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Seyyed Ali Paytakhti Oskooe
Pág. 179 - 183
This study examines whether the nonlinear adjustment dynamic of stock returns to the equilibrium level in an emerging stock market is symmetrical or asymmetrical. The empirical results suggest that the data generating process of Iran stock returns series...
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Antonio Jaramillo Dayag, Fernando L. Trinidad, Dr.
Pág. 51 - 57
Universal banks combine commercial loan services and public deposit functions with investment, and other services such as home and auto financing, mutual funds, pension and insurance to name a few. The importance of universal banks have been recognized i...
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Antonio Jaramillo Dayag, Fernando Trinidad
Pág. 172 - 181
Universal banks are important economic drivers in the Philippines since they provide the financial backbone for businesses and investments. Universal banks comprise 90% of the country?s banking system resources. Eleven [11] of the twenty-one [21] univers...
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Anggun Sundari, Dian Hakip Nurdiansyah
Pág. 98 - 106
This study has the aim of sizzling, analyzing and analyzing the operating flow and net income on stock returns in 2016-2019 in the agricultural sector. This study uses secondary data contained in the Indonesia Stock Exchange. With the sample technique ca...
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Prakash Pinto, Shakila Bolar, Iqbal Thonse Hawaldar, Aleyamma George and Abdelrhman Meero
One of the prominent types of calendar anomalies includes holiday effects, where stocks show abnormally higher mean returns on the days prior to holidays in comparison to other trading days. The current study investigates the existence of holiday effects...
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Nensi Ariani Guru Singa, Benny Rojeston Marnaek Nainggolan, Evaluasi Waruwu
Pág. 292 - 299
In Indonesia the development of the manufacturing industry is quite rapid, this can be seen from the development of manufacturing companies listed on the Indonesia Stock Exchange from year to year. This study aims to determine the effect of ROA variables...
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David Yechiam Aharon and Yossi Yagil
This paper investigates the direct theoretical relationship between the variance of stock returns (s2E) and financial leverage (L) considering both corporate and personal taxes. Using a dataset of U.S. industrial firms, we examine the variance of stock r...
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Hyung-Chan Jung,Hyun-Jung Nam
AbstractBackground: As financial professionals including policy-makers tend to base decisions on research performed using large machine-readable financial databases, the accuracy of the financial data provided by database companies has a direct impa...
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Jonathan Fletcher
This study uses the Bayesian approach to examine the incremental contribution of stock characteristics to the investment opportunity set in U.K. stock returns. The paper finds that size, book-to-market (BM) ratio, and momentum characteristics all make a ...
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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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Muhammed Monjurul Quadir
Pág. 480 - 487
This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series d...
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D. J. Bradfield
AbstractEvidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empir...
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D. J. Bradfield
AbstractEvidence from studies on the major stock exchanges world-wide suggests that stocks listed on these markets earn abnormally high returns in the month of January. In this article the seasonality of stocks on the Johannesburg Stock Exchange is empir...
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Arisky Andrinaldo, Husaini Husaini, Darman Usman, Ronal Aprianto
Pág. 396 - 403
In investing in capital markets, an investor needs to consider the expected level of return (Return). This study aims to examine whether financial performance (net income, NOPAT, EPS), EVA, and MVA significantly influence stock returns. The object of thi...
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Sakina Ichsani,Neneng Susanti,Agatha Rinta Suhardi
Pág. 179 - 187
The purpose of this study was to applicant the Arbitrage Pricing Theory model in the tobacco and cigarette industry listed on the IDX. The APT model in this study uses macroeconomic variables consisting of exports, inflation, exchange rates, GDP and econ...
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Li Zhao, Nathee Naktnasukanjn, Ahmad Yahya Dawod and Bin Zhang
The efficient capital markets hypothesis (EMH) posits that security prices incorporate all available information in capital markets. Nevertheless, real stock markets often exhibit speculative behavior due to information asymmetry and the limited rational...
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Maaz Khan, Mrestyal Khan, Umar Nawaz Kayani, Khurrum Shahzad Mughal and Roohi Mumtaz
This study investigates the returns spillovers across the equity markets of Asian emerging economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan, and Thailand). To achieve this objective, we used two different spillover...
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Hock-Ann Lee, Venus Khim-Sen Liew, Mohd Fahmi Ghazali and Samina Riaz
The COVID-19 outbreak slowed down global economic activities substantially, resulting in unrest in the financial markets, especially in the beginning of the pandemic outbreak. This study aims to investigate if COVID-19 caused abnormal returns in the US a...
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Jean-Pierre Gueyie, Mouhamadou Saliou Diallo and Mamadou Fadel Diallo
The objective of this paper is to study the contemporaneous relationship and the dynamic relationship between the stock index return and the trading volume on the Bourse Régionale des Valeurs Mobilières using daily data from 5 January 2015 to 31 October ...
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