Results 61 to 70 of about 205,180 (209)

PENGARUH MANAJEMEN LABA TERHADAP ABNORMAL RETURN

Jurnal Kajian Akuntansi dan Auditing, 2009
This research investigates the consequence of earnings management by analyzing stock price reaction to the full set financial statement in 2008 which can be used by investors to detect earnings management by the firms. This research investigated two forms of earnings management (accrual and real earnings management).
Zirman Zirman, Lily Lily
openaire   +1 more source

Estimating the Returns to Insider Trading [PDF]

This paper estimates the returns to insiders when they trade their company’s stock. We first construct a rolling "purchase portfolio" that holds all shares purchased by insiders for a six-month period, and an analogous "sale portfolio" that holds all ...
Andrew Metrick, Leslie A. Jeng, Richard Zeckhauser   +2 more
core  

Acquisitions of Bankrupt and Distressed Firms [PDF]

, 2016
In this paper we focus on acquisitions of bankrupt firms and firms that recently emerged from Chapter 11 and compare these firms with acquired distressed firms to determine whether or not transaction timing plays a role in the outcomes of the mergers. We
Oppenheimer, Henry, Precourt, Elena
core   +1 more source

How does news affect biopharma stock prices?: An event study.

PLoS ONE
We investigate the impact of information on biopharmaceutical stock prices via an event study encompassing 503,107 news releases from 1,012 companies. We distinguish between pharmaceutical and biotechnology companies, and apply three asset pricing models
Joonhyuk Cho, Manish Singh, Andrew W Lo
doaj   +1 more source

Dynamic network and own effects on abnormal returns: evidence from China's stock market. [PDF]

Empir Econ, 2021
Egger PH, Zhu J.
europepmc   +1 more source

Stock markets’ reaction to the Russia–Ukraine crisis: GCC countries vs Europe [PDF]

International Trade, Politics and Development
Purpose – This study investigates how the Russian invasion of Ukraine affected the stock markets of the Gulf Cooperation Council (GCC) countries in comparison to Europe and explores the varying responses of GCC markets.
Ahmed Wassal Elroukh
doaj   +1 more source

The Information Contained in The Exercise of Executive Stock Options [PDF]

, 2003
This paper investigates the use by insiders of private information in their decision to exercise executive stock options. It is the first to categorise the exercise of an executive stock option by the proportion of stock sold at exercise.
Kyriacou, K, Mase, B
core  

Abnormal Returns and Contrarian Strategies

Revista Brasileira de Finanças, 2003
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on portfolios of winner stocks generate abnormal returns in Brazil. This type of evidence for the US stock market was interpreted by The Bondt and Thaler (1985) as reflecting systematic evaluation mistakes caused by investors overreaction to news related to ...
Ivana Dall'Agnol, Marco Bonomo
openaire   +1 more source

Empirical evidence on the determinants of the stock market reaction to product and market diversification announcements [PDF]

, 2005
The announcement of product and market diversification projects lead to significant abnormal returns of 1.1%. However, the gains are higher for new products than for new markets, and for companies with high price-earnings ratios and low (or zero ...
Danbolt, J., Jones, E.
core   +2 more sources

The Price and Volume Effect of Single-Stock Futures Trading on the Pakistani stock market

The Lahore Journal of Business, 2014
The advent of single-stock futures (SSFs) provides an opportunity to investigate the company-wide impact of futures trading rather than the marketwide response captured through index futures contracts.
Adil Awan, Syed M. Amir Shah
doaj