Dataset on share issuance, abnormal returns and market timing in the Brazilian stock market
نویسندگان
چکیده
منابع مشابه
Impact of momentum on stock returns in different market conditions
The purpose of this study is to compare the impacts of momentum on stock returns of companies listed in Tehran Stock Exchange in different market conditions. For this purpose, the sample size is 120 months from 2008 to 2017. The research hypotheses are estimated using multivariate linear regression using time series method. Based on the results of the hypotheses test, the momentum in each of th...
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متن کاملDemographics , Stock Market Flows , and Stock Returns ∗
This paper studies the link between population age structure, net outflows (dividends plus repurchases less net issues) from the stock market, and stock market returns in an overlapping generations framework. I find support for the traditional lifecycle models — the outflows from the stock market are positively correlated with the changes in the fraction of old people (65 and over) and negative...
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ژورنال
عنوان ژورنال: Data in Brief
سال: 2019
ISSN: 2352-3409
DOI: 10.1016/j.dib.2019.104251