abnormal return
excess return

Over the years, my own strategy has produced abnormal returns, but in the wrong direction.

And sure, the abnormal returns for female directors are bigger.

The abnormal returns are negative (-0.73 percent) on the day when his sell recommendations hit the market.

And the negative abnormal returns don't cluster in a particular year, but persist over time.

Daily abnormal returns are calculated using the market model.

The study provides insight into how a company's stock may exhibit abnormal returns after elections.

Not being able to earn abnormal returns from the market does not mean that the price is right.

Individuals didn't earn abnormal returns when trading professionally close stocks.

The authors find that 5 to 6 of the 13 events related to proxy access produce abnormal returns for these companies.

If the market average performs better (after adjusting for beta) than the individual stock, then the abnormal return will be negative.

Where did all the financial blogs go?, Abnormal Returns asks.

This is because evidence has shown that compounding daily abnormal returns can create bias in the results.

They found that House members “earn statistically significant positive abnormal returns,” outperforming the market by 6 percentage points.

Abnormal Returns has been running a great desert island blogger quiz series this week.

Cumulative Abnormal Returns are usually calculated over small windows, often only days.

In finance, an abnormal return is the difference between the actual return of a security and the expected return.

It seems to me that the key to achieving abnormal returns is in growing an abnormal product.

It was also noted that traders were generally overreacting to news events, creating the opportunity of abnormal returns.

In the meantime, however, we can observe that the abnormal returns themselves are statistically significant in their own right.

But those abnormal returns attracted other firms into the business and Enron's advantage was gradually "competed away."

The constant in the above table measures the abnormal returns of male executives, and those are still positive and statistically significant.

Abnormal returns are sometimes triggered by "events."

To specify if individual abnormal returns differ from zero with some statistical validity, test statistics need to be applied.

The most common test, the t-test, divides the abnormal returns through the root mean square error of the regression.

Know what you own, redux - Abnormal Returns.

That excess return is known as the “equity risk premium”.

Stress in the polished fiber can cause excess return loss.

They typically generated an excess return of 3.7 per cent in the month following a meeting with management.

Consequently, the marginal tax rate on the excess return within the power sector is 58%.

Whatever the excess return from equities, it is a reward for risk.

All parties involved have an incentive to do that until the excess return is competed away.

What leads to excess returns is buying them at a discount.

The return chasing behavior does not deliver positive excess returns thereafter.

A tax on such excess returns makes sense, helping to raise money without hurting motivation.

On the other hand Marsh did find that there was a statistically significant drop in the excess returns after 1968.

Alpha generation platforms are used to locate excess return in the capital market.

The process of alpha generation refers to generating excess returns.

Some would say that this excess return was compensation for taking on more risk as measured by greater volatility.

"We believe you can earn excess return by picking the right sectors and avoiding the wrong ones," he said.

Active policy, they said, is costly and does not earn its members excess returns on a consistent basis.

Such assets offered an excess return to compensate investors for their illiquidity.

"Purely identifying companies with moats does not lead to excess returns," she says.

The partners will receive 7pc a year on their investment as well as any excess returns from the assets’ performance.

"I'm confident that they can get excess returns from the multifamily portfolio."

There is considerable excess return (resource rent) associated with the extraction of oil and gas.

It is not necessary to use standard deviation of excess returns as the measure of risk.

The difference is called the excess return.

Hence, their excess returns can perhaps be explained simply as compensation for this illiquidity.

A fund has excess returns if it has a positive and statistically significant alpha.

If a fund manager can generate excess returns on a consistent basis, he or she is creating value for the end user.