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The asset rate of returns is the profit on a particular investment; it includes any change in the asset value, interest, commission or dividends and so, all other cash-flows which an investors receive or pays due to the investment.

If I have log returns for a specific stock, then the weekly log return is the log of Friday's closing price minus the log of Monday's closing price, i.e. … However, can I also calculate the log return as the sum of the daily log returns? …
asked Mar 8 '16 by jeffrey
I am a bit confused about the interpretation of the regression coefficients in a regression model: $R_{t}=\beta_0+\beta_1R_{mt}+\beta_2D_{t}+\epsilon_t$ where $R_{t}$ is the log return of some stock …
I have two different event study approaches and I wonder if the results are exactly the same. Model 1 applies a dummy regression market model: (1) $R_{t}=\beta_{0} + \beta_{1}R_{mt}+\beta_{2}D_{t}+\ … asked Oct 12 '15 by jeffrey 3answers I think this is a quite similar question for most of you, however it is not completely understandable for me at the moment: Why do we usually use returns and not prices to model financial data in time … asked Feb 7 '15 by jeffrey 3answers Thus, the coefficient$\beta_{2}$($\beta_{3}$) signals the abnormal returns after good (bad) news. … Thus,$\beta_{4}\$ shows the difference in the returns after good news in comparison to bad news. My question is: How to get the absolute abnormal returns for good and bad news from model type 2? …