Open AccessResearch on Stock Return Rate
Author(s) -
Han Yu
Publication year - 2021
Publication title -
frontiers in business, economics and management
Language(s) - English
Resource type - Journals
ISSN - 2766-824X
DOI - 10.54097/fbem.v2i1.28
Subject(s) - stock (firearms) , risk free interest rate , rate of return , time weighted return , stock market , economics , interest rate , econometrics , financial economics , monetary economics , rate of return on a portfolio , finance , modern portfolio theory , mechanical engineering , portfolio , paleontology , horse , biology , engineering
There is a certain relationship among stock return rate, market return rate and risk-free interest rate, which is worth discussing, and it is helpful for us to analyze stocks and evaluate their prices. I have found that the market return rate and risk-free rate have correlation through multiple regression, and other stock's return rate can affect the target stock to some extent. The stock return rate is positively related to the market interest rate and inversely related to the risk-free interest rate.