Impact EIS is designed to generate a market return
Indeed, Guo and Qiu (2014) find that the market return
predictive power of the options-implied variance is similar to, but stronger than, that of realized idiosyncratic variance.
ABSTRACT: The existence of inconsistent research results on the effect of changes in world oil prices on the capital market return
shows the need for a study on the effect of oil price changes on the stock market return
where: [R.sub.RE]: real estate market return
; [zeta] is the constant term; [[psi].sub.1] and [[psi].sub.2] : regression coefficients (or beta); RS: Stock market returns
; RB: Bonds market returns
and u: regression residual that corresponds to real estate market pure factor ([R.sub.RE]*).
This table presents the results of regressing the excess stock market return
[R.sub.it]--[Rf.sub.it] on the sentiment/optimism index changes.
Based on the analysis of monthly data from thirty-one countries, the results show that business and consumer confidence has a positive effect on stock market returns
. As reported in Table 4, stock market return
increases by an average of 1.50% ( = 0.015, t = 8.61) as the change of business confidence goes up by one unit when the change in consumer confidence is being held constant.
According to the Capital Asset Pricing Model, any risk that could potentially be reduced by diversification should not yield extra return beyond the market return
. What really matters is the systematic risk that cannot be diversified away (Ross et al., 2010).
In the first place, we develop a model from a risk-return perspective, introducing certain control variables: market return
, fund age, and fund size
The private equity-owned firm, which shelved plans for a stock market return
in 2010, will raise the funds from institutions through a note issue.
New York stocks jumped Thursday, reacting to General Motors Co.'s quick market return
after beginning U.S.
However the group, which in February postponed a planned stock market return
due to volatile financial markets, said it was
The average annual stock market return
over the '80s and '90s was 17.6 percent, but Jeremy Siegel of the Wharton School looked at the six decades after World War II and found the average annual stock market return
, including reinvested dividends, was 6.83 percent.