Sentence examples for future stock returns from inspiring English sources

Prior research finds a positive relation between subsidiary earnings and future stock returns in Japan, indicating that investors underestimate the persistence of subsidiary earnings.

Previous works, however, focus either on market news purely as exogenous factors that tend to lead price process or on the analysis of how past stock price process can affect future stock returns.

In our recent paper, "Insider Investment Horizon," we examine the relation between the investment horizon of corporate insiders and the information content of their trading activity regarding future stock returns.

The negative relation between residual tone and future stock returns found in prior work on earnings announcements holds in our sample of management forecasts as well, implying that this differential buying behavior involves an economically significant wealth transfer from small to large investors.

Hence, sectoral reallocation shocks lead to lower returns to hiring and therefore lower future stock returns.

(2012) use proxies for investor sentiment to construct sentiment indexes that explain future stock returns.

The researchers found that "changes in oil prices strongly predict future stock market returns".

We also find that the extracted volatility risk premium helps predict future stock market returns.

We find that a proxy for this type of labor market shocks has very strong and robust predictive power for future stock market returns.

Audit Integrity claims there is a strong correlation between high AGR scores and future stock market returns, but we must confess that its 2007 list was something of a disappointment.

Even more confusion results from Mr. Shiller's CAPE Index, which predicts future stock market returns.