Relevant bibliographies by topics / Stocks – Rate of return

Academic literature on the topic 'Stocks – Rate of return'

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Published: 4 June 2021
Last updated: 29 January 2023

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Journal articles on the topic "Stocks – Rate of return"

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Yu, Han. "Research on Stock Return Rate." Frontiers in Business, Economics and Management 2, no. 1 (July 15, 2021): 8–15. http://dx.doi.org/10.54097/fbem.v2i1.28.

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There is a certain relationship among stock return rate, market return rate and risk-free interest rate, which is worth discussing, and it is helpful for us to analyze stocks and evaluate their prices. I have found that the market return rate and risk-free rate have correlation through multiple regression, and other stock's return rate can affect the target stock to some extent. The stock return rate is positively related to the market interest rate and inversely related to the risk-free interest rate.
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Dai, Zhonglan, Douglas A. Shackelford, and Harold H. Zhang. "Capital Gains Taxes and Stock Return Volatility." Journal of the American Taxation Association 35, no. 2 (May 1, 2013): 1–31. http://dx.doi.org/10.2308/atax-50509.

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ABSTRACT This paper presents an empirical investigation of the impact of capital gains taxes on stock return volatility. We predict that the more stock returns are subject to capital gains taxation, the greater the increase in return volatility following a capital gains tax rate cut due to reduced risk-sharing in firms' cash flows between shareholders and the government. Consistent with this prediction, we find larger increases in the return volatility for more appreciated stocks than for less appreciated stocks and for non-dividend-paying stocks than for dividend-paying stocks after both 1978 and 1997 capital gains tax rate reductions. The findings imply that capital gains taxes convey a heretofore overlooked benefit of lower stock return volatility.
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Yu, Jing Long, Tse Mao Lin, and Xin Hui Wu. "Does Brexit Have a Bullish or Bearish Effect on the Taiwan Stock Market?" International Journal of Economics and Financial Research, no. 73 (July 11, 2021): 90–101. http://dx.doi.org/10.32861/ijefr.73.90.101.

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Using the event study method to analyze one year of daily trading data of formal and Over-The-Counter (OTC) stocks in Taiwan, this study investigates whether the Brexit referendum led to abnormal returns, as well as the financial characteristics of the stocks, and the influential financial variables. The Taiwan stock market had negative abnormal returns on the day of the Brexit referendum. The high-abnormal return group was more significantly affected than the low-abnormal return group. The book-to-market ratio, price-to-earnings ratio, yield rate, average foreign shareholding ratio, and stocks overbought and oversold had a more significant impact on the low-abnormal return group. Abnormal returns were generated mostly in the OTC (Over-The-Counter) market. This event affected financial stocks more significantly than electronics and information technology stocks. The effects on formal stocks, OTC (Over-The-Counter) stocks, and the overall market were the most significant for the turnover rate and stocks overbought and oversold, yield rate, and turnover rate and book-to-market ratio, respectively. The results confirm that the model of the impact of a special event on the behavioral response in the Taiwan stock market can be used to predict changes in stock market prices when a special event occurs in the future.
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Alecia Ferrari, Erric Wijaya,. "Stocks Investment Decision Making Capital Asset Pricing Model (CAPM)." Jurnal Manajemen 24, no. 1 (March 2, 2020): 93. http://dx.doi.org/10.24912/jm.v24i1.621.

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Investment in the capital market generally has a higher rate of return compared to investing in the financial market. Investors sometimes get difficulty in determining which stocks will produce a large return with a small risk. The method used to describe the application of CAPM in this research is done by grouping the efficient, yet inefficient stocks of the banking sector based on the CAPM method. The method in the sample selection was a purposive sample method and obtained 40 banking sector companies listed on the Indonesia Stock Exchange (IDX) during the period of August 2016 - July 2018. The results of this study indicate that there are 31 efficient stocks out of 40 stocks in banking sector. It can be seen that there are 31 banking stocks with a positive average rate of returns and 9 banking stocks with a negative average rate of returns. Meanwhile, the implication of this study is that banking sector shares have efficient shares, since the average rate of return is higher than the expected returns.
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Zhang, Xiao-Jun. "Book-to-Market Ratio and Skewness of Stock Returns." Accounting Review 88, no. 6 (June 1, 2013): 2213–40. http://dx.doi.org/10.2308/accr-50524.

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ABSTRACT: This study demonstrates that stocks with low book-to-market ratios, also known as glamour stocks, have significantly more positive skewness in their return distributions compared to the return distributions of value stocks with high book-to-market ratios. The premium (discount) investors apply to these glamour (value) stocks also correlates significantly with the difference in return skewness. These findings suggest that the value/glamour-stock puzzle is partially explained by investor preference for positive skewness in stock returns. Such preference for skewness, which is consistent with investors having inverse S-shaped utility functions, is observed in such consumer behaviors as lottery purchases and gambling. This paper further documents significant predictive power of accounting-based measures, such as the book rate of return, with respect to the skewness of stock returns. Data Availability: Data are available from sources identified in the paper.
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Utami, Ratna, and Maha Putra Kusuma Nugraha. "Analisis Kinerja Saham Syariah Dan Pengaruhnya Terhadap Respon Pasar Pada Perusahaan Yang Tercatat di Jakarta Islamic Indeks." Jurnal Reviu Akuntansi dan Keuangan 1, no. 2 (October 12, 2011): 161. http://dx.doi.org/10.22219/jrak.v1i2.520.

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The purposes for this research to describe performance stock of sharia and its influence on market response to the companies listed on the Jakarta Islamic Index (JII). In this research, researchers will describe the condition of the stock performance of sharia with approach the rate of return and risk. The population of research is Islamic stocks listed in the JII for the period December 2008-November 2010 and sampled in this study a total of 17 issuers of sharia using purposive sampling. The unit of analysis in the research is the performance of the stock by using the excess return and excess return to beta ratio, rate of return based on expected return and risk (beta). For to see the effect in response to market, units of analysis used is technical analysis with approach to stock trading volume and high and lows, as well as using non-parametric analysis to see how investors choise stocks sharia evenly. The result of study show total of 17 issuers provide the return on stocks is positive. Excess return, there are 16 competent stock to be invested and based on counting of excess return to beta, 16 sharia stocks is good to invested and has good performance. Islamic stock performance in Jakarta Islamic Index has an influence on the market response is significantly. Keywords: Stock Performance on JII, Returns and Risk, Market Response.
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Hatem, Ben Said. "How Can We Measure Stock Market Returns? An International Comparison." International Business Research 10, no. 5 (April 24, 2017): 121. http://dx.doi.org/10.5539/ibr.v10n5p121.

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The aim of our empirical work is to identify how we can measure stock returns. Stocks returns are approximated as the growth rate of market share price. We use two measures of stocks returns; return on assets, ROA, and return on equity, ROE. As a control variable, we use firm age. Our samples consists of 186 firms from United Kingdom and 186 firms from Ukraine studied over a period of 4 years from 2007 to 2010. To this end, we estimate three models. Using the data panels methodology, we conclude that return on equity approximates better socks returns for United kingdom and Ukraine. We could not however find evidence on a significant association between return on assets and stock returns.
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IQBAL, KAZI, and SIBAN SHAHANA. "Stylized Facts of the Statistical Properties of Risk and Return of the Dhaka Stock Exchange: 1991-2015." Bangladesh Development Studies XLII, no. 4 (March 21, 2021): 83–110. http://dx.doi.org/10.57138/rqwj2951.

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While the role of financial market, particularly the stock market, in promoting economic growth through efficient allocation of capital is well recognised, the investors of the developing economies have little knowledge about the return and risk of the markets they operate in. To this end, we compile a security level historical data for the period 1991-2015 for Dhaka Stock Exchange and identify some important stylized facts about the return and risk. Descriptive statistics of disaggregated stock data suggest that while the daily rate of returns swing up and down over decades, the volatility tends to increase over time. Manufacturing stocks outperform other sectors both in return and volatility. Similarly, older stocks earn better return with lesser risks than the newer stocks. Several standard tests confirm that the distribution of daily returns is not normal; it does not follow random walk and the market is not efficient. Overall, there is a risk return trade-off and this trade-off varies significantly with sectors, age and quality of the stocks.
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Nanna Sugiyanto, Fransiskus Xaverius, Shinta Ningtiyas Nazar, and Kansas Syafrizal. "Inflasi dan Suku Bunga terhadap Return Saham Subsektor Perbankan Indeks KOMPAS100 2015 – 2019." E-Jurnal Akuntansi 31, no. 6 (June 26, 2021): 1604. http://dx.doi.org/10.24843/eja.2021.v31.i06.p20.

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The consider pointed to decide & to demonstrate experimentally the impact of swelling & intrigued rate on the stock return of the keeping money subsector stock within the KOMPAS100 record. Analyst utilized control factors, to be specific PER & PBV. This sort of investigate classified as quantitative inquire about & utilizing auxiliary information. The populace in this study are stocks within the KOMPAS100 record 2015-2019 & utilized purposive testing strategy coming about 9 stocks of the keeping money subsector of KOMPAS100 list 2015-2019 as the test. The examination method utilized in this inquire about is numerous straight relapse. The comes about demonstrate that the expansion & intrigued rate factors at the same time impact stock return with PER & PBV as control factors. The expansion variable does not have a significant effect on stock returns. Intrigued rate variable incorporates a critical negative impact on stock returns. PER & PBV as control factors have no critical impact on stock return. Keywords: Inflation; Interests; Stock Return; Indeks KOMPAS100.
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Amaroh, Siti, and Chanif Nasichah. "Risk-Return Analysis on Optimum Portfolio Selection of Islamic Stocks." Equilibrium: Jurnal Ekonomi Syariah 9, no. 1 (June 4, 2021): 65. http://dx.doi.org/10.21043/equilibrium.v9i1.9433.

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<p><em>This study aims to determine the optimum portfolio category and analyze the risk-return on a formed portfolio. Data was taken from eighteen listed companies indexed by Jakarta Islamic Index during 2015-2018. Stock returns are calculated based on the closing price at the end of each month in the period. Sharia Certificate of Bank Indonesia is a proxy of risk-free return, while the market return is measured by the value of the Jakarta Islamic Index. Stocks are sorted by the value of excess return to beta (ERB) from highest to lowest, and to obtain optimal stock portfolio candidates, and the ERB value must be compared with the cut-off rate value. Seven issuers qualify for forming the optimum portfolio of shares. The results show that the optimum portfolio return is greater than the expected return and the expected risk-free return. When compared between individual stock returns and portfolio stock returns, some individual stocks provide higher returns than portfolio returns. However, the risk of individual shares was also higher than the risk of the portfolio. This finding proves that risk can be reduced optimally in Islamic stocks selection by forming an optimum portfolio.</em></p>
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Dissertations / Theses on the topic "Stocks – Rate of return"

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Wong, Po-shing. "Some mixture models for the joint distribution of stock's return and trading volume /." [Hong Kong] : University of Hong Kong, 1991. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13009485.

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Man, Kai-sze. "Stock market performance in Hong Kong : an empirical investigation /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19740773.

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Lee, John Byong Tek. "Higher idiosyncratic moments and the cross-section of expected stock returns /." Thesis, Connect to this title online; UW restricted, 2008. http://hdl.handle.net/1773/8710.

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Zhao, Wenli. "Is earnings surprise the real king?: post-earnings announcement drift on the Hong Kong stock market." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/b40203566.

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Wang, Qi (Carol). "New equity issues, share repurchases, and the predictability of aggregate stock returns an international perspective /." Diss., Columbia, Mo. : University of Missouri-Columbia, 2006. http://hdl.handle.net/10355/5851.

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Thesis (Ph. D.)--University of Missouri-Columbia, 2006.
The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on April 29, 2009) Vita. Includes bibliographical references.
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Kot, Hung Wan. "Two essays in empirical finance /." View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?FINA%202004%20KOT.

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Shum, Wai Cheong. "An assessment of the conditional risk-return relations : evidence from four Asian emerging stock markets." HKBU Institutional Repository, 2004. http://repository.hkbu.edu.hk/etd_ra/518.

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Lin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.

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Voigt, Ivan. "Published share tips : do they out-perform the JSE?" Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/49704.

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Study project (MBA) -- University of Stellenbosch, 2001.
University of Stellenbosch Business School
ENGLISH ABSTRACT: This study considers share tips published in a respected publication, and determines whether an investment strategy based on the recommendations of its journalists could allow investors to exceed the stock market average. Six journalists were selected, and the recommendations that they made over a 30-month period grouped into “buy” and “do not buy” recommendations. The change in price of the recommended shares was measured after periods of one week, one month, three months and six months after the date of publication and after inclusion of dividends paid during those periods, returns were calculated. The returns attained for each share was compared to the return on the JSE-Overall Index during that period, the difference between the two being the excess return of the share. The excess returns of the shares recommended by each journalist were used to calculate portfolio excess returns, on which tests of statistical significance carried out. The portfolio of one journalist showed statistically significant excess returns in all four periods under review. One other achieved a statistically significant excess return over 1 week. No other portfolios achieved significant excess returns over the market.
AFRIKAANSE OPSOMMING: In hierdie werkstuk word die aandeelwenke wat in ‘n gerespekteerde tydskrif gepubliseer is, ondersoek om vas te stel of ‘n beleggingsstrategie wat op die wenke van die joernaliste gebaseer is, die mark gemiddlede opbrengs kan klop. Ses joernaliste is gekies, en hul wenke oor ‘n periode van 30-maande is geklassifiseer in “koop” en “nie koop” wenke. Vir die “koop” wenke is die prys-verandering oor tydperke van een week, een maand, drie maande en ses maande gemeet. Opbrengste met insluiting van dividende is bereken. Die opbrengste is met die JE-algehele indeks se opbrengs vir elk van die periodes vergelyk, en die verskil is as bo-opbrengste gedefinieer. Die bo-opbrengste vir elke aandeel is gebruik om portfolio bo-opbrengste te bereken, weereens vir elk van die periodes. Hierdie bo-opbrengste is vir statistiese betekenisvolheid getoets. Die portfolio van een joernalis het statisties beteksnisvolle bo-opbrengste vir al vier periodes getoon. Die portfolio van een ander joernalis het statisties betekenisvolle bo-opbrengste vir ‘n hou-periode van een week getoon. Geen ander portfolios het bo-opbrengste getoon nie.
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Rendon, Jairo Andres. "Essays in international finance." Diss., Restricted to subscribing institutions, 2009. http://proquest.umi.com/pqdweb?did=1905639781&sid=1&Fmt=2&clientId=1564&RQT=309&VName=PQD.

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Books on the topic "Stocks – Rate of return"

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Bekaert, Geert. International stock return comovements. Cambridge, Mass: National Bureau of Economic Research, 2005.

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Indian Institute of Management, Ahmedabad., ed. Stock return seasonality in the emerging Malaysian market. Ahmedabad: Indian Institute of Management, 2002.

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Mitchell, Jason D. Seasonalities in China's stock markets: Cultural or structural? [Washington, D.C.]: International Monetary Fund, Monetary and Financial Systems Dept., 2006.

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Bauer, Gregory H. The monetary origins of asymmetric information in international equity markets. Ottawa: Bank of Canada, 2004.

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Mehra, Rajnish. The equity premium in India. Cambridge, Mass: National Bureau of Economic Research, 2006.

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Bauer, Gregory H. The monetary origins of asymmetric information in international equity markets. Washington, D.C: Federal Reserve Board, 2006.

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Santos, José Evaristo dos. Os retornos no mercado acionário brasileiro e a distibuição hiperbólica: Um estudo empírico. [São Paulo, Brazil]: Escola de Administração de Empresas de São Paulo, Fundação Getulio Vargas, Núcleo de Pesquisas e Publicações, 2002.

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Arumugam, S. Day of the week effects in stock returns: An empirical evidence from Indian Equity Markets. Mumbai: UTI Institute of Capital Markets, 1997.

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Chan, Louis K. C. The risk and return from factors. Cambridge, MA: National Bureau of Economic Research, 1997.

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Mastronikola, Katerina. Yield curves for gilt-edged stocks: A new model. London: Bank of England, 1991.

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Book chapters on the topic "Stocks – Rate of return"

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Lee, John, and Cheng-Few Lee. "Numerical Summary Measures on Rate of Returns of Stocks and Market Indexes." In Essentials of Excel VBA, Python, and R, 133–67. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-14236-9_4.

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Li, Guan. "Statistical Analysis of Stock Index Return Rate Distribution in Shanghai and Shenzhen Stock Market." In Foundations and Applications of Intelligent Systems, 793–802. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-37829-4_66.

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Shefrin, Hersh. "Risk, Return, and Individual Stocks." In Behavioral Risk Management, 249–66. New York: Palgrave Macmillan US, 2016. http://dx.doi.org/10.1057/9781137445629_15.

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Ryaboshlyk, Volodymyr. "From Interest Rate to Stocks." In Crisis and Embodied Innovations, 138–46. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137477071_8.

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Hagemann, Harald. "Internal rate of return." In Capital Theory, 195–99. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-20861-6_16.

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Magni, Carlo Alberto. "Internal Rate of Return." In Investment Decisions and the Logic of Valuation, 487–554. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-27662-1_9.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 6692–95. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_798.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_798-1.

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Hagemann, Harald. "Internal Rate of Return." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_798-2.

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Thompson, Howard E. "Beyond Rate of Return Regulation." In Regulatory Finance, 213–22. Boston, MA: Springer US, 1991. http://dx.doi.org/10.1007/978-1-4615-3948-3_15.

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Conference papers on the topic "Stocks – Rate of return"

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Su, Aizhou, Wenbin Bao, and Xilu Bao. "The impact of central bank's open-market operations to the return rate of stocks." In 2015 12th International Conference on Service Systems and Service Management (ICSSSM). IEEE, 2015. http://dx.doi.org/10.1109/icsssm.2015.7170165.

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Krishnamurthy, Prashant, P. Balasubramanian, and Deepti Mohan. "Study on relationship between exchange rate return and various stock indices returns." In 2017 International Conference on Data Management, Analytics and Innovation (ICDMAI). IEEE, 2017. http://dx.doi.org/10.1109/icdmai.2017.8073533.

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Ding, Yang. "Empirical Analysis of Logarithmic Return Rate of China’s Financial Stocks—based on the ARMA-GARCH Model." In Proceedings of the 2018 International Symposium on Social Science and Management Innovation (SSMI 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/ssmi-18.2019.51.

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Chen, Jiajia. "Relationships between Return of Stock Price Index and Interest Rate." In 8th International Conference on Management and Computer Science (ICMCS 2018). Paris, France: Atlantis Press, 2018. http://dx.doi.org/10.2991/icmcs-18.2018.84.

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Tsai, Hong Wen, Hui Chung Che, and Bo Bai. "Exploring Technology Variety Effect on Stock Return Rate in China Stock Market." In ICIBE 2021: 2021 the 7th International Conference on Industrial and Business Engineering. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3494583.3494621.

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XIE, RUOTING. "THE IMPACT OF INVESTOR SENTIMENT ON THE RETURN OF STOCKS—EMPIRICAL ANALYSIS BASED ON THE DCC-GARCH MODEL." In 2021 INTERNATIONAL CONFERENCE ON ADVANCED EDUCATION AND INFORMATION MANAGEMENT (AEIM 2021). Destech Publications, Inc., 2021. http://dx.doi.org/10.12783/dtssehs/aeim2021/35991.

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Abstract. With the gradual inapplicability of the “rational man” and the efficient market hypothesis in the contemporary financial field, modern finance represented by behavioral finance has emerged. Behavioral finance is guided by the study of human psychology and behavior, exploring the internal connections and fluctuations in the financial market. Investor sentiment is often regarded as the most effective data reflected from a human perspective. Therefore, this article selects the monthly data of CICSI Investor Sentiment Index, Shenzhen Component Index, and Shanghai Composite Index logarithmic rate of return from February 2003 to December 2017, and establishes a DCCGARCH model for dynamic correlation analysis as an empirical study Basis, and draw conclusions. After research, it is found that there is a very obvious relationship between the investor sentiment index and the logarithmic return rate of the Chinese main board market. Particularly during periods of high investor sentiment, the negative correlation presented is more significant. Finally, based on the results of the research, this article makes recommendations for behavioral finance research, policy and regulation formulation, financial supervision and investors.
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Gao, Dongxing, and Zhiyu An. "Impacts of “Stock Split” on Rate of Stock Return in China A-share Market." In Proceedings of the 2018 International Symposium on Social Science and Management Innovation (SSMI 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/ssmi-18.2019.52.

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Chen, Yibing, Lingling Zhang, and Yong Shi. "Modeling Return Rate Correlation between Shanghai and Shenzhen Stock Markets Using Copula Function." In 2012 IEEE/WIC/ACM International Joint Conferences on Web Intelligence (WI) and Intelligent Agent Technologies (IAT). IEEE, 2012. http://dx.doi.org/10.1109/wi-iat.2012.37.

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Lin, Xin, and YiZhou Tang. "Study on the Effect of China's Interest Rate Policies on the Return of Stock Market." In 2016 2nd International Conference on Education Technology, Management and Humanities Science. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/etmhs-16.2016.106.

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Sutarjo, Sutarjo, Wahyuni Murti, and Sugiyanto Saleh. "Effect of Inflation, BI Rate, and Rupiah Exchange Rate Against Stock Return Case Study on Property and Real Estate Company." In Proceedings of the First Multidiscipline International Conference, MIC 2021, October 30 2021, Jakarta, Indonesia. EAI, 2022. http://dx.doi.org/10.4108/eai.30-10-2021.2315841.

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Reports on the topic "Stocks – Rate of return"

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Schankerman, Mark. Revisions and Investment Plans and the Stock Market Rate of Return. Cambridge, MA: National Bureau of Economic Research, December 1991. http://dx.doi.org/10.3386/w3937.

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Poterba, James. The Rate of Return to Corporate Capital and Factor Shares: New EstimatesUsing Revised National Income Accounts and Capital Stock Data. Cambridge, MA: National Bureau of Economic Research, April 1999. http://dx.doi.org/10.3386/w6263.

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Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang. Dynamic Volume-Return Relation of Individual Stocks. Cambridge, MA: National Bureau of Economic Research, May 2001. http://dx.doi.org/10.3386/w8312.

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Arango-Thomas, Luis Eduardo, Andrés González-Gómez, and Carlos Esteban Posada. Returns and interest rate: a nonlinear relationship in the Bogota stock market. Bogotá, Colombia: Banco de la República, January 2001. http://dx.doi.org/10.32468/be.169.

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Griffin, John, and Rene Stulz. International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis of Stock Returns. Cambridge, MA: National Bureau of Economic Research, October 1997. http://dx.doi.org/10.3386/w6243.

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Jordà, Òscar, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick, and Alan Taylor. The Rate of Return on Everything, 1870–2015. Cambridge, MA: National Bureau of Economic Research, December 2017. http://dx.doi.org/10.3386/w24112.

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7

Genesove, David, and Wallace Mullin. Predation and Its Rate of Return: The Sugar Industry, 1887-1914. Cambridge, MA: National Bureau of Economic Research, May 1997. http://dx.doi.org/10.3386/w6032.

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Heckman, James, Seong Hyeok Moon, Rodrigo Pinto, Peter Savelyev, and Adam Yavitz. The Rate of Return to the High/Scope Perry Preschool Program. Cambridge, MA: National Bureau of Economic Research, November 2009. http://dx.doi.org/10.3386/w15471.

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Abel, Andrew. On the Invariance of the Rate of Return to Convex Adjustment Costs. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8635.

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Abel, Andrew B. On the Invariance of the Rate of Return to Convex Adjustment Costs. Cambridge, MA: National Bureau of Economic Research, December 2001. http://dx.doi.org/10.3386/w8649.

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