it] is the holding period return
to stock i in period t, [r.
2]) for the long-term interest rate variable is positive and significant, indicating that life insurer equity values are positively (negatively) related to holding period returns
Later we consider one-month holding period returns
on seasoned T-bills since 1961.
For example, the most often cited research using property-specific data to calculate holding period returns
makes these classifications (see Miles and McCue, and Hartzell, Hekman, and Miles, in the Bibliography).
Holding period returns
were calculated subsequent to the FFRT change for 5-day, 10-day, 30-day periods, and for the entire interval of time before the FFRT changed again.
Mercer also indicates in his book that the required holding period return
should be adjusted for shareholder-specific risks related to the nonmarketability features of the investment, such as:
First, declining interest rates raise holding period returns
As in Barber and Lyon (1997), we also calculate the abnormal holding period return
(AHPR) to determine the relative performance of the ER firms.
To obtain the acquirer's abnormal return, each firm in the sample is matched to its appropriate portfolio and the three-year holding period return
for the control portfolio is sutracted from that for the sample firm.
it] = Holding period return
for bond i in period t, defined as the end of period bond it price plus the coupon rate minus the beginning of the period bond price divided by the beginning of the period bond price plus accrued interest
The share issue privatization (SIP) holding period return
(HPR) represents a buy-and-hold return with dividends reinvested in the respective security.
i,a;b] is the holding period return
for the IPO firm and [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] is the holding period return
for its matched counterpart.