Sekreter, Ahmet (2017) Predictability of Stock Returns. International Journal of Social Sciences & Educational Studies, 3 (4). pp. 105-111. ISSN 24091294
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ijsses.v3i4p105.pdf - Published Version Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (616kB) |
Official URL: https://doi.org/10.23918/ijsses.v3i4p105
Abstract
Predictability of stock returns has been shown by empirical studies over time. This article collects the most important theories on forecasting stock returns and investigates the factors that affecting behavior of the stocks’ prices and the market as a whole. Estimation of the factors and the way of estimation are the key issues of predictability of stock returns.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stock Returns, Theories on Stock Returns, Beta in Finance, Empirical Studies JEL Classification: G10, G11 |
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance |
| Divisions: | International Journal of Social Sciences & Educational Studies > VOL 3, NO 4 (2017) |
| Depositing User: | ePrints deposit |
| Date Deposited: | 23 Aug 2020 10:10 |
| Last Modified: | 23 Aug 2020 10:10 |
| URI: | http://eprints.tiu.edu.iq/id/eprint/94 |
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