Books on the topic 'Stocks – Rate of return'

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

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

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

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

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

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

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.

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

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

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

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

Lettau, Martin. Reconciling the return predictability evidence. Cambridge, Mass: National Bureau of Economic Research, 2006.

Madhusoodanan, T. P. Risk and return: A new look at the Indian Stock Market. Mumbai: UTI Institute of Capital Markets, 1996.

Brandt, Michael W. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach. Cambridge, MA: National Bureau of Economic Research, 2002.

The future for investors: Why the tried and true triumph over the bold and new. New York: Crown Business, 2005.

Growing Rich With Growth Stocks. New York: Penguin USA, Inc., 2008.

Growing rich with growth stocks. Paramus, NJ: Prentice Hall, 1999.

R, Srinivasan. Cost of equity and leverage under "fair" rate-of return regulation. Bangalore: Indian Institute of Management Bangalore, 2007.

Canarella, Giorgio. NAFTA stock markets: Dynamic return and volatility linkages. Hauppauge, N.Y: Nova Science Publishers, 2009.

1945-, Miller Stephen M., and Pollard Stephen K, eds. NAFTA stock markets: Dynamic return and volatility linkages. Hauppauge, N.Y: Nova Science Publishers, 2009.

Campbell, John Y. Estimating the real rate of return on stocks over the long term. Washington, D.C: Social Security Advisory Board, 2001.

Johnson, F. The uncertain information hypothesis: A test for the UK market. Dublin: University College Dublin, 1996.

Northcott, Alan. The complete guide to investing in short-term trading: How to earn high rates of return safely. Ocala, Fla: Atlantic Pub. Group, 2008.

Barberis, Nicholas. Comovement. Cambridge, MA: National Bureau of Economic Research, 2002.

McCarthy, Kevin A. Using economic variables to explain stock market returns. Dublin: University CollegeDublin, 1996.

Madhusoodanan, T. P. Overreaction hypothesis and winner-loser effect in Indian Stock Market Returns. Mumbai: UTI Institute of Capital Markets, 1995.

Titman, Sheridan. Capital investments and stock returns. Cambridge, Mass: National Bureau of Economic Research, 2003.

Hecht, Peter. Explaining returns with cash-flow proxies. Cambridge, Mass: National Bureau of Economic Research, 2005.

Jermann, Urban J. The equity premium implied by production. Cambridge, Mass: National Bureau of Economic Research, 2006.

Campbell, Sean D. Stock returns and expected business conditions: Half a century of direct evidence. Cambridge, MA: National Bureau of Economic Research, 2005.

Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, Mass: National Bureau of Economic Research, 2004.

Flood, Robert P. Estimating the expected marginal rate of substitution: Exploiting idiosyncratic risk. Cambridge, MA: National Bureau of Economic Research, 2004.

Campbell, John Y. Understanding risk and return. Cambridge, MA: National Bureau of Economic Research, 1993.

I, Ellison George, ed. Stock returns cyclicity, prediction and economic consequences. Hauppauge, NY: Nova Science Publishers, 2009.

J, Barro Robert. Rare events and the equity premium. Cambridge, MA: National Bureau of Economic Research, 2005.

Goyal, Amit. Predicting the equity premium with dividend ratios. Cambridge, MA: National Bureau of Economic Research, 2002.

Claessens, Stijn. The cross-section of stock returns: Evidence from the emerging markets. [Washington, D.C.]: World Bank, Policy Research Dept., Environment, Infrastructure, and Agriculture Division, and World Development Report Office, and International Finance Corporation, Economics Dept., 1995.

Pástor, Lubos̆. The equity premium and structural breaks. Cambridge, MA: National Bureau of Economic Research, 2000.

Khan, Mohsin S. Inflation and financial depth. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2001.

Jacobsen, Ben. Time series properties of stock returns. Amsterdam: Kluwer Bedrijfsinformatie, 1997.

Panetta, Fabio. The stability of the relation between the stock market and macroeconomic forces. [Roma]: Banca d'Italia, 2001.

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

Brewer, Elijah. Time aggregation, specification, and bank stock rates of return determination. [Urbana]: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign, 1986.

Kandel, Shmuel. Portfolio inefficiency and the cross-section of expected returns. Cambridge, MA: National Bureau of Economic Research, 1994.

Jagannathan, Ravi. The declining U.S. equity premium. Cambridge, MA: National Bureau of Economic Research, 2001.

Centre for Economic Policy Research (Great Britain) and Weiss Center for International Financial Research, eds. International stock returns and business cycles: Report of a conference organized by CEPR and the Weiss Center for International Financial Research, the Wharton School, University of Pennsylvania, in June 1994. London: Centre for Economic Policy Research, 1994.

Woodward, Susan E. Benchmarking the returns to venture. Cambridge, MA: National Bureau of Economic Research, 2004.