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Relevant bibliographies by topics / Stock Returns

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Academic literature on the topic 'Stock Returns'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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Journal articles on the topic "Stock Returns"

1

Miasary, Seftina Diyah. "PENERAPAN VECTOR AUTOREGRESSIVE (VAR) DALAM MEMPREDIKSI RETURN SAHAM DI INDONESIA." Jurnal Edukasi dan Sains Matematika (JES-MAT) 8, no. 2 (2022): 171–80. http://dx.doi.org/10.25134/jes-mat.v8i2.6225.

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The rate of return (return) and risk are inseparable in investing activities. One equilibrium model that describes the relationship between return and risk assumes that the expected return is influenced by more than one macroeconomic factor. Furthermore, the causal relationship between stock returns and macroeconomic factor returns was analyzed using VAR. The application of VAR in this study is to predict stock returns through the stages of checking data stationarity, determining the optimal lag length, testing Granger causality between variables, estimating VAR model parameters and Portmantea

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Zevallos, Mauricio, and Carlos del Carpio. "Metal Returns, Stock Returns and Stock Market Volatility." Economia 38, no. 75 (2015): 101–22. http://dx.doi.org/10.18800/economia.201501.003.

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Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal returns. This research is a first attempt to explore these issues using international metal prices and the prices of the most important mining stocks on the BVL and the IGBVL index. To achieve this, we use univariate GARCH models to model individual volatilities, and the Exponentially Weighted Moving Av

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Tahmat, Tahmat, Fitria Lilyana, and Listi Maulida Sapitri. "The effects of macroeconomic factors on stock return: LQ45 Indonesia stock market." Adpebi International Journal of Multidisciplinary Sciences 1, no. 1 (2022): 447–54. https://doi.org/10.54099/aijms.v1i1.289.

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Purpose – This study aims to analyze the money supply, economic growth, Rupiah exchange rate, and indeks dow jones on stock return, either partially o simultaneously. Methodology/approach - The population in this study is LQ45 shares which are listed in IDX statistical reports on the Indonesia Stock Exchange from 2010 to 2020. Based on the technique of purposive sampling.,17 issuers met the criteria. The type of research is quantitative research with secondary data. The research method uses descriptive and verification methods. The data analysis technique is a multiple linear regression analys

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Monita, Sonya Dwi. "Pengaruh Return On Equity dan Debt To Equity Ratio terhadap Return Saham dengan Price To Book Value sebagai Variabel Intervening." Journal of Business and Economics (JBE) UPI YPTK 7, no. 3 (2022): 402–8. http://dx.doi.org/10.35134/jbeupiyptk.v7i3.191.

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This study aims to determine the effect of Return On Equity (ROE) and Debt Equity Ratio (DER) on stock returns with Price To Book Value (PBV) as an intervening variable in Manufacturing companies listed on the Indonesia Stock Exchange 2017-2021. The sample in this study was taken by purposive sampling method on manufacturing stocks listed on the Indonesia Stock Exchange 2017-2021. The number of samples used as many as 118 companies. The analytical method of this research is using multiple linear regression analysis method. The results of this study indicate that Return On Equity (ROE) has a si

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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 (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 Lumpu

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Vidović, Jelena. "Risk-return-volume causality on the Croatian stock market." Ekonomski vjesnik 37, no. 1 (2024): 79–92. http://dx.doi.org/10.51680/ev.37.1.6.

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Purpose: Causality between stock returns, volatility and traded volume for 10 most liquid stocks from Zagreb Stock Exchange (ZSE) is examined in this paper. Methodology: The paper relies on historical daily data regarding return, standard deviation and turnover for the period from 2015 to 2021. Vector Autoregressive Models (VARs) were estimated for each stock in-dividually. Based on estimated VAR models, Granger-causality tests were performed to estimate causality between trading volume, stock returns and volatility for most liquid stocks from the Croatian stock market. Results: Results strong

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Kim, Dongnyoung, and Tih Koon Tan. "Ex-post stock return behaviour of corporate restructurings and corporate control." Review of Accounting and Finance 15, no. 4 (2016): 484–98. http://dx.doi.org/10.1108/raf-05-2015-0066.

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Purpose This paper aims to investigate the correlation between stock returns of the parent and newly created entity and the degree of return skewness in parents in the three different corporate restructurings. Design/methodology/approach Using a sample of spin-offs, equity carve-outs and tracking stocks, ordinary least squares regression is used to test the relationship between stock return correlation as well as stock return skewness and the type of corporate restructurings. Findings Tracking stock offering has the largest correlation in stock returns, whereas spin-off has the least correlati

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Lumban Batu, Leon Franciscus, Rina Br Bukit, and Narumondang Bulan Siregar. "Return on Equity, Cash Ratio & Debt Equity Ratio Affect Stock Returns in the Banking Industry Listed on the IDX With Non-Performing Loans as a Moderating Variable." International Journal of Research and Review 10, no. 7 (2023): 867–77. http://dx.doi.org/10.52403/ijrr.202307101.

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This study aims to determine the effect of return on equity, cash ratio and debt to equity ratio on stock returns in the banking industry listed on the IDX with non-performing loans as a moderating variable. The research design used is the simple design method. The population used in this study are banking companies listed on the Indonesia stock exchange for the 2016-2021 period, with a total sample of 26 companies using 156 data samples. The data analysis technique used is panel data analysis using the e-views program. The results of the study show that Return on equity has a positive and ins

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Naifi Naufal. "ANALISIS PORTOFOLIO BERBASIS CAPM PADA SAHAM-SAHAM JAKARTA ISLAMIC INDEKS (JII) SELAMA MASA PANDEMI COVID-19." Jurnal Ilmiah Manajemen, Ekonomi dan Akuntansi 5, no. 1 (2025): 78–93. https://doi.org/10.55606/jurimea.v5i1.879.

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This research aims to analyze the performance of stock portfolios included in the Jakarta Islamic Index (JII) during the COVID-19 pandemic using the Capital Asset Pricing Model (CAPM). The COVID-19 pandemic has significantly impacted global financial markets, including the Indonesian stock market. Using daily stock price data from January 2020 to June 2023, this study evaluates the risk and returns of JII stock portfolios. CAPM analysis is used to determine whether these stocks provide returns commensurate with the risks taken during the pandemic period. Portfolio analysis was conducted on com

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Heny Sidanti and Annisa Istikhomah. "The Effect Of Stock Price, Share Return, Share Trading Volume, And Return Variant On Bid-Ask Spread On Textile And Garment Companies Listed On The Indonesia Stock Exchange, 2019-2020." International Journal of Science, Technology & Management 2, no. 4 (2021): 1357–66. http://dx.doi.org/10.46729/ijstm.v2i4.269.

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This study aims to obtain empirical evidence of the effect of Stock Price, Stock Return, Stock Trading Volume, and Return Variant on the Bid-Ask Spread of Stocks in Textile and Garment Companies Listed in Indonesia Stock Exchange in 2019-2020. The stock price used is the stock price recorded at the end of each closing period (closing price), stock returns are measured using the difference between returns on the research day and before the study divided by returns on the day before the study, stock trading volume is measured by the number of shares traded at the time of the study. t is divided

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Dissertations / Theses on the topic "Stock Returns"

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Zevallos, Mauricio, and Carlos del Carpio. "Metal Returns, Stock Returns and Stock Market Volatility." Economía, 2015. http://repositorio.pucp.edu.pe/index/handle/123456789/118122.

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Given the extensive participation of mining stocks in the Peruvian stock market, the Lima Stock Exchange (BVL) provides an ideal setting for exploring both the impact of metal returns on mining stock returns and stock market volatility, and the comovements between mining stock returns and metal returns. This research is a first attempt to explore these issues using international metal prices and the prices of the most important mining stocks on the BVL and the IGBVL index. To achieve this, we use univariate GARCH models to model individual volatilities, and the Exponentially Weighted Moving Av

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Kunze, Karl-Kuno, and Hans Gerhard Strohe. "Antipersistence in German stock returns." Universität Potsdam, 2010. http://opus.kobv.de/ubp/volltexte/2010/4558/.

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Persistence of stock returns is an extensively studied and discussed theme in the analysis of financial markets. Antipersistence is usually attributed to volatilities. However, not only volatilities but also stock returns can exhibit antipersistence. Antipersistent noise has a somewhat rougher appearance than Gaussian noise. Heuristically spoken, price movements are more likely followed by movements in the opposite direction than in the same direction. The pertaining integrated process exhibits a smaller range – prices seem to stay in the vicinity of the initial value. We apply a widely used t

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Brookins, Benjamin David Lee. "Investor sentiment and stock returns." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/88379.

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Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2014.<br>Title as it appears in MIT degrees awarded booklet, February 2014: Sentiment shocks and stock returns. Cataloged from PDF version of thesis.<br>Includes bibliographical references (page 45).<br>Since Keynes coined the term animal spirits economists have been debating what the real impact human psychology is on economic variables. The major challenge in identifying these effects is the close ties between negative (positive) emotions and poor (good) future real outlook. I exploit a hi

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BARADARANNIA, Mohammadreza. "Liquidity And Expected Stock Returns." Thesis, The University of Sydney, 2013. http://hdl.handle.net/2123/9367.

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Liquidity is among the primary attributes of many investment plans and financial instruments. In the Financial Services industry, portfolio managers tailor portfolios to fit their clients’ investment horizons and liquidity objectives and consider illiquidity costs in managing their portfolios. The impact of illiquidity on expected stock returns has been the centre of many studies over the past decade. This thesis employs a low-frequency proxy for the effective spreads, recently developed by Holden (2009) and examines three research problems in liquidity-equity pricing. In research problem 1,

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Abhakorn, Pongrapeeporn. "The cross-section of stock returns." Thesis, University of York, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.428059.

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Rytchkov, Oleg. "Essays on predictability of stock returns." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/42333.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2007.<br>Includes bibliographical references.<br>This thesis consists of three chapters exploring predictability of stock returns. In the first chapter, I suggest a new approach to analysis of stock return predictability. Instead of relying on predictive regressions, I employ a state space framework. Acknowledging that expected returns and expected dividends are unobservable, I use the Kalman filter technique to extract them from the observed history of realized dividends and returns. The suggested approach exp

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Setiono, Bambang. "Financial statement information and stock returns." Thesis, University of Manchester, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.629949.

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This research investigates the relation between stock returns and financial statement information. There are two main objectives of this research. The first objective is to investigate the ability of financial statement information to predict stock returns. The second objective is to investigate the degree to which the UK stock market anticipates or reacts with a delay to earnings, book value, and other nonearnings information. There are two prediction analyses performed in this study: indirect prediction of stock returns via earnings and direct prediction of stock returns. Using the indirect

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Klähn, Judith. "The predictability of German stock returns /." Wiesbaden : Wiesbaden : Deutscher Universitäts-Verlag ; Gabler, 2000. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=008969264&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Lin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.

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Kruger, Theunis Lodewicus. "Dividend stability, dividend yield and stock returns on the Johannesburg Stock Exchange." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52241.

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Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: This study investigates the relationship between dividends and stock returns on the Johannesburg Stock Exchange (JSE). In this mini study project a regression model is used to investigate the relationship between dividend yield portfolios and stock returns. Each of these dividend yield portfolios are further subdivided into dividend stability portfolios which together with a regression model are used to investigate the relationship between dividend stability and stock returns on the JSE. It follows from this study that th

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Books on the topic "Stock Returns"

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McMillan, David G. Predicting Stock Returns. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-69008-7.

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Livdan, Dmitry. Financially constrained stock returns. National Bureau of Economic Research, 2006.

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Hjalmarsson, Erik. Predicting global stock returns. Federal Reserve Board, 2008.

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Schwert, G. William. Heteroskedasticity in stock returns. National Bureau of Economic Research, 1989.

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

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

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

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

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

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

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Book chapters on the topic "Stock Returns"

1

McMillan, David G. "Introduction." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_1.

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McMillan, David G. "Where Does Returns and Cash-Flow Predictability Occur? Evidence from Stock Prices, Earnings, Dividends and Cointegration." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_2.

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McMillan, David G. "Forecasting Stock Returns—Historical Mean Vs. Dividend Yield: Rolling Regressions and Time-Variation." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_3.

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McMillan, David G. "Returns and Dividend Growth Switching Predictability." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_4.

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McMillan, David G. "Which Variables Predict and Forecast Stock Market Returns?" In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_5.

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McMillan, David G. "Forecast and Market Timing Power of the Model and the Role of Inflation." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_6.

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McMillan, David G. "Summary and Conclusion." In Predicting Stock Returns. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-69008-7_7.

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Politis, Dimitris N., Joseph P. Romano, and Michael Wolf. "Subsampling Stock Returns." In Springer Series in Statistics. Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4612-1554-7_13.

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Wu, Kekun. "Nonstationarity of Stock Returns." In Difference Equations, Discrete Dynamical Systems and Applications. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24747-2_12.

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Singh, Shveta, P. K. Jain, and Surendra Singh Yadav. "Volatility in Stock Returns." In India Studies in Business and Economics. Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-0868-9_7.

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Conference papers on the topic "Stock Returns"

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Pashkov, Nikita, and Ilya Makarov. "News Sentiment and Company Reports Impact on Stock Returns." In 2024 IEEE 28th International Conference on Intelligent Engineering Systems (INES). IEEE, 2024. http://dx.doi.org/10.1109/ines63318.2024.10629134.

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Bondili, Bala Karthikeya Singh, Sai Pavan Bolagani, and Rakshith Thatikonda. "Comparative Analysis of ML Algorithms for Forecasting Time Series Stock Returns." In 2025 4th International Conference on Sentiment Analysis and Deep Learning (ICSADL). IEEE, 2025. https://doi.org/10.1109/icsadl65848.2025.10933249.

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Lynch, John, and Brad Cannon. "Does Cross-Sectional Return Extrapolation Explain Anomalies?" In 5th World Conference on Business, Management, Finance, Economics, and Marketing. Eurasia Conferences, 2024. http://dx.doi.org/10.62422/978-81-968539-6-9-010.

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We provide evidence that dividend-paying stocks are less exposed to return extrapolation than non-dividend-paying stocks (capital-gain stocks). In particular, social media sentiment and analyst price targets of capital-gain stocks are each significantly more sensitive to past returns. Consistent with models of return extrapolation, capital-gain stocks earn higher momentum and long-term reversal returns. The significant difference in returns is not explained by factors nor stock characteristics related to dividend status. The value premium, however, is similar among both groups. Collectively, o

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Horng, Wann-Jyi, and Jun-Yen Lee. "An Impact of U.S. and U.K. Stock Return Rates' Volatility on the Stock Market Returns: An Evidence Study of Germany's Stock Market Returns." In 2008 Third International Conference on Convergence and Hybrid Information Technology (ICCIT). IEEE, 2008. http://dx.doi.org/10.1109/iccit.2008.415.

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Kim, Youngsoo, and Jung Chul Park. "PRESIDENTIAL POWER AND STOCK RETURNS." In 48th International Academic Conference, Copenhagen. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.048.026.

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Assagaf, Aminullah, Meithiana Indrasari, and Eddy Yunus. "Determinants of Stock Returns on the Indonesian Stock Exchange." In Proceedings of the 1st Asian Conference on Humanities, Industry, and Technology for Society, ACHITS 2019, 30-31 July 2019, Surabaya, Indonesia. EAI, 2019. http://dx.doi.org/10.4108/eai.30-7-2019.2287602.

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"ARE SECURITIZED REAL ESTATE RETURNS MORE PREDICTABLE THAN STOCK RETURNS?" In 15th Annual European Real Estate Society Conference: ERES Conference 2008. ERES, 2008. http://dx.doi.org/10.15396/eres2008_252.

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Chang, Ya-chi, Sheng-yun Yu, and Ruey-shii Chen. "Industry Concentration, Profitability and Stock Returns." In 2010 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2010. http://dx.doi.org/10.1109/iciii.2010.333.

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Zeng, Kailin, Ebenezer Fiifi Emire Atta Mills, Xiuzhi Zhang, and Shaolong Zeng. "Co-momentum and Stock Market Returns." In Proceedings of the Third International Conference on Economic and Business Management (FEBM 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/febm-18.2018.27.

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Xie, Mengni. "Chinese Investor Sentiment and Stock Returns." In 2016 International Conference on Economics and Management Innovations. Atlantis Press, 2016. http://dx.doi.org/10.2991/icemi-16.2016.39.

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Reports on the topic "Stock Returns"

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Schwert, G. William, and Paul Seguin. Heteroskedasticity in Stock Returns. National Bureau of Economic Research, 1989. http://dx.doi.org/10.3386/w2956.

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Livdan, Dmitry, Horacio Sapriza, and Lu Zhang. Financially Constrained Stock Returns. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w12555.

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Pastor, Lubos, and Pietro Veronesi. Political Cycles and Stock Returns. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23184.

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Bordalo, Pedro, Nicola Gennaioli, Rafael La Porta, and Andrei Shleifer. Diagnostic Expectations and Stock Returns. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23863.

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Maggio, Marco Di, Amir Kermani, and Kaveh Majlesi. Stock Market Returns and Consumption. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24262.

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Asquith, Paul, Parag Pathak, and Jay Ritter. Short Interest and Stock Returns. National Bureau of Economic Research, 2004. http://dx.doi.org/10.3386/w10434.

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Lamont, Owen, Christopher Polk, and Jesus Saa-Requejo. Financial Constraints and Stock Returns. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w6210.

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Lamont, Owen. Investment Plans and Stock Returns. National Bureau of Economic Research, 1999. http://dx.doi.org/10.3386/w6973.

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Chan, Konan, Louis K. Chan, Narasimhan Jegadeesh, and Josef Lakonishok. Earnings Quality and Stock Returns. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8308.

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Titman, Sheridan, K. C. John Wei, and Feixue Xie. Capital Investments and Stock Returns. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9951.

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