Sentences with phrase «abnormal returns increase»

However, given that cumulative abnormal returns increase with radicalness during an expansion but decrease with radicalness during a recession, he added, «Banks should time their launch of radical financial innovations to coincide with periods of expansion rather than recessions.»

Cumulative abnormal returns increase with risk in the United States, but they decrease with risk in Western Europe.

Not exact matches

Using a differences - in - differences methodology, we find that politically active firms saw an increase in their stock's volatility along with negative long - term abnormal stock returns upon the release of the NCR.

Deceleration of abnormal home price gains or return to normal price appreciation: After two years of abnormally high levels of home price appreciation in 2012 and 2013, price increases moderated throughout 2014.