Search Results - "Prombutr, Wikrom"

Behavioral-related firm characteristics, risks and determinants of stock returns by Prombutr, Wikrom, Phengpis, Chanwit

“…Purpose This paper aims to investigate a relatively new anomaly of investment growth and revisits well-known anomalies of size and value. It aims to answer two…”
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The asymmetric online talk effect by Zhang, Ying, Lu, Xing, Prombutr, Wikrom

“…PurposeThe authors investigate the extent to which online talk can influence contemporaneous and future stock trading, especially when market news is…”
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The Q-Theory Model: Evidence from the U.S. Market and non-U.S. Markets by PROMBUTR, WIKROM, LOCKWOOD, LARRY, SABHERWAL, SANJIV

“…We examine the ability of an investment-based asset pricing model, q-theory, to explain the cross-section of stock returns for U.S. and non-U.S. markets. We…”
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SUSTAINABLE GROWTH AND STOCK RETURNS by Lockwood, Larry, Prombutr, Wikrom

“…We examine relations between sustainable growth and stock returns over 1964–2007. Findings indicate that high sustainable growth firms tend to have low default…”
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Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S by Glascock, John L., Prombutr, Wikrom, Zhang, Ying, Zhou, Tingyu

“…We examine the diversification properties of holding listed REITs versus listed property companies (LPCs). If holding LPCs in addition to REITs provides excess…”
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Relative efficiency, industry concentration and average stock returns by Nguyen, Giao X, Prombutr, Wikrom, Phengpis, Chanwit, Swanson, Peggy E

“…Purpose Previous research has found that industry concentration and firm efficiency affect stock returns. However, it is not clear if concentration is a…”
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Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence by Lam, F. Y. Eric C., Li, Ya, Prombutr, Wikrom, Wei, K. C. John

“…This study comprehensively reexamines the debate over behavioral and rational explanations for the investment effect in an updated sample. We closely follow…”
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What explains the investment growth anomaly? by Prombutr, Wikrom, Phengpis, Chanwit, Zhang, Ying

“…► We test if an existing pricing model can explain the investment growth anomaly. ► We consider both unconditional and conditional model settings. ► We find…”
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MEASURING EFFECTS ON STOCK RETURNS OF SENTIMENT INDEXES CREATED FROM STOCK MESSAGE BOARDS by Zhang, Ying, Swanson, Peggy E., Prombutr, Wikrom

“…Various techniques and sources of information exist to aid investors in predicting future stock returns. However, no effective proxy for retail investors, such…”
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Investor response to online value line rank changes: Foreign versus local stocks by Prombutr, Wikrom, Lockwood, Jimmy, Zhang, Ying, Le, Steven V.

“…We find that the Value Line effect is confined to U.S. stocks. U.S. listed stocks significantly outperform their benchmarks long after Value Line Timeliness…”
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U.S. Dollar and Determination of the Renminbi Value: Short-Run and Long-Run Approaches by Phengpis, Chanwit, Swanson, Peggy E., Prombutr, Wikrom

“…This article examines the importance of the U.S. dollar relative to other currencies in determining the renminbi value before and after an announcement of the…”
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Essays on asset pricing and growth effect by Prombutr, Wikrom

“…This dissertation comprises two essays on growth effects and opportunities experienced by companies and their implications for asset pricing models. In the…”
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Investment Irreversibility, Cash Flow Risk, and Value-Growth Stock Return Effects by Prombutr, Wikrom, Lockwood, Larry, Diltz, J. David

“…We simulate results from a simple real options model to provide insight into the value‐growth stock return anomaly. In our model, firms possess either single…”
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