Recapitalization of One Class of Common Stock into Dual-class: Growth and Long-run Stock Returns

2003 ◽  
Author(s):  
Valentin Dimitrov ◽  
Prem C. Jain
Keyword(s):  
Stock Returns ◽  
Common Stock ◽  
Long Run ◽  
Dual Class

Long‐Run Common Stock Returns Following Stock Splits and Reverse Splits

1997 ◽  
Vol 70 (3) ◽  
pp. 409-433 ◽  
Author(s):  
Hemang Desai ◽  
Prem C. Jain
Keyword(s):  
Stock Returns ◽  
Stock Splits ◽  
Common Stock ◽  
Long Run

A Fundamental Preferences Model of Common Stock Returns

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 30-31
Author(s):  
Laurie Effron
Keyword(s):  
Stock Returns ◽  
Common Stock

scholarly journals Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019)

2021 ◽  
Vol 14 (3) ◽  
pp. 127
Author(s):  
Marco Tronzano
Keyword(s):  
Stock Returns ◽  
Risk Premium ◽  
Financial Crises ◽  
Stock Price ◽  
Financial Risk ◽  
Swiss Franc ◽  
Chinese Stock Market ◽  
Stock Market Index ◽  
Defensive Role ◽  
Long Run

This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two “safe-haven” assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are documented during almost all financial crises; moreover, in line with the recent literature, the defensive role of gold and the Swiss Franc in asset portfolios is highlighted. Focusing on a new set of macroeconomic and financial series, a significant impact of these variables on stock returns correlations is found, notably in the case of the world equity risk premium. Finally, long-run risks are detected in all asset portfolios including the Chinese stock market index. Overall, this empirical evidence is of interest for researchers, financial risk managers and policy makers.

Are There Long Cycles in Common Stock Returns?

1988 ◽  
Vol 55 (1) ◽  
pp. 141 ◽  
Author(s):  
Kursat Aydogan ◽  
G. Geoffrey Booth
Keyword(s):  
Stock Returns ◽  
Common Stock ◽  
Long Cycles
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