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Return Expectations in the Aggregate Stock Market

机译：在总股票市场返回期望

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作者
Cassella, Stefano.;
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作者单位

Purdue University.;

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授予单位 Purdue University.;
学科
学位 Ph.D.
年度 2017
页码 84 p.
总页数 84
原文格式 PDF
正文语种 eng
中图分类 AAI10603104;
关键词
Bias; Expectations; Extrapolation; Return predictability; Stock market;

机译：偏见;期望;推断;返回可预测性;股市;
入库时间 2022-08-17 12:00:58

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1. Aggregate earnings, stock market returns and macroeconomic activity: A discussion of 'does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance' [J] . Lakshmanan Shivakumar Journal of accounting & economics . 2007,第1a2期

机译：总收益，股票市场收益和宏观经济活动：关于“收益指导是否会影响市场收益？”的讨论总收入指南的性质和信息内容”
2. Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies [J] . Liu Jingzhen Research in International Business and Finance . 2019,第APRa期

机译：滞后收益对中国股票市场风险收益关系的影响：来自不同数据频率的证据
3. Identifying the Effects of Volatility of the Stock Market Price Index Return in Capital Markets of Selected Countries on the Volatility of the Stock Market Price Index Returns in Tehran Stock Exchange [J] . Advances in Environmental Biology . 2014,第19期

机译：确定某些国家的资本市场中的股票价格价格指数收益率波动对德黑兰证券交易所股票市场的价格指数收益率波动的影响
4. An Impact of U.S. and U.K. Stock Return Rates' Volatility on the Stock Market Returns: An Evidence Study of Germany's Stock Market Returns [C] . Wann-Jyi Horng, Jun-Yen Lee International Conference on Convergence and Hybrid Information Technology . 2008

机译：美国和美国的影响力对股市回报的股票回报率“波动性”返回：对德国股市回报的证据研究
5. Stock return anomalies in the Korean stock market: Investigating the effects of certain non-beta variables on the stock returns. [D] . Choi, Hyung Wook. 1998

机译：韩国股市中的股票收益率异常：调查某些非beta变量对股票收益率的影响。
6. Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes [O] . Sze Ting Chen, Kai Yin Allison Haga 2021

机译：使用E-GARCH来分析投资者情绪对股票市场崩溃附近股票回报的影响
7. Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns. [O] . Yiuman Tse, Brian C. McTier, John K. Wald 100

机译：股市是否会引发流感？我们研究了流感对美国股市的影响。流感发病率较高与交易减少，波动性降低和买卖差价较高有关。我们还发现一些证据表明，更多流感意味着股票收益率下降与影响机构投资者和做市商的流感一致，交易活动和波动性的下降主要是由于纽约市大区的流感发病率所致。然而，流感对买卖差价和回报的影响是由全国流感的发生率所驱动的。我们提供了大流行对股权回报的潜在影响的估计。

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