The cumulative abnormal return (CAR) is a key metric used by investors and financial analysts to evaluate the actual performance of a stock or portfolio relative to what is expected. CAR measures the ...
"Abnormal returns" is an important concept in academic finance, as well as in the investment management industry.Let's go over how to calculate an abnormal return for a stock using stock prices and ...
Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns is critical for risk management and ...
Equities are generally considered to be growth assets, implying that equity market returns show positive correlation with economic growth. That’s the conventional wisdom held by most investors, at ...