scholarly journals Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns

2021 ◽  
Vol 10 (1) ◽  
pp. 65-81
Author(s):  
Panayiotis C. Andreou ◽  
Anastasios Kagkadis ◽  
Paulo Maio ◽  
Dennis Philip
Keyword(s):  
Stock Returns ◽  
Predictive Inference

scholarly journals Nonparametric predictive inference for stock returns

2016 ◽  
Vol 44 (8) ◽  
pp. 1333-1349 ◽  
Author(s):  
Rebecca M. Baker ◽  
Tahani Coolen-Maturi ◽  
Frank P. A. Coolen
Keyword(s):  
Stock Returns ◽  
Predictive Inference ◽  
Nonparametric Predictive Inference

Predictive Inference Activation

2012 ◽  
Vol 71 (3) ◽  
pp. 141-148 ◽  
Author(s):  
Doriane Gras ◽  
Hubert Tardieu ◽  
Serge Nicolas
Keyword(s):  
Naming Task ◽  
Word Naming ◽  
Predictive Inference ◽  
Text Reading ◽  
Predictive Inferences

Predictive inferences are anticipations of what could happen next in the text we are reading. These inferences seem to be activated during reading, but a delay is necessary for their construction. To determine the length of this delay, we first used a classical word-naming task. In the second experiment, we used a Stroop-like task to verify that inference activation was not due to strategies applied during the naming task. The results show that predictive inferences are naturally activated during text reading, after approximately 1 s.

Freedom Indices and Capital Asset Pricing Model: Some Malaysian Evidence

2020 ◽  
Vol 1 (1) ◽  
pp. 1-21
Author(s):  
Ying Tay Lee ◽  
Devinaga Rasiah ◽  
Ming Ming Lai
Keyword(s):  
Human Rights ◽  
Asset Pricing ◽  
Stock Returns ◽  
Firm Size ◽  
Explanatory Power ◽  
Least Square ◽  
Press Freedom ◽  
Capital Asset Pricing ◽  
Capital Asset ◽  
Cross Sectional

Human rights and fundamental freedoms such as economic, political, and press freedoms vary widely from country to country. It creates opportunity and risk in investment decisions. Thus, this study is carried out to examine if the explanatory power of the model for capital asset pricing could be improved when these human rights movement indices are included in the model. The sample for this study comprises of 495 stocks listed in Bursa Malaysia, covering the sampling period from 2003 to 2013. The model applied in this study employed the pooled ordinary least square regression estimation. In addition, the robustness of the model is tested by using firm size as a controlled variable. The findings show that market beta as well as the economic and press freedom indices could explain the cross-sectional stock returns of the Malaysian stock market. By controlling the firm size, it adds marginally to the explanation of the extended CAP model which incorporated economic, political, and press freedom indices.

Geographic Concentration of Firm’s Income-Producing Assets and Stock Returns

2018 ◽  
Author(s):  
Stanimira Milcheva ◽  
Yildiray Yildirim ◽  
Zhu Bing
Keyword(s):  
Stock Returns ◽  
Geographic Concentration

The Long-Run Stock Returns Following Asset Sales: A Test of the Windows of Opportunity Hypothesis

2011 ◽  
Vol 25 (3) ◽  
pp. 381-399
Author(s):  
Yong Hyeon Kim
Keyword(s):  
Stock Returns ◽  
Asset Sales ◽  
Windows Of Opportunity ◽  
Long Run

The Impact of Dividend Announcement on Stock Returns

2016 ◽  
Vol 7 (1) ◽  
pp. 46
Author(s):  
Naik Priyanka Umesh ◽  
Nezvila Tracy Saldanha ◽  
Y. V. Reddy
Keyword(s):  
Stock Returns ◽  
The Impact

Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 41-42
Author(s):  
Johann U. de Villiers
Keyword(s):  
Stock Returns ◽  
Stock Markets ◽  
Trading Volume

Commonality in the Determinants of Expected Stock Returns

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 41-42
Author(s):  
Terence M. Lim
Keyword(s):  
Stock Returns ◽  
Expected Stock Returns

Are Stock Returns Predictable? A Critique of the Evidence

1990 ◽  
Vol 1990 (1) ◽  
pp. 38-43 ◽  
Author(s):  
Charles R. Nelson
Keyword(s):  
Stock Returns
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