Profit persistence and stock returns

C-Tier
Journal: Applied Economics
Year: 2016
Volume: 48
Issue: 37
Pages: 3538-3549

Authors (2)

Adelina Gschwandtner (University of Kent) Michael Hauser (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article attempts to assemble further empirical evidence on the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyse the relationship between profit <italic>persistence</italic> and factor-adjusted stock returns looking at about 2000 listed US firms over the last 34&#xa0;years. While the relationship between (current, lagged and unexpected) profits/earnings and returns has been extensively analysed before, to our knowledge this is the first study to look at the relationship between stock returns and profit <italic>persistence</italic>. We interpret profit persistence as a result of market competition and innovation of the firm. It is shown that firm-specific long-run profit <italic>persistence</italic> after correction for other additional economic fundamentals of the firm has a positive impact on four-factor adjusted returns and a negative impact on their volatility.

Technical Details

RePEc Handle
repec:taf:applec:v:48:y:2016:i:37:p:3538-3549
Journal Field
General
Author Count
2
Added to Database
2026-01-25