عنوان فارسی مقاله: جستجوی گوگل و بازده سهام
عنوان انگلیسی مقاله:
فهرست مطالب
Google searches and stock returns
Introduction
Value of football players and google searches
Possible applications of google searches
Google searches in finance
Summary: google searches and stock returns
What can explain stock returns?
What should we study?
Google searches and stock market
Literature
Data
Raw and standardized Google searches
Method
Results: past returns
Bid-ask spread
Volatility
Volume
Google searches
Robustness
Trading strategy
Cumulative excess return over buy-and-hold
Comparison vs. buy-and-hold
CAR over benchmark trading strategy
Comparison vs. benchmark strategy
Conclusions
IPO (initial public offering)
Consensus about IPO
Literature
Our IPO results
Google searches and FX (currency) volatility
Google searches…
General conclusion
بخشی از مقاله
Comparison vs. buy-and-hold
Before transaction costs, both daily, weekly and monthly rebalancing is profitable, after transaction costs only monthly rebalancing is profitable
Strategy that includes google searches outperforms both buy-and hold by 1.5% annually after transaction costs and 2.3% before t.c.
Sharpe ratio also improved
daily and weekly rebalancing does not work better even with no transaction costs
Therefore, superiority of monthly rebalancing is not solely due to transaction costs
دانلود رایگان مقاله پاورپوینت انگلیسی Google search and stock returns
کلمات کلیدی:
Stock Market Returns | Economy Watchwww.economywatch.com/stock-markets-in-world/returns.htmlNov 23, 2010 - Stock Market Returns are the returns that the investors generate out of the stock market. This return could be in the form of profit through trading ...Historical Returns on Stocks, Bonds and Bills - United Statespages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histretSP.htmlJan 5, 2017 - The raw data for treasury bond and bill returns is obtained from the Federal ... Year, S&P 500, 3-month T.Bill, 10-year T. Bond, Stocks, T.Bills, T.Total Stock Return - Formula and Calculator - FinanceFormulas.netfinanceformulas.net/Total-Stock-Return.htmlTotal Stock Return. The formula for the total stock return is the appreciation in the price plus any dividends paid, divided by the original price of the stock. The income sources from a stock is dividends and its increase in value.Average Stock Market Return: Where Does 7% Come From? - The ...www.thesimpledollar.com/where-does-7-come-from-when-it-comes-to-long-term-sto...Mar 27, 2016 - Whenever I talk about investing in stocks, I usually suggest that you can earn a 7% annual return on average. That percentage is based on a ...Yearly Stock Returns Index - 1Stock1www.1stock1.com/1stock1_112.htmThe Yearly Stock Returns Index calculates the year by year stock returns of more than 2200 different public companies.Rate of return - Wikipediahttps://en.wikipedia.org/wiki/Rate_of_returnIn finance, return is a profit on an investment. It comprises any change in value and interest or .... For example, if a stock is priced at 3.570 USD per share at the close on one day, and at 3.575 USD per share at the close the next day, then the ...[PDF]Stock Returns and Volatility - Michigan State Universityhttps://msu.edu/user/baillie/JFQA.1990.pdfby RT Baillie - 1990 - Cited by 833 - Related articlesStock Returns and Volatility. Richard T. Baillie and Ramon P. DeGennaro". Abstract. Most asset pricing models postulate a positive relationship between a stock ...Top storiesHow Bank ofAmerica Corp(BAC) Stock CanGenerate 900% ReturnsInvestorplace.com · 1 day ago10 'low-risk' stocksfor high returnsInteractive Investor · 1 day agoCaesarstoneReturns to Growthin the U.S. MarketMadison.com · 11 hours agoMore for stock returnsSearches related to stock returnsreturn thesaurusreturn meaning in hindireturn definition financedefine homecomingreturns definition civicsreturn definition economicsstock market return calculatoraverage stock market return last 20 years
