx.doi.org/10.12797/cis.22.2020.01.02.

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“If I return this time I must return greater...” Kunwar Narain: His Reminiscences and Retellings of the Past Kunwar Narain (1927-2017), an eminent Hindi poet and writer, in his interviews, introductions to published works and public speeches discusses at length matters connected to his writing, poetry and aesthetics, but is somewhat reluctant to share details of his private life. The article is divided into two parts: the former studies the few and far between references Narain made to his own life in his para-textual writings and the latter close reads four of his poems and a short-stor

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Bong-Chan Kho and 김진우. "Who Drives Return Reversals of Lottery Stocks with Extreme Past Returns in Korean Stock Market?" KOREAN JOURNAL OF FINANCIAL MANAGEMENT 34, no. 3 (2017): 61–89. http://dx.doi.org/10.22510/kjofm.2017.34.3.003.

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Panda, Ajaya Kumar, and Swagatika Nanda. "A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America." Global Business Review 19, no. 6 (2018): 1538–53. http://dx.doi.org/10.1177/0972150918793554.

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The present study attempts to capture the return volatility and the extent of dynamic conditional correlation between the stock markets of North America region. The data contain weekly stock market returns spanning from the second week of 1995 to the fourth week of June 2016. Using univariate ARCH and GARCH approaches, the study finds evidence of return volatility and its persistence within the region. Mexican stock market neither reacts intensely to immediate market fluctuations nor the part of the realized past volatility spill over to the current period, whereas the stock markets of Canada

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Anderson, Hamish, Ben Marshall, and Xiao Wang. "Cross-sectional return patterns in New Zealand’s registered and OTC stock markets." Pacific Accounting Review 27, no. 1 (2015): 51–68. http://dx.doi.org/10.1108/par-09-2012-0036.

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Purpose – This paper aims to examine whether the cross-sectional return patterns in New Zealand’s main stock market (NZSX) are also present in the alternative (NZAX) and over-the-counter (Unlisted) markets. Design/methodology/approach – Cross-sectional regressions of monthly stock returns on well-known pricing factors including firm size, book-to-market (B/M) ratio, liquidity and past returns were run. The NZSX sample commenced in 1988 and continued through to 2011, while data are available for the Unlisted and NZAX markets from 2004 to 2011. Findings – The pricing factors that are important i

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Golubchikov, Yu N. "Return to neptunism: review article." International Journal of Hydrology 5, no. 1 (2021): 1–7. http://dx.doi.org/10.15406/ijh.2021.05.00259.

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The article tries to revive the traditions of neptunizm. The neptunist Cuvier believed that «the fossil is the key to the past. The past is characterized by a radical break with the present, perhaps it even proceeded according to another physical laws. This is evidenced by the fossils. With the modern action of physical forces, all the deceased remnants decompose. Fossils could have formed during catastrophically rapid burial with reliable isolation from oxygen. The present is the key to the past according to the lawyer Lyell. The past is like the present. It contains an incredible amount of t

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Petersen, J. Andrew, and V. Kumar. "Are Product Returns a Necessary Evil? Antecedents and Consequences." Journal of Marketing 73, no. 3 (2009): 35–51. http://dx.doi.org/10.1509/jmkg.73.3.035.

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The firm–customer exchange process consists of three key parts: (1) firm-initiated marketing communications, (2) customer buying behavior, and (3) customer product return behavior. To date, the literature in marketing has largely focused on how marketing communications affect customer buying behavior and, to some extent, how past buying behavior affects a firm's decisions to initiate future marketing communications. However, the literature on product returns is sparse, especially in relation to analyzing individual customer product return behavior. Although the magnitude of the value of produc

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Pradeep, K. V., and K. Simmy. "Unlocking the Secrets of Sensex Returns: The Crucial Role of Valuation in Different Time Horizons." International Journal of Accounting and Business Finance 10, no. 1 (2024): 49–63. http://dx.doi.org/10.4038/ijabf.v10i1.151.

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The study attempts to analyse the return generated by BSE Sensex for the past 24 years and the risk associated with investments in different periods. The study also explores the relationship between valuation ratios and Sensex returns. For this purpose, Sensex data (Index value, Price-earnings ratio, Price-to-book value) for 24 years (1998 to 2022) is taken. The data is analysed using Compounded Annual Growth Rate (CAGR) for different time periods along with standard deviation to assess the return and risk. The association between valuation ratios and index return is analysed using correlation

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Nurita, Dea. "Dispotition Effect And Momentum." MANAJERIAL 9, no. 02 (2022): 202. http://dx.doi.org/10.30587/jurnalmanajerial.v9i02.3918.

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Background - An important challenge for behavioral finance is to find a direct relationship between the behavior of individual investors and asset price dynamics. One of irrational investors are most conspicuous in the financial markets is the tendency of some investors to sell winner stocks too early and keep losers stocks too long, called the disposition effect. Disposition effect can trigger a momentum in the stock price. Aim - To examine the past returns and disposition effect in predicting the momentum of stock returns. Desaign / methodology / approach - The data used in this study is wee

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Broad, John. "WHIGS AND DEER-STEALERS IN OTHER GUISES: A RETURN TO THE ORIGINS OF THE BLACK ACT." Past and Present 119, no. 1 (1988): 56–72. http://dx.doi.org/10.1093/past/119.1.56.

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