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Relevant bibliographies by topics / Rate of return

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Academic literature on the topic 'Rate of return'

Author: Grafiati

Published: 4 June 2021

Last updated: 9 June 2025

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Journal articles on the topic "Rate of return"

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Okechukwu, Izunobi Anthony, Nzotta Samuel Mbadike, Ugwuanyim Geoffrey, and Benedict Anayochukwu Ozurumba. "Effects of Exchange Rate, Interest Rate, and Inflation on Stock Market Returns Volatility in Nigeria." INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND BUSINESS ADMINISTRATION 5, no. 6 (2019): 38–47. http://dx.doi.org/10.18775/ijmsba.1849-5664-5419.2014.56.1005.

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This study employed GARCH (1.1) techniques to evaluate the existence of high stock market returns volatility, and the impact of the exchange rate, interest rate and inflation on stock market returns in Nigeria, using monthly series data from 1995 – 2014. Excessive volatility hinders the stock market from playing its role of Mobilizing, financial resources from surplus units to deficit units and may cause a financial crisis. The research finding shows that interest rate has a negative relationship with stock market returns, while the inflation rate and exchange rate have a positive relationship with stock market returns. The conclusion therefore is, there is high and persistent volatility in the Nigerian stock market returns. Exchange rate, interest rate, and inflation significantly impact stock market return volatility in Nigeria. The study recommends that regulatory authorities should take proactive steps to minimize stock market return in order to restore confidence in the market.

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Valach, Josef. "Internal Rate of Return or Modified Internal Rate of Return." Český finanční a účetní časopis 2013, no. 3 (October 1, 2013): 114–21. http://dx.doi.org/10.18267/j.cfuc.375.

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Cornelius, Frederick J. "Calculating Returns: Different Rate of Return Formulae = Different Results." CFA Digest 32, no. 2 (May 2002): 71–72. http://dx.doi.org/10.2469/dig.v32.n2.1079.

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Ze-To, Samuel Y. M. "Expected Stock Returns and Option-Implied Rate of Return." Journal of Mathematical Finance 02, no. 04 (2012): 169–279. http://dx.doi.org/10.4236/jmf.2012.24030.

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Poudel, Min Raj. "Survey on Rate of Return on Investment in Education." Interdisciplinary Research in Education 7, no. 1 (September 5, 2022): 129–46. http://dx.doi.org/10.3126/ire.v7i1.47505.

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The rate of return to education is the sum of discounted benefits and costs. It shows the relatively profitable sector for a secure investment. The main objective of this study is to review and analyze the volume of the rate of return to education. The literature review, survey design was used, and the materials were collected using purposive sampling. The analysis concludes that the rate of return on education can be analyzed based on the additional year of schooling, sex, levels of education, occupations, geographical regions, countries, and sectors. Different studies conducted in different countries reveal that the size of the rate of return differs according to the categories mentioned above. It means that overall returns to education seem highly heterogeneous. Likewise, most studies show that the private rate of returns for females is higher than that of males; the tertiary level's returns are higher than the other levels, and the urban sector's returns are higher than that of the rural sector.

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Zhang, Guangfeng, Qiong Zhang, and Muhammad Tariq Majeed. "Exchange Rate Determination and Forecasting: Can the Microstructure Approach Rescue Us from the Exchange Rate Disparity?" ISRN Economics 2013 (December 18, 2013): 1–12. http://dx.doi.org/10.1155/2013/724259.

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Using two measures of private information and high-frequency transaction data from the leading interdealer electronic broking system Reuters D2000-2, we examine the association between exchange rate return and contemporaneous order flow and the predictability power of lagged order flow on the future exchange rate return. Our empirical analysis demonstrates that at high frequency (5, 10, 15, 20, 25, and 30 min) there exists strong positive association between exchange rate returns and contemporaneous order flow. However, the results indicate weak predictability of order flow on the future exchange rate return.

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WONG, HOCK TSEN. "REAL EXCHANGE RATE RETURNS AND REAL STOCK PRICE RETURNS IN THE STOCK MARKET OF MALAYSIA." Singapore Economic Review 64, no. 05 (December 12, 2016): 1319–49. http://dx.doi.org/10.1142/s0217590816500387.

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This study examines the relationships between real exchange rate returns and real stock price returns in the stock market of Malaysia. The Kwiatkowski, Phillips, Schmidt and Shin (KPSS) and Dickey and Fuller (DF) unit root test statistics show that all the variables examined are found to be stationary in the first differences. The constant conditional correlation (CCC)-multivariate generalized autoregressive conditional heteroskedasticity (MGARCH) model shows that real exchange rate return of Malaysian ringgit against the United States dollar (RM/USD) and real stock price return of Kuala Lumpur Composite Index (KLCI) are found to be negative and significantly correlated. However, there is insignificant correlation between real exchange rate return of Malaysian ringgit against Japanese Yen (RM/¥) and real stock price return of KLCI. Moreover, the CCC-MGARCH models show that real exchange rate returns and real stock price returns of some stocks are found to be significantly correlated. The KPSS unit root test statistics show that the time invariant conditional variances of real exchange rate returns and real stock price returns are mostly found to be stationary in the levels. There is no evidence of Granger causality between the time invariant conditional variances of real exchange rate returns and real stock price return of KLCI but some evidence of Granger causality between the time invariant conditional variances of real exchange rate returns and real stock price returns. There is a link between the exchange rate market and the stock market in Malaysia but not every real stock price return is significantly linked with real exchange rate return.

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Burnham, Laurie. "High Rate of Return." Scientific American 259, no. 6 (December 1988): 22–23. http://dx.doi.org/10.1038/scientificamerican1288-22b.

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Shultz, Harris S. "Internal Rate of Return." Mathematics Teacher 98, no. 8 (April 2005): 531–33. http://dx.doi.org/10.5951/mt.98.8.0531.

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The Principles and Standards for School Mathematics (NCTM 2000, pp. 65–66) states, “School mathematics experiences at all levels should include opportunities to learn about mathematics by working on problems arising in contexts outside of mathematics. These connections can be to other subject areas and disciplines as well as to students' daily lives.” In this article we shall see that the discipline of finance can provide rich real–life applications of mathematics.

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Mariam Mathews, Merry. "Mathematics of Finance: Internal Rate of Return (IRR)." International Journal of Science and Research (IJSR) 12, no. 12 (December 5, 2023): 863–64. http://dx.doi.org/10.21275/sr231209195431.

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Dissertations / Theses on the topic "Rate of return"

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Stettler, Martin. "Statistische Betrachtungen zur Non-Return-Rate von Prüfstieren /." [S.l : s.n.], 1987. http://www.ub.unibe.ch/content/bibliotheken_sammlungen/sondersammlungen/dissen_bestellformular/index_ger.html.

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Bigham, Joshua D. "Return on investment in the public sector /." Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2004. http://library.nps.navy.mil/uhtbin/hyperion/04Dec%5FBigham.pdf.

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Vigoles, Anna Frances. "Empirical aspects of the rate of return to education." Thesis, University of Newcastle Upon Tyne, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262921.

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Kim, Young Do. "Return distributions and applications." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2007. http://wwwlib.umi.com/cr/ucsd/fullcit?p3266772.

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Thesis (Ph. D.)--University of California, San Diego, 2007.<br>Title from first page of PDF file (viewed August 7, 2007). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references.

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Homer, Jason B. "Collecting, retrieving and analyzing Knowledge Value Added (KVA) data from U.S. navy vessels afloat." Thesis, Monterey, California : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/Sep/09Sep%5FHomer.pdf.

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Thesis (M.S. in Information Warfare Systems Engineering)--Naval Postgraduate School, September 2009.<br>Thesis Advisor(s): Housel, Thomas J. ; Bergin, Richard D. "September 2009." Description based on title screen as viewed on November 9, 2009. Author(s) subject terms: ROI, return on investment, ROA, return on asset, IT ROI, IT performance, IT valuation, KVA, Knowledge Value Added, public sector finance. Includes bibliographical references (p. 65). Also available in print.

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Wong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /." [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.

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Kotze, Gerrit. "Commercial property : a required rate of return investigation / Gerrit Kotze." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1202.

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When faced with an investment opportunity in commercial real estate, the investor requires knowledge of the discount rate since it can be used to convert expected future cash flows from the property in today's terms and in doing so, place a value on the property. The so-called required rate of return would be the appropriate conversion rate since it compensates the investor for risk and, if attainable, will induce the investor to invest. An inaccurate assessment of the discount rate could, depending on the direction of the error, lead to a potential over or under estimation of the property value. A number of single or multiple variable frameworks for required return have been derived by other researchers for the US, UK and EU property markets. Each of the variables encountered in these frameworks acts as a proxy for some aspect of systematic risk associated with the investment. However, locally, such models are either not extensively published or well described and are limited to single explanatory variables. Some professionals prefer to avoid frameworks and simply divert to qualitative, gut-feel and experienced based considerations in order to derive at required return rate. This dissertation addressed the possible local need for an explanatory framework of required return on commercial property. The scope of work entailed: (i) a review of the literature to establish the theoretical determinants of return and (ii) an empirical study to test a short-list of parameters for Retail, Offices and Industrial sites in Cape Town, Pretoria, Bloemfontein and Durban, respectively. Three categories of explanatory variables were identified: (i) Capital market variables and alternative investment opportunities in the form of stocks on the JSE, (ii) economic activity indicators and (iii) property market fundamental parameters. The empirical study entailed a three-phase methodology, which included the following steps: (i) data sampling and processing, (ii) screening variables through the simple regression and correlation coefficients and (iii) multiple regression complemented by statistical significance testing. Between 69% and 98.2 % (alpha=O.1) of the variation in returns could be explained in terms of the variation by the explanatory variables that passed the rigorous screening process. The relative good results are likely to be related to the higher explanatory power of the multi-factor approach. The remaining unexplained portion of return can potentially be decreased by using larger samples and pursuing some of the other recommendations for additional research.<br>Thesis (M.B.A.)--North-West University, Potchefstroom Campus, 2006.

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Åkerström, Paul Linus Martin. "RETURN PATTERNS PROXIMAL TO CENTRAL BANK RATE DECISION ANNOUNCEMENTS : OMX 30 excess return and monetary policy announcements." Thesis, Stockholms universitet, Finansiering, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-105824.

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In this study, it is determined that excess returns on the OMX 30 are confirmed to rise in anticipation of monetary policy decisions made by the central banks of Sweden and The United States of America. Those findings were manifested at a greater magnitude on the first day prior to the announcements and on a statistically significant level one day prior to monetary policy decisions from the Federal Open Market Committee. Moreover, excess returns beyond the average rate were found to be substantially higher on the first and third day prior monetary policy decisions from the Swedish Central bank (Riksbanken) albeit not on a statistically significant level. The results drawn from the data in the study were reinforced by findings in similar tests conducted during times of global recession.

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Zhang, Jie. "Two essays on empirical asset pricing : 1. Forecasted earnings per share and the cross section of expected returns and 2. The limits to arbitrage and the fundamental value-to-price trading strategies /." View abstract or full-text, 2006. http://library.ust.hk/cgi/db/thesis.pl?FINA%202006%20ZHANG.

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Lee, John Byong Tek. "Higher idiosyncratic moments and the cross-section of expected stock returns /." Thesis, Connect to this title online; UW restricted, 2008. http://hdl.handle.net/1773/8710.

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Books on the topic "Rate of return"

1

Thompson, Robert B. Return on investment. 4th ed. Saranac Lake, N.Y: American Management Association, 1994.

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2

Oulton, Nicholas. The social rate of return to investment. London: National Institute of Economic and Social Research, 1996.

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Plewa, Franklin James. Keys to improving your return to investment (ROI). New York: Barrons, 1991.

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Scott, David Logan. Understanding and managing investment risk & return. Chicago, Ill: Probus Pub., 1990.

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Canning, David. The social rate of return on infrastructure investments. Washington, DC (1818 H St., NW, Washington 20433): World Bank, Development Research Group, Public Economics, 2000.

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Bekaert, Geert. International stock return comovements. Cambridge, Mass: National Bureau of Economic Research, 2005.

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Cummins, J. David, and Scott E. Harrington, eds. Fair Rate of Return in Property-Liability Insurance. Dordrecht: Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-015-7753-3.

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8

Collins, Brett. On calculating the break-even rate of return. Melbourne: University of Melbourne. Graduate School of Management, 1988.

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David, Cummins J., and Harrington Scott E, eds. Fair rate of return in property-liability insurance. Boston: Kluwer-Nijhoff Pub., 1987.

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Hetherington, Bill. Estimating the rate of return for gas transportation. London: Office of Gas Supply, 1992.

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Book chapters on the topic "Rate of return"

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Hagemann, Harald. "Internal rate of return." In Capital Theory, 195–99. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-20861-6_16.

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Magni, Carlo Alberto. "Internal Rate of Return." In Investment Decisions and the Logic of Valuation, 487–554. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-27662-1_9.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 6692–95. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_798.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_798-1.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_798-2.

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Vasigh, Bijan, and Javad Gorjidooz. "Rate of Return Analysis." In Engineering Economics for Aviation and Aerospace, 142–65. 2nd ed. London: Routledge, 2025. https://doi.org/10.4324/9781003469759-7.

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Thompson, Howard E. "Beyond Rate of Return Regulation." In Regulatory Finance, 213–22. Boston, MA: Springer US, 1991. http://dx.doi.org/10.1007/978-1-4615-3948-3_15.

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Magni, Carlo Alberto. "Average Internal Rate of Return." In Investment Decisions and the Logic of Valuation, 415–86. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-27662-1_8.

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Ruegg, Rosalie T., and Harold E. Marshall. "Internal Rate-of-Return (IRR)." In Building Economics: Theory and Practice, 67–78. Boston, MA: Springer US, 1990. http://dx.doi.org/10.1007/978-1-4757-4688-4_5.

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Ruegg, Rosalie T., and Harold E. Marshall. "Overall Rate-of-Return (ORR)." In Building Economics: Theory and Practice, 79–91. Boston, MA: Springer US, 1990. http://dx.doi.org/10.1007/978-1-4757-4688-4_6.

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Conference papers on the topic "Rate of return"

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Bhattacharya, Puranjoy, Indranil Sikder, Kiran Srinivas Janapareddy, Manikandan Vandavasi, Angad Arora, and Xingshu Sun. "Return Rate Prediction Using an Ensemble of Models." In 2024 IEEE 21st India Council International Conference (INDICON), 1–6. IEEE, 2024. https://doi.org/10.1109/indicon63790.2024.10958394.

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Muramoto, Kenta, and Yasuhiro Koike. "Ultra-Low Bit Error Rate Plastic Optical Fiber Link with Enhanced Optical Return Loss Tolerance and Alignment Robustness for Advanced PAM4 Transceiver Design." In Optical Fiber Communication Conference, M3J.7. Washington, D.C.: Optica Publishing Group, 2025. https://doi.org/10.1364/ofc.2025.m3j.7.

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Ultra-low bit error rate graded-index plastic optical fiber link with enhanced optical return loss tolerance and alignment robustness is proposed, enabling simplified PAM4 transceiver design and offering a cost-effective solution for data center interconnects.

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Krishnamurthy, Prashant, P. Balasubramanian, and Deepti Mohan. "Study on relationship between exchange rate return and various stock indices returns." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073533.

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Terry, R. E., and M. P. Ehman. "Internal Rate of Return: Friend or Foe?" In SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 1985. http://dx.doi.org/10.2118/13771-ms.

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Limani, Ramadan. "Internal Rate of Return and Corresponding Effective Interest Rate for Loans." In University for Business and Technology International Conference. Pristina, Kosovo: University for Business and Technology, 2017. http://dx.doi.org/10.33107/ubt-ic.2017.260.

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Emrich, C., D. Shaw, S. Reasoner, and D. Ponto. "Codell Restimulations Evolve to 200% Rate of Return." In SPE Production and Operations Symposium. Society of Petroleum Engineers, 2001. http://dx.doi.org/10.2118/67211-ms.

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Yuan, Yifei. "Analysis of Influencing Factors of Stock Return Rate." In International Conference on Data Analysis and Machine Learning. SCITEPRESS - Science and Technology Publications, 2023. http://dx.doi.org/10.5220/0012801600003885.

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Inoma, Akitoshi. "A New Project Evaluation Tool —Risked Rate of Return." In SPE Asia Pacific Conference on Integrated Modelling for Asset Management. Society of Petroleum Engineers, 2000. http://dx.doi.org/10.2118/59456-ms.

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Chen, Jiajia. "Relationships between Return of Stock Price Index and Interest Rate." In 8th International Conference on Management and Computer Science (ICMCS 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/icmcs-18.2018.84.

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Malchev, Bojan. "Financial Performance Indicators and Stock Returns: A Decade-Long Analysis of MBI10 Firms in North Macedonia." In Economic and Business Trends Shaping the Future. Ss Cyril and Methodius University, Faculty of Economics-Skopje, 2023. http://dx.doi.org/10.47063/ebtsf.2023.0008.

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This paper investigates the relationship between financial performance indicators and annual stock returns of the MBI10 companies in North Macedonia over a ten-year period from 2013 to 2022. A total of 100 observations from the Macedonian stock market index (MBI10) are analyzed, using audited financial statements as the primary data source. The financial performance indicators studied include Return on Assets (ROA), Return on Equity (ROE), Earnings per Share (EPS), and Dividend per Share (DPS). A multiple linear regression model is applied to examine the impact of these indicators on annual stock returns, with the model estimated through ordinary least squares (OLS) estimation. The research tests four hypotheses, aiming to establish significant positive relationships between ROA and Stock Return, as well as EPS and Stock Return. The results confirm the hypotheses related to ROA and EPS, with significant positive impacts on Stock Return. However, the relationships between ROE, DPS, and Stock Return lack statistical significance. The findings suggest that the financial performance indicators considered in this study only account for a limited proportion (4.9%) of the variations in Stock Return, indicating the influence of other essential factors not included in the model. To enhance the reliability of the findings, a robustness check was conducted by introducing two control variables: Macedonian GDP annual real growth rates, and DAX30 Index annual rate of return. The regression model, including these control variables, exhibited almost the same results as the model without them. Furthermore, the model with the control variables demonstrated a slightly higher Adjusted R Square value (0.058) compared to the model without them (0.049), implying a slightly improved explanatory power.This study highlights the complexities of the Macedonian stock market and emphasizes the importance of investigating additional factors that significantly contribute to stock price movements and returns in this specific market context.

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Reports on the topic "Rate of return"

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Jordà, Òscar, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick, and Alan Taylor. The Rate of Return on Everything, 1870–2015. Cambridge, MA: National Bureau of Economic Research, December 2017. http://dx.doi.org/10.3386/w24112.

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Genesove, David, and Wallace Mullin. Predation and Its Rate of Return: The Sugar Industry, 1887-1914. Cambridge, MA: National Bureau of Economic Research, May 1997. http://dx.doi.org/10.3386/w6032.

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Heckman, James, Seong Hyeok Moon, Rodrigo Pinto, Peter Savelyev, and Adam Yavitz. The Rate of Return to the High/Scope Perry Preschool Program. Cambridge, MA: National Bureau of Economic Research, November 2009. http://dx.doi.org/10.3386/w15471.

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Schankerman, Mark. Revisions and Investment Plans and the Stock Market Rate of Return. Cambridge, MA: National Bureau of Economic Research, December 1991. http://dx.doi.org/10.3386/w3937.

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Abel, Andrew. On the Invariance of the Rate of Return to Convex Adjustment Costs. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8635.

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Abel, Andrew B. On the Invariance of the Rate of Return to Convex Adjustment Costs. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8649.

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Diamond, Rebecca, and William Diamond. Racial Differences in the Total Rate of Return on Owner-Occupied Housing. Cambridge, MA: National Bureau of Economic Research, September 2024. http://dx.doi.org/10.3386/w32916.

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Miller, Kevin, and Heather Richardson. Electric Vehicle Supply Equipment and Considerations for a Reasonable Rate of Return. Office of Scientific and Technical Information (OSTI), August 2024. https://doi.org/10.2172/2562139.

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Karlsson, Hyunjoo Kim, and Yushu Li. Investigation of Swedish krona exchange rate volatilityby APARCH-Support Vector Regression. Department of Economics and Statistics, Linnaeus University, June 2024. http://dx.doi.org/10.15626/ns.wp.2024.10.

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This paper investigates daily exchange rate volatility behaviors with a focus on a small open economy’s currency, the Swedish krona (SEK), against four currencies: the U.S. dollar, Euro, the Pound Sterling (GBP), and the Norwegian krone (NOK) over the whole period from Jan. 2010 to March 2023, whereas the whole period is divided into different sub-sample periods based on the economic events. In the framework of APARCH models, we find that volatility behavior of the Swedish krona (SEK) exchange rates varies across different currency pairs (SEK being included in all cases) and sub-sample periods. Precisely, a negative asymmetric return-volatility relationship was found for the case of the SEK/EUR exchange rate, while an inverted asymmetric relationship was detected in the case of SEK/NOK exchange rate. Significant asymmetric effects of volatility in the SEK/USD and SEK/GBP exchange rates were not observed for either the whole period or the three sub-sample periods. As the return of exchange rate are all non-normally distributed, we then use a distribution-free support vector machine-based regression, called support vector regression (SVR), to estimate and forecast volatility in the framework of the chosen APARCH model for each krona exchange rate. The result shows that the SVR-APARCH based volatility forecasting performs better than the forecasting based on APARCH model estimated by maximum likelihood estimation (MLE).

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Genakoplos, John, Olivia Mitchell, and Stephen Zeldes. Would a Privatized Social Security System Really Pay a Higher Rate of Return. Cambridge, MA: National Bureau of Economic Research, May 2000. http://dx.doi.org/10.3386/w6713.

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