Human Capital and Stock Returns: Is the Value Premium an Approximation for Return on Human Capital?

Article Abstract:

Research indicates that wage growth dispersion in value and growth stocks account for a large portion of stock return differences. The impact of firm value and labor income growth rate changes are determined primarily by differences in labor market characteristics among growth and value stocks.

Methods, Economic aspects, Stock price forecasting, Human capital

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Individual Investors' Sentiment and Temporary Stock Price Pressure

Article Abstract:

Analysis shows that stock prices are temporarily affected by the publishing of individual investors' sentiment regardless of whether the publication is competent or incompetent in its prediction of stock returns. Results were weaker for large stocks and stronger for small stocks.

Influence, Beliefs, opinions and attitudes, Stock prices, Investors, Business magazines

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CAPM, Higher Comoment and Factor Models of UK Stock Returns

Article Abstract:

Findings show that Capital Asset Pricing Model beta is significant in explaining stock return cross sections in the United Kingdom, and remains significant when cross-sectional regression includes Fama French factors.

United Kingdom, Product information, Models, Testing, Capital assets pricing model, Capital asset pricing model

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