Books on the topic 'Stock prices; Returns'

Asquith, Paul. Short interest and stock returns. National Bureau of Economic Research, 2004.

Lamont, Owen A. Investment plans and stock returns. National Bureau of Economic Research, 1999.

Jones, Charles M. Short sale constraints and stock returns. National Bureau of Economic Research, 2001.

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

A, Sinquefield Rex, and Institute of Chartered Financial Analysts. Research Foundation., eds. Stocks, bonds, bills, and inflation: Historical returns (1926-1987). Research Foundation of the Institute of Chartered Financial Analysts, 1989.

Calvet, Laurent E. Multifrequency news and stock returns. National Bureau of Economic Research, 2005.

Calvet, Laurent E. Multifrequency news and stock returns. National Bureau of Economic Research, 2005.

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

Lamont, Owen A. Financial constraints and stock returns. National Bureau of Economic Research, 1997.

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

Campbell, John Y. Trading volume and serial correlation in stock returns. National Bureau of Economic Research, 1992.

Volume and the nonlinear dynamics of stock returns. Springer, 1998.

Wolfers, Justin. Diagnosing discrimination: Stock returns and CEO gender. National Bureau of Economic Research, 2006.

Wolfers, Justin. Diagnosing discrimination: Stock returns and CEO gender. IZA, 2006.

Campbell, John Y. Dispersion and volatility in stock returns: An empirical investigation. National Bureau of Economic Research, 1999.

Geert, Bekaert. Stock and bond returns with moody investors. National Bureau of Economic Research, 2006.

Lettau, Martin. Consumption, aggregate wealth and expected stock returns. Federal Reserve Bank of New York, 1999.

Parker, Jonathan A. Consumption risk and expected stock returns. National Bureau of Economic Research, 2003.

Parker, Jonathan A. Consumption risk and expected stock returns. Woodrow Wilson School of Public and International Affairs, 2003.

Huberman, Gur. Size and industry-related covariations of stock returns. Tel Aviv University, Faculty of Management, The Leon Recanati Graduate School of Business Administration, 1988.

Anomalies in stock returns on a thin security market. Swedish School of Economics and Business Administration, 1986.

Baker, Malcolm. Investor sentiment and the cross-section of stock returns. National Bureau of Economic Research, 2004.

Grinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? National Bureau of Economic Research, 2002.

Catão, Luis. Country and industry dynamics in stock returns. International Monetary Fund, Research Department, 2003.

R, Nelson Charles. Predictable stock returns: Reality or statistical illusion? National Bureau of Economic Research, 1990.

Campbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. National Bureau of Economic Research, 2005.

Campbell, John Y. Growth or glamour?: Fundamentals and systematic risk in stock returns. National Bureau of Economic Research, 2005.

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

Krichene, Noureddine. Modeling stochastic volatility with application to stock returns. International Monetary Fund, African Department, 2003.

Schwert, G. William. Stock returns and real activity: A century of evidence. National Bureau of Economic Research, 1990.

Daniel, Kent. Explaining the cross-section of stock returns in Japan: Factors or characteristics? National Bureau of Economic Research, 1999.

Cheung, Yin-Wong. A search for long memory in international stock market returns. City Polytechnic of Hong Kong, Department of Economics and Finance, 1995.

Daniel, Kent. Evidence on the characteristics of cross sectional variation in stock returns. National Bureau of Economic Research, 1996.

Barberis, Nicholas. Mental accounting, loss aversion, and individual stock returns. National Bureau of Economic Research, 2001.

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.

Özçam, Mustafa. An analysis of the macroeconomic factors that determine stock returns in Turkey. Sermaye Piyasası Kurulu, 1997.

Chen, Joseph. Forecasting crashes: Trading volume, past returns and conditional skewness in stock prices. National Bureau of Economic Research, 2000.

Ferson, Wayne E. Conditioning variables and the cross-section of stock returns. National Bureau of Economic Research, 1999.

Hartl, Stefan. Trading volume and noise in financial markets and their relation to stock prices and stock returns. typescript, 1995.

Wills, Gráinne. Do stockbroker recommendations lead to 'informed' investors making abnormal returns? University College Dublin, 1995.

Chan, Ka-Keung Ceajer. Information, trading and stock returns: Lessons from dually-listed securities. National Bureau of Economic Research, 1994.

House prices, stock returns, national accounts and the Riksbank balance sheet, 1620-2012. Ekerlids Förlag, 2014.

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.

Guidolin, Massimo. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. Federal Reserve Bank of St. Louis, 2005.

Dokko, Yoon. Stock market returns and inflation: The effects of economic uncertainty. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.

Niskanen, Jyrki. The association of stock returns with international accounting standards (IAS) earnings: evidence from listed Finnish firms. European Institute for Advanced Studies in Management, 1992.

John, Clark. Foreign investment fluctuations and emerging market stock returns: The case of Mexico. Federal Reserve Bank of New York, 1997.

Lin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. National Bureau of Economic Research, 1991.

Martikainen, Teppo. The individual and incremental significance of the economic determinants of stock returns and systematic risk. Universitas Wasaensis, 1990.

Green, Christopher J. British Stock Market prices and returns over three centuries: A review of statistical methods and data sources. Loughborough University, Department of Economics, 1997.