The paper examines the stability of the day of the week effect in returns and volatility at the Indian capital market, covering the period January 1991 – September 2000. The paper specifies a generalized autoregressive conditional heteroscedasticity (GARCH) model on returns and introduces separate dummies for days in alternate weeks in the specification of both the mean and the conditional vari...

This study aims to determine the effect of return on assets, equity, and debt equity ratio stock returns in clothing luxury goods sub-sector companies Indonesian exchange. The method used this research is a quantitative method. data secondary obtained from financial statements 6 through Stock Exchange website for 2017-2021. sampling technique purposive total 30 data.The results showed that asse...

Stocks are one of the many investments that favored by all groups because they promise high returns. But in addition to promising returns, stocks can also provide a risk loss, which makes ordinary people afraid start investing stock market. To prevent losses buying is choose with good fundamentals. support this, we need an analysis help make decisions choosing best technology sector. The saw me...

We quantify the role of global production linkages in explaining spillovers U.S. monetary policy shocks on country-sector stock returns. estimate a structural spatial autoregression (SAR) model that is consistent with an open-economy network framework. Using SAR model, we decompose total impact returns into direct and effects. Nearly 70% due to effect linkages. Empirical counterfactuals show sh...

Enrico Fermi had to cajole his friend Ettore Majorana into publishing his big idea: a modification of the Dirac equation that would have profound ramifications for particle physics. Shortly afterwards, in 1938, Majorana mysteriously disappeared, and for 70 years his modified equation remained a rather obscure footnote in theoretical physics (Box 1). Now suddenly, it seems, Majorana’s concept is...

The purpose of this study was to examine the expected returns of Carhart model compared to the capital asset pricing model and the implicit capital cost model based on cash and capital returns of growth and value stocks. The statistical population consisted of the companies listed in Tehran Stock Exchange and the time domain is between 2007 and 2016. By choosing Cochran sampling, 126 companies ...

This study aims to analyze the influence of liquidity investment risks, opportunities on stock return with inflation as a moderator. These was quantitative which invloving panel data method. In thid study, processing and population studies using Eviews software consist companies in banking sector listed Indonesia Stock Exchange. found that risk has no impact equity returns, level opportunity is...

The global poultry sector is divided into a large-scale commercial sector dominated by international, highly vertically integrated companies, and a small-scale sector that provides up to 90 percent of total poultry production in some of the least developed countries. The fast reproduction cycle, low unit costs, economies of scale in research and appropriation and control of the produce are driv...

This paper presents the first quantitative analysis of gender disparities in selfemployment in urban China. It documents the extent of gender income inequality in selfemployment. By disaggregating self-employment into three occupational classes, it shows the gender segregation within self-employment—women were concentrated in the financially least rewarding segment—and identifies it as a main s...