نتایج جستجو برای: return on equity
تعداد نتایج: 8447577 فیلتر نتایج به سال:
This paper evaluates whether the medium-term risk of the stock market is sufficient to explain its high average rate of return relative to a risk-free investment. The medium-term risk of stocks is measured by the covariance of a market return over a quarter and consumption growth over horizons of one to three years. The medium-term risk of equity in aggregate consumption data is an order of mag...
This paper examines the validity of the Sharpe-Linter-Black Capital Asset Pricing Model (CAPM) to stocks traded on the Barbados, Jamaica and Trinidad & Tobago Stock Exchanges. Tests of the CAPM are based on portfolio betas made up of stocks emanating from all three exchanges and are carried out on the alternative multifactor specification proposed by Fama and French (1992), extended to include ...
Existing empirical research investigating the size of the equity premium has largely consisted of a series of innovations around a common theme: producing a better estimate of the equity premium by using better data or a better estimation technique. The equity premium estimate that emerges from most of this work matches one moment of the data alone: the mean difference between an estimate of th...
We provide empirical evidence that investors are influenced by their coworkers when they make equity investment decisions. Using a rich dataset of 401(k) plans, we show that individuals are likely to increase (decrease) their risky share when they have lower (higher) equity exposure than their coworkers in the past period. The effect is especially strong when the difference of equity exposure i...
There is now extensive evidence that individual investors have a strong tendency to invest in domestic rather than foreign equity. This “home bias in portfolios can potentially have important implications for economic behavior and economic policy. For one, it suggests that extra savings in a country will be invested primarily at home, consistent with the evidence for a lack of international cap...
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