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Books on the topic 'Return of stocks'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

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

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2

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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3

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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4

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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5

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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6

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

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7

Arumugam, S. Day of the week effects in stock returns: An empirical evidence from Indian Equity Markets. UTI Institute of Capital Markets, 1997.

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8

Laakkonen, Arto. Return, risk, and distribution statistics of common stocks. [University of Vaasa], 1988.

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9

Madhusoodanan, T. P. Risk and return: A new look at the Indian Stock Market. UTI Institute of Capital Markets, 1996.

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10

Chan, Louis K. C. The risk and return from factors. National Bureau of Economic Research, 1997.

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11

Mitchell, Jason D. Seasonalities in China's stock markets: Cultural or structural? International Monetary Fund, Monetary and Financial Systems Dept., 2006.

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12

Mastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. Economics Division, Bank of England, 1991.

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13

Mastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. Bank of England, 1991.

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14

Santos, José Evaristo dos. Os retornos no mercado acionário brasileiro e a distibuição hiperbólica: Um estudo empírico. Escola de Administração de Empresas de São Paulo, Fundação Getulio Vargas, Núcleo de Pesquisas e Publicações, 2002.

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15

Bauer, Gregory H. The monetary origins of asymmetric information in international equity markets. Federal Reserve Board, 2006.

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16

Bauer, Gregory H. The monetary origins of asymmetric information in international equity markets. Bank of Canada, 2004.

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17

Mehra, Rajnish. The equity premium in India. National Bureau of Economic Research, 2006.

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18

Lettau, Martin. Reconciling the return predictability evidence. National Bureau of Economic Research, 2006.

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19

Canarella, Giorgio. NAFTA stock markets: Dynamic return and volatility linkages. Nova Science Publishers, 2009.

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20

Guo, Hui. Uncovering the risk-return relation in the stock market. Federal Reserve Bank of St. Louis, 2001.

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21

Guo, Hui. Uncovering the risk-return relation in the stock market. National Bureau of Economic Research, 2003.

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22

Northcott, Alan. The complete guide to investing in short-term trading: How to earn high rates of return safely. Atlantic Pub. Group, 2008.

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23

Johnson, F. The uncertain information hypothesis: A test for the UK market. University College Dublin, 1996.

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24

Barberis, Nicholas. Comovement. National Bureau of Economic Research, 2002.

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25

McCarthy, Kevin A. Using economic variables to explain stock market returns. University CollegeDublin, 1996.

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26

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

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27

Ghysels, Eric. There is a risk-return tradeoff after all. National Bureau of Economic Research, 2004.

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28

Ghysels, Eric. There is a risk-return tradeoff after all. National Bureau of Economic Research, 2004.

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29

Andrew, Ang, and National Bureau of Economic Research., eds. The cross-section of volatility and expected returns. National Bureau of Economic Research, 2004.

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30

Brandt, Michael W. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. National Bureau of Economic Research, 2002.

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31

Campbell, John Y. Understanding risk and return. National Bureau of Economic Research, 1993.

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32

Northcott, Alan. The complete guide to using candlestick charting: How to earn high rates of return-safely. Atlantic Pub. Group, 2009.

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33

F, Drach Robert, ed. High-return, low-risk investment: Using stock selection and market timing. 2nd ed. McGraw-Hill, 1993.

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34

Titman, Sheridan. Capital investments and stock returns. National Bureau of Economic Research, 2003.

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35

I, Ellison George, ed. Stock returns cyclicity, prediction and economic consequences. Nova Science Publishers, 2009.

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36

I, Ellison George, ed. Stock returns cyclicity, prediction and economic consequences. Nova Science Publishers, 2009.

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37

Pástor, Lubos̆. The equity premium and structural breaks. National Bureau of Economic Research, 2000.

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38

Claessens, Stijn. The cross-section of stock returns: Evidence from the emerging markets. World Bank, Policy Research Dept., Environment, Infrastructure, and Agriculture Division, and World Development Report Office, and International Finance Corporation, Economics Dept., 1995.

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39

Goyal, Amit. Predicting the equity premium with dividend ratios. National Bureau of Economic Research, 2002.

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40

Khan, Mohsin S. Inflation and financial depth. International Monetary Fund, IMF Institute, 2001.

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41

R, Srinivasan. Cost of equity and leverage under "fair" rate-of return regulation. Indian Institute of Management Bangalore, 2007.

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42

Hecht, Peter. Explaining returns with cash-flow proxies. National Bureau of Economic Research, 2005.

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43

Jermann, Urban J. The equity premium implied by production. National Bureau of Economic Research, 2006.

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44

Campbell, Sean D. Stock returns and expected business conditions: Half a century of direct evidence. National Bureau of Economic Research, 2005.

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45

Campbell, John Y. Estimating the real rate of return on stocks over the long term. Social Security Advisory Board, 2001.

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46

Jacobsen, Ben. Time series properties of stock returns. Kluwer Bedrijfsinformatie, 1997.

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47

Madhusoodanan, T. P. Mean reversion in the Indian Stock Market. UTI Institute of Capital Markets, 1996.

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48

Ferson, Wayne E. Weak and semi-strong form stock return predictability, revisited. National Bureau of Economic Research, 2004.

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49

Ferson, Wayne E. Weak and semi-strong form stock return predictability revisited. National Bureau of Economic Research, 2005.

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50

Ferson, Wayne E. Weak and semi-strong form stock return predictability, revisited. National Bureau of Economic Research, 2004.

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