Browsing by Subject "Abnormal returns"
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Determinantes de la rentabilidad no esperada de las empresas bancarias que cotizan en la Bolsa de Valores de Lima
(Grupo Editorial Espacios GEES 2021 C.A. , 2017 )This research proposes a theoretical framework focused on explaining the unexpected or "abnormal" return of the most representative banks of the Peruvian financial system, which also have shares listed on the Lima Stock ...acceso abierto -
Modeling and forecasting abnormal stock returns using the nonlinear Grey Bernoulli model
(Universidad ESAN. ESAN Ediciones , 2018-06-01 )Purpose – This study aims to use gray models to predict abnormal stock returns. Design/methodology/approach – Data are collected from listed companies in the Tehran Stock Exchange during 2005-2015. The analyses portray ...acceso abierto