Shareholder Lock-In Contracts: Share Price and Trading Volume Effects at the Lock-In Expiry [PDF]
This paper unveils the diversity in lock-in agreements of firms listed on the Nouveau Marche stock exchange in France.We give the main economic reasons why shareholders adopt lock-in agreements that are more stringent than legally required.We relate the ...
Angenandt, P.P. +2 more
core +1 more source
PERBANDINGAN ABNORMAL RETURN DAN LIKUIDITASSAHAM SEBELUM DAN SESUDAH STOCK SPLIT PADA PERUSAHAAN YANG LISTING DI BEI SAAT KEADAAN BULLISH DAN BEARISH [PDF]
, 2012 Intan Nur Sakinah, 2012; Comparison of Stock Abnormal Return and Stock Liquidity Before and After Stock Split on the Company that Listed in the Indonesian Stock Exchange during Bullish and Bearish Condition.
SAKINAH, INTAN NUR
core
Asimetrik Enformasyon Isiginda Halka Arzlarin Uzun Donemli Performanslarinin Degerlendirilmesi [PDF]
In this paper we aim to test concept of low stock price and long term stock performance in the context of asymmetric information phenomenon by using data of initial public offerings at Istanbul Stock Exchange. Thus, we analyze 42 stocks which has offered
Ayca TUKEL
core
Cross-shareholding and the Long-run Performance of Stock Returns in the Japanese Keiretsu : An Empirical Analysis using panel data [PDF]
, 2001 Using a sample of Japanese keiretsu firms, this paper examines the relation between the cross-holding of equity and the long-run performance of stock returns.
Jurgen Schraepen
core +1 more source
Information Misweighting and Stock Recommendations [PDF]
I provide evidence that analysts whose earnings forecast revisions showed signs of greater exaggeration in the past make recommendation changes that lead to lower abnormal returns than their peers.
Martinez, Jose Vicente
core
The Effects of the Brazilian ADRs Program on Domestic Market Efficiency [PDF]
This paper examines the impact on Brazilian stocks following American Depositary Receipts (ADRs) listing in the U.S. stock markets. Evidence suggests that a systematic change has taken place in the post-listing period as the multivariate variance ratio ...
Benjamin Miranda Tabak +1 more
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Fundamental Value Investors: Characteristics and Performance [PDF]
We examine novel data on the detailed investment decisions of professional value investors. We find evidence that value investors are not easily defined: they exploit traditional tangible asset valuation discrepancies such as buying high book-to-market ...
Gray, Wesley, Kern, Andrew
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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 +2 more
core
Delay, deny, and defend: Public outrage at health insurance companies and stock market debacle. [PDF]
PLoS OneLi C, Dutta M, Duo J, Dutta S.
europepmc +1 more source
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source