Results 1 to 10 of about 190,505 (238)
KOREAN MUSIC AWARDS AND ABNORMAL STOCK RETURNS
Copernican Journal of Finance & Accounting, 2023 The global success of the K-pop music industry impacts the investment climate of the entertainment industry in the South Korean stock market. One of the driving factors attracting investors is the awards obtained by the K-pop idols.
Hafida Nur Chofifah +1 more
doaj +3 more sources
The Impact of Stock Overvaluation on Stock’s Abnormal Returns and their Volatility over Time [PDF]
مطالعات تجربی حسابداری مالی, 2015 This study examines the impact of stock overvaluation on abnormal stock returns and their volatility over time in listed companies of Tehran Stock Exchange.
Ali Ghasemi, Mohammad Reza Nikbakht
doaj +2 more sources
The Impact of Stock Overvealuation on Abnormal Stock Returns and their Volatility over Time [PDF]
مطالعات تجربی حسابداری مالی, 2015 This study examines the impact of stock overvaluation on abnormal stock returns and their volatility over time in listed companies of Tehran Stock Exchange.
علی قاسمی +1 more
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
Modeling and forecasting abnormal stock returns using the nonlinear Gray Bernoulli model
Journal of Economics, Finance and Administrative Science, 2018 Purpose This study aims to use gray models to predict abnormal stock returns. Design/methodology/approach Data are collected from listed companies in the Tehran Stock Exchange during 2005-2015. The analyses portray three models, namely, the gray model,
Salehi
exaly +2 more sources
Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns
Journal of Risk and Financial Management, 2019 Recent event study literature has highlighted abnormal stock returns, particularly in short event windows. A common explanation is the cross-correlation of stock returns that are often enhanced during periods of sharp market movements. This suggests the misspecification of the underlying factor model, typically the Fama-French model.
Arnab Bhattacharjee
exaly +3 more sources
Evidence of portuguese stock market abnormal returns [PDF]
, 2011 According to the stock market efficiency theory, it is not possible to consistently beat the market. However, technical analysis is more and more spread as an efficient way to achieve abnormal returns.
Duarte, Elisabete Mendes +1 more
core +2 more sources
Exploiting stochastic dominance to generate abnormal stock returns
Journal of Financial Markets, 2014 We construct zero cost portfolios based on second and third degree stochastic dominance and show that they produce systematic, statistically significant, abnormal returns. These returns are robust with respect to the single index CAPM, the Fama-French 3-factor model, the Carhart 4-factor model and the liquidity 5-factor model. They are also robust with
Clark, Ephraim, Kassimatis, Konstantinos
openaire +2 more sources
Does Price React to Fixed Price Tender Offer Share Buyback Announcement? [PDF]
International Journal of Management Studies, 2006 This paper investigates stock market reactions to share buyback announcements, specifically with the fixed price tender offer mechanism. An event study methodology was used to examine stock price reaction of 30 observations involving 21 listed companies ...
Hanita Kadir Shahar +1 more
doaj +4 more sources
How does news affect biopharma stock prices?: An event study. [PDF]
PLoS ONEWe 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 +2 more sources