Stock Returns

Editat de George I. Ellison
Notă GoodReads:
en Limba Engleză Hardback – 19 May 2010
In finance, rate of return (ROR) is the ratio of money gained or lost on an investment relative to the amount of money invested. This amount of money gained or lost may be referred to as interest, profit/loss, gain/loss, or net income/loss. The money invested may be referred to as the asset, capital, principal, or the cost basis of the investment. ROI is usually expressed as a percentage rather than a fraction. Investments generate cash flow to the investor to compensate the investor for the time value of money. The main factors that are used by investors to determine the rate of return at which they are willing to invest money include estimates of future inflation rates, estimates regarding the risk of the investment and whether or not the investors want the money available ("liquid") for other uses. This new book gathers the latest research from around the world on this topic.
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ISBN-13: 9781607414582
ISBN-10: 1607414589
Pagini: 284
Ilustrații: tables & charts
Dimensiuni: 188 x 264 x 21 mm
Greutate: 0.7 kg
Ediția: New.
Editura: Nova Science Publishers Inc
Locul publicării: United States


Preface; Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience; Analysts' Dividend Forecasts as a Basis for Portfolio Selection and for the Calculation of Market Risk Premia; A New Test for Serial Correlation in Stock Returns; Income Trusts Governance and Performance: Time for a Post-mortem; Stocks, Consumption, and Wealth: Some Evidence from the Tokyo Stock Exchange; Innovations in the Pharmaceutical Industry and the Stock Market's Reaction: Does the Business Cycle Matter?; Prediction of Stock Returns Using the Artificial Neural Network: Evidence from Developed and Developing Countries; Study of Investors' Preference on Spot and Futures Markets; Monetary Policy Shifts and Stock Returns: Evidence from UK Panel Data; CAC-40 Stock Market Index: Long Memory in the Returns and in the Volatility Processes at Different Data Frequencies; Central Bank Policies and Stock Returns; Modelling and Forecasting Volatility Dynamics Using Quadratic GARCH-Factor Models: Empirical Evidence from International Foreign Exchange Markets; Should We Expect Significant Out-of-Sample Results when Predicting Stock Returns?; Index.