- Evidence of predictability in the cross|section of bank stock returns🔍
- Evidence of predictability in the cross|section of bank stock returns ...🔍
- Predictability in the cross|section of European bank stock returns🔍
- The Cross|Section of Expected Stock Returns.🔍
- Cross|sectional returns predictability for emerging market banks🔍
- Investor Sentiment and the Cross|Section of Stock Returns🔍
- Expectations and the Cross|Section of Stock Returns🔍
- The Cross|Section of Expected Stock Returns🔍
Evidence of predictability in the cross|section of bank stock returns
Evidence of predictability in the cross-section of bank stock returns
We examine predictability in the cross-section of bank stock returns using information contained in individual bank fundamental variables.
Evidence of predictability in the cross-section of bank stock returns
This paper documents predictability in the cross-section of bank stock returns using variables that have been shown in previous banking studies to be related ...
Evidence of predictability in the cross-section of bank stock returns ...
In this paper, we examine the predictability of the cross-section of bank stock returns by taking advantage of the unique set of industry characteristics ...
Evidence of predictability in the cross-section of bank stock returns
Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of ...
Evidence of predictability in the cross-section of bank stock returns
Semantic Scholar extracted view of "Evidence of predictability in the cross-section of bank stock returns" by Michael J. Cooper et al.
Evidence of predictability in the cross-section of bank stock returns
Evidence of predictability in the cross-section of bank stock returns ... Related works: This item may be available elsewhere in EconPapers: ...
Predictability in the cross-section of European bank stock returns
Abstract. This paper investigates the impact of individual bank fundamental variables on stock market returns using data from a panel of 235 European banks ...
Predictability in the cross-section of European bank stock returns
Abstract. This paper investigates the impact of individual bank fundamental variables on stock market returns using data from a panel of 235 European banks ...
Thus, a simple size sort seems to support the SLB prediction of a positive relation between ẞ and average return. But the evidence is muddied by the tight ...
Cross-sectional returns predictability for emerging market banks
... returns at individual bank level, cross section of banks and portfolio comprising banks. ... Evidence of predictability in the cross-section of ...
Investor Sentiment and the Cross-Section of Stock Returns
This expla- nation would account for the predictability evidence by either time variation in rational, market-wide risk premia or time variation in the cross- ...
To provide evidence on the role of forecast errors in driving the predictability of stock returns, I use survey data on stock market analysts' forecasts as ...
The Cross-Section of Expected Stock Returns - jstor
But the evidence is muddied by the tight relation between size and the /s of size portfolios. The portfolios formed on the basis of the ranked market /3s of ...
... returns based on the CRSP daily delisting file into our return data. Our proposed predictive variable of the cross-section of average stock returns is formed.
What drives EU banks' stock returns? Bank-level evidence using the ...
Cooper, M. J., W. E. Jackson, and G. A. Patterson (2003): “Evidence of Predictability in the Cross-Section of Bank Stock Returns,” Journal of. Banking and ...
The predictability of cross-sectional returns in high frequency
... return forecasts of Dow Jones stocks, using the cross-section of lagged ... So, there is no evidence of predictability in the cross-sectional returns of large ...
Do Cross-Sectional Predictors Contain Systematic Information?
Financial researchers have examined the predictability of stock returns for over a ... evidence of return predictability in the cross-section of stocks. More ...
The Cross-Section of Stock Returns: Evidence from Emerging Markets
As tenuous as the relationship between ß and returns may be, other risk factors apparently influence U.S. equity market returns significantly: ...
Predictability in the cross-section of European bank stock returns
... In Leledakis and Staikouras (2004), loan quality is important in explaining the cross-sections of bank stock returns. Bessler et al. (2008) ...
Economic Links and Cross-Predictability of Stock Returns: Evidence ...
This gives rise to a cross-predictability effect in returns from one stock to another (Menzly and Ozbas, 2010), and is consistent with gradual information ...