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Results 1 - 10
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64,524
Expected stock returns and volatility
- Journal of Financial Economics
, 1987
"... This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also evid ..."
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Cited by 716 (10 self)
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This paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also
Expectations and the Neutrality of Money
- JOURNAL OF ECONOMIC THEORY
, 1972
"... This paper provides a simple example of an economy in which equi-librium prices and quantities exhibit what may be the central feature of the modern business cycle: a systematic relation between the rate of change in nominal prices and the level of real output. The relationship, ..."
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Cited by 866 (5 self)
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This paper provides a simple example of an economy in which equi-librium prices and quantities exhibit what may be the central feature of the modern business cycle: a systematic relation between the rate of change in nominal prices and the level of real output. The relationship,
On estimating the expected return on the market -- an exploratory investigation
- JOURNAL OF FINANCIAL ECONOMICS
, 1980
"... The expected market return is a number frequently required for the solution of many investment and corporate tinance problems, but by comparison with other tinancial variables, there has been little research on estimating this expected return. Current practice for estimating the expected market retu ..."
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Cited by 490 (3 self)
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expected market returns which reflect this dependence are analyzed in this paper. Estimation procedures which incorporate the prior restriction that equilibrium expected excess returns on the market must be positive are derived and applied to return data for the period 19261978. The principal conclusions
Illiquidity and stock returns: cross-section and time-series effects,
- Journal of Financial Markets
, 2002
"... Abstract This paper shows that over time, expected market illiquidity positively affects ex ante stock excess return, suggesting that expected stock excess return partly represents an illiquidity premium. This complements the cross-sectional positive return-illiquidity relationship. Also, stock ret ..."
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Cited by 864 (9 self)
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Abstract This paper shows that over time, expected market illiquidity positively affects ex ante stock excess return, suggesting that expected stock excess return partly represents an illiquidity premium. This complements the cross-sectional positive return-illiquidity relationship. Also, stock
Motivation through the Design of Work: Test of a Theory. Organizational Behavior and Human Performance,
, 1976
"... A model is proposed that specifies the conditions under which individuals will become internally motivated to perform effectively on their jobs. The model focuses on the interaction among three classes of variables: (a) the psychological states of employees that must be present for internally motiv ..."
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Cited by 622 (2 self)
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in the work of Expected positive relationships between the RTA Index and employee satisfaction and attendance were found only for workers from factories located in small towns. For employees in urban work settings, satisfaction was inversely related to the scores of jobs on the RTA Index, and absenteeism
Attention and the detection of signals
- Journal of Experimental Psychology: General
, 1980
"... Detection of a visual signal requires information to reach a system capable of eliciting arbitrary responses required by the experimenter. Detection latencies are reduced when subjects receive a cue that indicates where in the visual field the signal will occur. This shift in efficiency appears to b ..."
Abstract
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Cited by 565 (2 self)
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to be due to an alignment (orient-ing) of the central attentional system with the pathways to be activated by the visual input. It would also be possible to describe these results as being due to a reduced criterion at the expected target position. However, this description ignores impor-tant constraints
The impact of human resource management practices on turnover, productivity, and corporate financial performance.
- Academy of Management Journal,
, 1995
"... In 590 for-profit and nonprofit firms from the National Organizations Survey, we found positive associations between human resource management (HRM) practices, such as training and staffing selectivity, and perceptual firm performance measures. Results also suggest methodological issues for conside ..."
Abstract
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Cited by 853 (7 self)
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In 590 for-profit and nonprofit firms from the National Organizations Survey, we found positive associations between human resource management (HRM) practices, such as training and staffing selectivity, and perceptual firm performance measures. Results also suggest methodological issues
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
- Journal of Financial Economics
, 1985
"... The presence of traders with superior information leads to a positive bid-ask spread even when the specialist is risk-neutral and makes zero expected profits. The resulting transaction prices convey information, and the expectation of the average spread squared times volume is bounded by a number th ..."
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Cited by 1273 (5 self)
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The presence of traders with superior information leads to a positive bid-ask spread even when the specialist is risk-neutral and makes zero expected profits. The resulting transaction prices convey information, and the expectation of the average spread squared times volume is bounded by a number
The sources and consequences of embeddedness for the economic performance of organizations: The network effect
- American Sociological Review
, 1996
"... In this paper, I attempt to advance the concept of embeddedness beyond the level of a programmatic statement by developing a formulation that specifies how embeddedness and network structure affect economic action. On the basis of existing theory and original ethnographies of 23 apparel firms, I dev ..."
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Cited by 744 (8 self)
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economy. Results reveal that embeddedness is an exchange system with unique opportunities relative to markets and that firms organized in networks have higher survival chances than do firms which maintain arm's-length market relationships. The positive effect of embeddedness reaches a threshold
Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela
- AMERICAN ECONOMIC REVIEW
, 1999
"... Governments often promote inward foreign investment to encourage technology “spillovers” from foreign to domestic firms. Using panel data on Venezuelan plants, we find that foreign equity participation is positively correlated with plant produc-tivity (the “own-plant” effect), but this relationship ..."
Abstract
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Cited by 757 (5 self)
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Governments often promote inward foreign investment to encourage technology “spillovers” from foreign to domestic firms. Using panel data on Venezuelan plants, we find that foreign equity participation is positively correlated with plant produc-tivity (the “own-plant” effect), but this relationship
Results 1 - 10
of
64,524
