نتایج جستجو برای: lagged returns effects
تعداد نتایج: 1576677 فیلتر نتایج به سال:
This paper provides a global asset pricing perspective on the debate over the relation between predetermined attributes of common stocks, such as ratios of price-to-bookvalue, cash̄ow, earnings, and other variables to the future returns. Some argue that such variables may be used to ®nd securities that are systematically undervalued by the market, while others argue that the measures are proxies...
Prediction of stock returns has always been one of the most important issues in finance. Investors have attracted to use of Fama-French Five-Factor Model (FFFFM) as one of the powerful methods for pricing financial assets and predicting the stock returns. This research investigates the predictability of stock returns by including some important firms features namely cash holdings, dividend rate...
We decompose the textual data in a daily Norwegian business newspaper into news topics, and we investigate their predictive causal role for asset prices. Our findings suggest that published through mass media has significant, persistent, potentially economically profitable power returns. Moreover, during an exogenous strike, returns firms particularly exposed to our measure experience substanti...
We assessed the effect of daily variations in ambient air pollutants on exhaled nitric oxide fraction (F(eNO)) using data from a cohort of school children with large differences in air pollutant exposures from the Children's Health Study. Based on a cohort of 2,240 school children from 13 Southern Californian communities, cumulative lagged average regression models were fitted to determine the ...
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