The objective of this study are (1) to examine the change the abnormal returns pre and post acquisition, (2) to examine the influence of acquisition factors: Q ratio (Tobin’s Q ratio), relative size between bid¬der and target acquisition (size), reaction
Ali Muktiyanto
doaj +4 more sources
The valuation effect and determinants of corporate contracting : a thesis presented in partial fulfillment of the requirements for a Master of Business Studies at Massey University, December 2002 [PDF]
This study examined abnormal stock market returns to equity holders around corporate contract announcement that were obtained from Dow Jones & Company, Inc. between January 1, 1990 and December 31, 2000.
Chen, Lijia
core
The Effects of Twitter Sentiment on Stock Price Returns [PDF]
Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets.
A Gross-Klussmann +45 more
core +6 more sources
Investigation of Capital Market Efficiency in Indonesia
In the midst of a national economic growth downturn that affected the capital market as a subsystem of the economy, now Indonesia capital market industry began to look at the development of the application of the principles of sharia as an alternative ...
Gita Masria Hutapea +2 more
doaj +1 more source
Do markets love misery? : Stock prices and corporate philanthropic disaster response [PDF]
While companies have emerged as very proactive donors in the wake of recent major disasters like Hurricane Katrina, it remains unclear whether that corporate generosity generates benefits to firms themselves.
Kräussl, Roman, Muller, Alan
core +2 more sources
Analysis of Indonesian Capital Market Reaction to the Inauguration of the Indonesian Cabinet in 2024
The inauguration of the Indonesian Cabinet is considered one of the major political events that has the potential to influence the capital market. This study aims to analyze the reaction of the Indonesian capital market to the 2024 Cabinet Inauguration ...
Regita Putri Wardani +3 more
doaj +1 more source
Cross-sectional returns predictability for emerging market banks: A study on Indian banking system
Using Indian bank-level data, we examine the cross-sectional returns predictability for banking stocks in view of the distinct industry parameters prevalent in the financial services space. We find the existence of abnormal returns in banking stocks.
Sabyasachi Mohapatra, Arun Kumar Misra
doaj +1 more source
Examining the Effects of Investor Sentiment Shocks on Normal and Abnormal Returns in the Oil Products Sector of the Tehran Stock Exchange: A PVAR Analysis [PDF]
The behavioral finance perspective posits that fluctuations in security prices are significantly influenced by investors' emotional responses, which can, in turn, affect stock returns.
Mohammad Javad Zare Bahnamiri +2 more
doaj +1 more source
Robust examination of political structural breaks and abnormal stock returns in Egypt
Purpose This paper uses the event study methodology to analyze the impact of unexpected political event on stocks abnormal returns. The objective is twofold. The first is to reach robust estimates of stocks abnormal returns. The second is to reach robust
Tarek Ibrahim Eldomiaty +3 more
doaj +1 more source
The Effect of Accounting Variables Driving Risk on Abnormal Stock Returns [PDF]
This study is aimed to investigate the effect of accounting variables driving risk on abnormal stock returns of firms listed in the Tehran Stock Exchange. The sample consists of 98 firms during the period from 2010 to 2015. The data collected is analyzed
maryam saberi +2 more
doaj +1 more source

