Do stop-loss rules add value in international equity market allocation?

2021 ◽  
pp. 1-14
Author(s):  
Bochuan Dai ◽  
Ben R. Marshall ◽  
Nhut Hoang Nguyen ◽  
Nuttawat Visaltanachoti
Keyword(s):  
Equity Market ◽  
International Equity ◽  
Market Allocation ◽  
Stop Loss

Do Stop-loss Rules Add Value in International Equity Market Allocation?

2020 ◽  
Author(s):  
Bochuan Dai ◽  
Ben R. Marshall ◽  
Nhut H. Nguyen ◽  
Nuttawat Visaltanachoti
Keyword(s):  
Equity Market ◽  
International Equity ◽  
Market Allocation ◽  
Stop Loss

scholarly journals The dynamics of international equity market expectations

2005 ◽  
Vol 77 (2) ◽  
pp. 257-288 ◽  
Author(s):  
M BRENNAN ◽  
H HENRYCAO ◽  
N STRONG ◽  
X XU
Keyword(s):  
Equity Market ◽  
International Equity ◽  
Market Expectations

scholarly journals Asset Growth and Future Stock Returns: Insight from International Equity Markets

2021 ◽  
Vol 14 (11) ◽  
pp. 1
Author(s):  
Muhammad Emdadul Haque
Keyword(s):  
Stock Returns ◽  
Stock Return ◽  
Optimal Investment ◽  
Equity Market ◽  
Accounting Quality ◽  
Cross Sectional ◽  
International Equity Markets ◽  
International Equity ◽  
Asset Growth ◽  
The Cross

The main purpose of this research is to examine the cross-sectional connection between asset growth and stock returns in the international equity market during 2016-2020. Firms in international equity markets, subsequently experience lower stock returns with higher asset growth rates, consistent with the United States evidence. If capital markets are well-developed stocks efficiently priced then the negative AG effect on returns is likely to be stronger, but different to country characteristics representing accounting quality, investor protection, and limits to arbitrage. The research is to examine the cross-sectional connection between the asset growth and stock return in the international equity market is likely due to optimal investment effect than due to market timing, overinvestment, or other forms of mispricing. The evidence suggests that the cross-sectional association between the AG effect and stock return is more likely due to an optimal investment effect than due to overinvestment, mispricing or market timing. The findings of the research support Copper et al (2008) however, the weakening of the accounting quality decreases the AG effect magnitude which contradicts the mispricing-based arguments.

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