Results 11 to 20 of about 3,158,522 (412)
Is the abnormal return following equity issuances anomalous? [PDF]
Journal of Financial Economics, 2000 We examine whether a distinct equity issuer underperformance anomaly exists. In a sample of initial public o!ering (IPO) and seasoned equity o!ering (SEO) "rms from 1975 to 1992, we "nd that underperformance is concentrated primarily in small issuing "rms with low book-to-market ratios.
Alon Brav +2 more
openalex +6 more sources
Bitcoin Returns and the Frequency of Daily Abnormal Returns [PDF]
SSRN Electronic Journal, 2020 This paper investigates the relationship between Bitcoin returns and the frequency of daily abnormal returns over the period from June 2013 to February 2020 using a number of regression techniques and model specifications including standard OLS, weighted least squares (WLS), ARMA and ARMAX models, quantile regressions, Logit and Probit regressions ...
Caporale, GM, Plastun, A, Oliinyk, V
openaire +8 more sources
Behavioral Bias, Abnormal Volume, and Abnormal Return [PDF]
Journal of Asset Management and Financing, 2019 Objectives: This research evaluates the effects of overconfidence, disposition effect and investors’ attention on the abnormal volume and abnormal returns of stocks through Interruption in independent variables.
Mohammad Osoolian, Mozhgan Bazchi
doaj +1 more source
Media abnormal tone, earnings announcements, and the stock market [PDF]
Journal of Financial Markets, Volume 61, November 2022, 100683, 2021 We conduct a tone-based event study to examine the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they convey incremental information that is useful for price discovery for nonfinancial S&P 500 firms.
arxiv +1 more source
Journal of Applied Business and Technology, 2021 The purpose of this study was to analyze how the market reacted to the covid-19 event that occurred in Indonesia, namely the existence of PSBB Volume I, New Normal, PSBB Volume II, the entry of the sinovac vaccine phase 1 to Indonesia, and the injection ...
Martina Rapolo Lumbantoruan +2 more
semanticscholar +1 more source
JURNAL ILMU MANAJEMEN DAN BISNIS, 2021 Penelitian ini bertujuan untuk membuktikan apakah terdapat perbedaan sebelum dan sesudah terjadi suatu peristiwa (event study) yang membawa dampak pada berbagai bidang dan lingkungan sekitarnya. Peristiwa yang maksud dalam penelitian ini adalah Covid-19,
Dewi Larasati, L. Kelen
semanticscholar +1 more source
Auditor Switching and Abnormal Returns
Iranian Journal of Accounting, Auditing & Finance, 2021 Every investor pays special attention to the main factor in their decisions: a return. What is essential for users of financial information is not the procedures and principles used in accounting, but the exit from the financial system, because it helps them achieve their goals.
Niloofar Beyki +2 more
openaire +3 more sources
Stock Dividend Ex-Day Abnormal Return
Ekonomski Pregled, 2021 This study examines the impact of the ex-day of stock dividend on stock return and volume on Borsa Istanbul stock exchange. The data covers 1,220 stock dividends associated with 305 companies over the period 1997-2018.
Eyup Kadioglu, Ayhan Kirbas
semanticscholar +1 more source
, 2021 This study aims to examine the difference in firm performances and abnormal returns before and after the merger and acquisition in the companies listed on the Indonesian Stock Exchange in the year 2014 to 2018.
S. Dewi, I. Widjaja
semanticscholar +1 more source
Is Indonesia Stock Exchange Semi-Strong Form Efficiency?
Jurnal Manajemen, 2020 This study aims to analyze the effect of the announcement of warrant listing on the stock price movement on the Indonesia Stock Exchange (IDX). The data used in this study is secondary data on companies that warrant listing from 2011 to 2018.
Nelmida .
doaj +1 more source