Auswahl der wissenschaftlichen Literatur zum Thema „Rentabilités boursières“
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Zeitschriftenartikel zum Thema "Rentabilités boursières"
Stachowiak, Christine. „Prévisibilité des rentabilités boursières“. Économie & prévision 166, Nr. 5 (2004): 71. http://dx.doi.org/10.3917/ecop.166.0071.
Der volle Inhalt der QuelleBOITOUT, Nicolas, Fabrice HERVÉ und Mohamed ZOUAOUI. „Médias et sentiment sur les marchés actions européens : influence de la culture nationale“. Management international 20, Nr. 2 (25.05.2018): 134–56. http://dx.doi.org/10.7202/1046568ar.
Der volle Inhalt der QuelleANTAR, Monia. „Autosimilarité et mémoire longue : Les rendements des indices boursiers tunisiens sont-ils chaotiques ?“ Journal of Academic Finance 7, Nr. 2 (17.11.2016): 1–32. http://dx.doi.org/10.59051/joaf.v7i2.60.
Der volle Inhalt der QuelleMignon, Valérie. „Méthodes d'estimation de l'exposant de Hurst. Application aux rentabilités boursières“. Économie & prévision 132, Nr. 1 (1998): 193–214. http://dx.doi.org/10.3406/ecop.1998.5909.
Der volle Inhalt der QuelleStachowiak, Christine. „Prévisibilité des rentabilités boursières. Une étude empirique du marché boursier français sur données intraquotidiennes“. Économie & prévision 166, Nr. 5 (2004): 71–85. http://dx.doi.org/10.3406/ecop.2004.7382.
Der volle Inhalt der QuelleEssama, Gervais, und Huu Minh Mai. „Représentation probabiliste des rendements des actifs financiers : difficultés d’estimation et résultats empiriques“. Économie appliquée 47, Nr. 4 (1994): 133–66. http://dx.doi.org/10.3406/ecoap.1994.1537.
Der volle Inhalt der QuelleMaati, Jérôme, und Christine Maati-Sauvez. „Influence de la diversité d’âge et des valeurs des administrateurs sur la performance des sociétés“. Recherches en Sciences de Gestion N° 157, Nr. 4 (28.09.2023): 173–97. http://dx.doi.org/10.3917/resg.157.0173.
Der volle Inhalt der QuellePiluso, Nicolas. „L’effet de la gouvernance actionnariale sur l’emploi et le chômage : une revue de la littérature“. Revue de l’organisation responsable Vol. 19, Nr. 1 (15.03.2024): 43–54. http://dx.doi.org/10.3917/ror.191.0043.
Der volle Inhalt der QuelleBaudchon, Hélène, Odile Chagny, Thierry Latreille, Catherine Mathieu, Olivier Passet, Christine Rifflart und Paola Veroni. „Une certaine hésitation. Perspectives 2000-2001 pour l'économie mondiale“. Revue de l'OFCE 75, Nr. 4 (01.12.2000): 7–104. http://dx.doi.org/10.3917/reof.p2000.75n1.0007.
Der volle Inhalt der QuelleDissertationen zum Thema "Rentabilités boursières"
Ahmad, Hafiz Imtiaz. „Association entre rentabilités boursières et rentabilités comptables sur les marchés émergents“. Phd thesis, Université du Droit et de la Santé - Lille II, 2011. http://tel.archives-ouvertes.fr/tel-00609672.
Der volle Inhalt der QuelleMai, Huu Minh. „Prévisibilité des rentabilités boursières des actions françaises 1977-1990“. Paris 9, 1992. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1992PA090033.
Der volle Inhalt der QuelleL'objet de cette étude est d'examiner le comportement et les propriétés statistiques des rentabilités boursières des actions françaises et voir s'il est possible d'en tirer profit. Les hypothèses de normalité et de stationnarité des rentabilités, supposées vérifiées, sont fortement rejetées. Des tests de dépendance plus adaptés aux observations empiriques, sont comparés aux tests classiques : les rentabilités boursières des actions françaises ne suivent pas une marche aléatoire. Les stratégies d'arbitrage de sur-réaction et de contradiction, exploitant la dépendance des rentabilités, sont rentables. Les distributions alternatives à la normalité ainsi que les modèles de prévision autorégressifs et conditionnellement hétéroscédastiques appropriés sont examinés
Nammouri, Hela. „Essays on stock market returns' exposure to investor sentiment using time-series and panel switching regime models“. Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLE012.
Der volle Inhalt der QuelleThis thesis presents a contribution to the study of the impact of investor sentiment upon stock market dynamics in the developed markets of the G7 countries. For this purpose, two econometric methods are proposed for modeling stock market dynamics that take the behavioral heterogeneity of investors into account. This thesis includes three chapters. The first chapter is theoretical. After recalling the hypothesis of informational efficiency, it introduces the basic concepts (rationality, behavioral finance, investor sentiment, etc.). The following two chapters offer two empirical tests for the impact of investor sentiment on the dynamics of stock market returns.In the first, the Smooth Transition Regression "STR" model is used to provide a better reproduction of the different regimes for market returns triggered by investor sentiment. The second empirical chapter aims to take the nonlinearity and the heterogeneity into account simultaneously, through the dual use of temporal and individual dimensions and by applying the Panel Smooth Transition Regression "PSTR" model. Our empirical results imply a rejection of the efficiency hypothesis and a rejection of the hypothesis of a representative agent, suggesting the nonlinearity of stock market returns. We also show that there are different transition speeds between different regimes, suggesting that the exposure of stock market returns to risk sentiment varies nonlinearly over time and by regime
Derbel, Thameur. „Les anomalies dans les rentabilités boursières à la bourse de Paris : les effets EPR, taille, prix et volume de transaction“. Paris 9, 1991. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1991PA090036.
Der volle Inhalt der QuelleThe research undertaken in United States concerning the relation between stocks returns and the effects of size and earnings to price ratio (EPR) is not clear-cut. This study re-examines these two effects with a substantially longer sample period (1980-1990); both portfolio and seemingly unrelated regression tests from zellner (1962) and an emphasis on the important differences between January and other months. Over the entire period, the earnings yield effect is significant in both January and other months. Conversely, the size effects are significantly positive only in January for the largest firms. We also find evidence of consistently high returns for firms of all sizes with negative earnings
Saadi, Tayeb. „Indicateurs comptables et rentabilité boursière : leçons de quatre études d'association“. Strasbourg, 2011. http://www.theses.fr/2011STRA0009.
Der volle Inhalt der QuelleOf all accounting and financial data regularly disclosed in financial statements, accounting indicators of performance receive the most attention from investors, as the efficiency of the investment decision-making depends on it. The aim of our work is to study and compare the relevance of the informational content of four financial performance indicators with respect to the assessment made by the stock market: EVA, earnings, Cash-flow and Comprehensive income. The value relevance of these accounting data and the informational content of shareholders’ equity are examined in accordance with IFRS and/or French standards. Through the study of a sample of companies in the SBF 250 index, over the period 2001-2010, our empirical results highlight: (i) the value relevance of the earnings on the EVA, according to the French standards (ii) The improvement of this relevance of the earnings according to the IFRS standards (idem for shareholders’ equity), (iii) the value relevance of the cash-flow to investors, according to the French standards, and the earnings in the post-IFRS period (iv), and finally, the most relevant informational content of the earnings in the IFRS standards, compared to the comprehensive income
Gawer, Joseph. „Prévisions de bénéfice par action et révisions de prévisions : contenu informationnel et rentabilité boursière“. Paris 9, 1997. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=1997PA090065.
Der volle Inhalt der QuelleThe purpose of this study is to examine the informational content of financial analysts' forecasts of earnings per share (eps) and to determine their contribution in models which explain stock returns. Between 1998 and 1996, the analysis of earnings forecasts of more than 400 French companies by a consensus of financial analysts reveals the presence of systematic errors and bias in the forecasts. However, it can be shown that taking into account the earnings process (ep) allows a higher accuracy and rationality of forecasting for companies which have a permanent ep than for those which have a transitory ep. More than 33000 revisions of monthly earnings forecasts on 120 French companies by a consensus of analysts are examined. It is noted that the analysts focus their estimates more on short-term earnings forecasts than on long-term. Moreover, the new revisions often keep the same sign as those of the preceding month. Furthermore, the analysts appear to revise simultaneously in the same direction theirs forecasts of the current and the next fiscal year earnings. The relationship between the stock returns and forecast revisions is studied by separating the period which precedes the announcement of revisions from that which follows. The pre revision period, the analysts seem to be influenced by the last performances of the stocks before they change their opinion on the future eps. For the post revision period, the cumulative abnormal return several months after the announcement is often of the same sign as the revision. This result supports the role of the analysts and emphasizes their ability to anticipate the direction of earnings. Finally, this work indicates the advantage of developing strategies qf portfolio management based on both the sign of forecasts and the pattern of the ep
Nouyrigat, Geneviève. „La rentabilité des firmes de faible capitalisation boursière et l'efficience de marché : une étude de la liquidité du marché français des actions (1987-1994)“. Paris 10, 1997. http://www.theses.fr/1997PA100001.
Der volle Inhalt der QuelleIlnvestors in financial securities are ultimately concerned by profotability. However, in obtaining financial rewards there is always a sacrifice, the risk of not acheiving the expected results. All financial decisions can be analysed in terms of profitability and risk. Studing the profitabily of companies with modest stock market capital in an international context shows an excess of profitability in companies with modest stock market capital in january. Seyun [1993] divides the explications of this anomaly into two categories, one concerning market efficiency and the other considering the january effet cannot be precisely explained, even though the tax loss selling hypothesis seems the least controversial. Moreover, in france, an excess profitability of companies with high stock market capital. The difference in this periodic excess in profitability between france and usa may reflect investors behaviour. Portfolio managers tend to appreciate securities not only in respect of their risk and profitability, but also in respect of their liquidity, time delay in transactions and visibility therefore general organisational efficiency. In others terms, fluidity and market organisation are determining factors which condition market efficiency. Market efficiency in improved by organisational efficiency: introducing + market makers ; provokes in encrease in the volume of transactions and reduction in the spread of prices. Also, for companies with modest stock market capital, financial decisions must be taken in terms of profitability and risk but also in terms of fluidity and market organisation
Benchora, Inessa. „Impact of Transition Risk on Stock Returns“. Electronic Thesis or Diss., Orléans, 2024. http://www.theses.fr/2024ORLE1010.
Der volle Inhalt der QuelleTransition risk, inherent in the shift to a low-carbon economy, presents significant challenges and opportunities for financial markets. This thesis aims to quantify and analyze the influence of this risk on stock returns, taking into account regulatory, technological, and consumer and investor preference developments. Taking part initially in the debate on the most appropriate measure to approximate a company’s contribution to transition risk, in Chapter 1, we propose the use of verified carbon emissions to assess the impact of transition risk on companies participating in the EU ETS. Our results show that the emissions trading system alters the risk-return profile of stocks, which can provide a financial incentive to consider emissions in investment decisions. Next, recognizing the pivotal role of central banks in the transition to a low-carbon economy, Chapter 2 provides an evaluation of the environmental footprint of U.S. monetary policy concerning transition risk. The main conclusion of non-neutrality in U.S. monetary policy, favoring polluting companies, leads to the third chapter. This chapter, also focused on the United States, explores how transition risk is taken into account in market valuation and how climate regulation can influence this integration. Our results suggest that the long-term impact of U.S. laws on the relationship between carbon emissions and stock returns needs strengthening to ensure its sustainability. Currently, legislative measures have a more pronounced effect in the medium term, but their sustainability remains uncertain. In conclusion, these chapters aim to enable a better integration of transition risk into stock evaluation by investors, which would empower regulatory authorities and financial market participants to develop more suitable policies and preventive measures against this risk