Auditor Switching and Abnormal Returns [PDF]
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 ...
Mohammad Javad Zare Bahnamiri +2 more
doaj +3 more sources
Dataset on political connections, Sharia, and abnormal returns surrounding M&A announcement in the Indonesian stock market [PDF]
Data in Brief, 2021 This article presents a dataset on political connections, Sharia, and abnormal returns surrounding the M&A announcement of listed firms on Indonesia Stock Exchange (IDX) during the period 2010–2016.
Budi Wahyono
doaj +2 more sources
Bitcoin Returns and the Frequency of Daily Abnormal Returns [PDF]
Ledger, 2021 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
Guglielmo Maria Caporale +2 more
doaj +6 more sources
Momentum effects in the cryptocurrency market after one-day abnormal returns
Financial Markets and Portfolio Management, 2020 This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market. For this purpose, a number of hypotheses of interest are tested for the Bitcoin, Ethereum and Litecoin exchange rates vis-à-vis the US
Guglielmo Maria Caporale, Alex Plastun
exaly +2 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 +2 more sources
The Persistence of Long-Run Abnormal Returns Following Stock Repurchases and Offerings
Management Science, 2016 The long-run abnormal returns following both stock repurchases and seasoned equity offerings disappear for the events in 2003–2012. The disappearance is associated with the changing market environment: increased institutional investment, decreased ...
Fangjian Fu, Sheng Huang
exaly +2 more sources
Investor sentiment and bidder announcement abnormal returns [PDF]
Journal of Corporate Finance, 2015 We introduce the significance of a direct sentiment proxy as an explanatory variable of bidder announcement returns. We argue that sentiment subconsciously influences investor perception of potential merger synergies and risks, and therefore relates to bidder abnormal returns.
Danbolt, Jo +2 more
openaire +2 more sources
The use of DuPont Analysis in Abnormal Returns Evaluation: Empirical Study of Romanian Market
Procedia, Social and Behavioral Sciences, 2012 This paper comprehensively explores the DuPont components in order to demonstrate which of three areas influences stock's abnormal behavior the most.
Marianna Botika
exaly +2 more sources
Exchange rate expectation, abnormal returns, and the COVID-19 pandemic [PDF]
Journal of Economic Behavior and Organization, 2022 Joscha Beckmann, Robert Czudaj
exaly +2 more sources
Abnormal returns in privatization public offerings: the case of Portuguese firms
Notas Económicas, 2006 This paper provides evidence on abnormal returns of Portuguese privatization public offerings for the period from 1989 to 2001. This study explores the abnormal performance of a comprehensive sample of Portuguese privatization transactions and ...
Carla Vieira, Ana Paula Serra
doaj +2 more sources