We examine the relation between a firm's equity R2 and the pricing and design of its debt securities. We find that firms with less synchronous stock returns are associated with a …
Time series momentum (TSMOM), which is found in various asset classes, offers investors several practical advantages over traditional cross-sectional momentum. However, recent …
RLN Murthy, HS Mundi - Paradigm, 2023 - journals.sagepub.com
The current research article studies the stock return synchronicity (SYNCH) and profitability for Indian firms. SYNCH is measured using the value of R 2 calculated from the market …
If corporate announcements provide additional signals about firms' future prospects, the degree of investors' dependency on these news should vary with the relative importance of …
R Bramante, D Zappa… - Electronic Journal of …, 2013 - siba-ese.unisalento.it
The R-square of the market model is largely employed in finance and accounting studies as a measure of stock price informational efficiency. Individual firms R-squares are usually …
Firm specific return variation can be identified by using R-square and has started to be considered as a factor for many financial concepts. These are cost of capital, debt usage …