Sentences with phrase «with abnormal return»

We find that institutional activists» proposals have higher effects, with an abnormal return of 2.1 % on the day of the vote and a further 2.2 % over the following six days.

The news is explained in this interview with Abnormal Returns.

Not exact matches

The more senior the host, the more pronounced the ensuing share - price outperformance: meetings with the president yield the biggest «positive abnormal returns».

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.

Summary: Abnormal Returns is a blog by Tadas Viskanta, a private investor with over 20 years of investing experience.

If you're getting injections for abnormal sweating, there is a good chance that the sweating will return to its original state with a period of three months.

When the researchers treated mice with JQ1, many of the abnormal activity levels of Brd4 target genes returned to normal.

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

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.»

Remarks: Due to their conceptual scope — and if not explicitly stated otherwise — , all models / setups / strategies do not account for slippage, fees and transaction costs, do not account for return on cash and / or interest on margin, do not use position sizing (e.g. Kelly, optimal f)-- they're always «all in «-- , do not use leverage (e.g. leveraged ETFs), do not utilize any kind of abnormal market filter (e.g. during market phases with extremely elevated volatility), do not use intraday buy / sell stops (end - of - day prices only), and models / setups / strategies are not «adaptive «(do not adjust to the ongoing changes in market conditions like bull and bear markets).

Beyond that, though, I don't think this blog would have gotten where it is today with the aid of James Altucher at TheStreet.com, Abnormal Returns, Charles Kirk at the Kirk Report, Barry Ritholtz at the Big Picture, StumbleUpon.com (surprising how much traffic has come from there, and all recent), Roger Nusbaum of Random Roger's Big Picture, Bill Luby at VIX and More, Seeking Alpha (Aleph — Shalom), and Jeff Miller at A Dash of Insight.

-LSB-...] In Hedge Fund Activism, Corporate Governance, and Firm Performance, authors Brav, Jiang, Thomas and Partnoy found that the «market reacts favorably to hedge fund activism, as the abnormal return upon announcement of potential activism is in the range of [7 %] seven percent, with no return reversal during the subsequent year.»

Long - time readers of Abnormal Returns are by now familiar with the work of Wesley Gray of Alpha Architect.

During a sidebar with Tadas Viskanta, founder and editor of Abnormal Returns, he offered his impression of the conference: «Grasping at straws...»

The price impact models imply that abnormal returns to portfolio strategies decline with portfolio size.

Abnormal Returns takes two successful funds with completely different strategies.

If I had to pick a single most important source for investors to read this week (HT Abnormal Returns), it would be Phil Huber's Fun With Strikethroughs: Wall Street Maxim Edition.

A monthly post looking at what books Abnormal Returns readers purchased at Amazon in the prior month has become very popular with our readers.

Because technical analysis uses price and volume information, all three levels of efficiency state that an investor would be unable to earn an abnormal return with this information.

April 17th: Check out this recent interview I did with Michael Martin as a part of the Abnormal Returns book tour.

May 29th: The results of a conversation I recently had with Bill Luby about the Abnormal Returns book.

size: 100 %;» class = «Apple - style - span» > CXO concludes: «family: Verdana, Arial; font - size: 100 %;» > In summary, investors may be able to achieve abnormal returns by combining value and earnings surprises, with most of the benefit coming from value stocks with positive earnings surprises and positive earnings announcement abnormal returns.»

investors may be able to achieve abnormal returns by combining value and earnings surprises, with most of the benefit coming from value stocks with positive earnings surprises and positive earnings announcement abnormal returns.»

Abnormal Returns: In the paper you point out the problem with using capitalization weighted indices.

The writeup was found by our friends at Abnormal Returns), which like 90 % of academic studies about stocks has as its conclusion something that anyone with half a brain and a couple of years of decent investing experience could tell you about in a shorter and more easily understandable way, with fewer equations.

The positive abnormal returns also are consistent with the work of Brav et al. (2008), who find positive market reactions for a sample of confrontational and nonconfrontational hedge fund Schedule 13D filings.

I'd love to see an updated report in 5 years time using the same criteria... Given the recent volatility I think abnormal returns would be far higher with a this new dataset... Someone want to give it a crack??

Last night's episode of Abnormal Returns on StockTwits TV featured a conversation with David Merkel of the Aleph Blog.

This was written partially with an eye to an article at Abnormal Returns, which I rarely disagree with.

Abnormal Returns is always worth reading, with many links on an array of interesting topics.

TPE is an apheresis (removal of impurities from blood) treatment in which plasma contaminated with damaging auto - antibodies, toxins or abnormal proteins is separated from the patient's flowing blood and exchanged with donor plasma that is returned to the patient to render the patient less susceptible to or free from immunologic attack or other pathologic processes.

Return to normal appetite and water consumption with stable body weight is a good indication that the diabetes is well controlled, even if laboratory tests are still abnormal.

«Lawyers State the Obvious: Phone Book Ads Show Diminishing Returns Main Abnormal Use Blog Sits Down for Interview With Jackie Chiles of «Seinfeld»»

Hyperactivity was the only behaviour affected by the child's gender with boys more likely to have difficulties in this domain than girls; 22 % of boys returned a score in the borderline or abnormal range compared with 15 % of girls.