Sentences with phrase «run abnormal returns»
They employ three distinct methods to measure long - run abnormal returns: (1) calendar - time three - factor (market, size, book - to - market ratio) portfolio alpha; (2) three - factor alpha in event time; and, (3) returns in excess of those for control stocks matched on size, book - to - market ratio and six - month past return.
https://www.cxoadvisory.com/ Not exact matches
Abnormal Returns is run by Tadas Viskanta, a seasoned private investor and author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.