Joint Dynamics of Prices and Trading Volume on the Polish Stock Market [PDF]
This paper concerns the relationship between stock returns and trading volume. We use daily stock data of the Polish companies included in the WIG20 segment (the twenty most liquid companies quoted on the primary market of the Warsaw Stock Exchange). The
Henryk Gurgul +2 more
core
The influence of investor sentiment on the Chinese stock market amid COVID-19: An event study analysis. [PDF]
PLoS OneSun Y, Yang C.
europepmc +1 more source
Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis [PDF]
The objective of this paper is to test for predictability in the Middle-Eastern North African (MENA) markets by investigating both the weak-form efficiency hypothesis (WFEMH) and the presence of abnormal returns.
Brian M Lucey, Thomas Lagoarde Segot
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StockData: An open investment transaction dataset. [PDF]
Data BriefLi M, Wu C, Mao W, Firat EE, Laramee RS.
europepmc +1 more source
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? [PDF]
Multihorizon temporal relationships between stock returns are complex due to confounding sources of return premia, microstructure effects, and changes in the relationship over various horizons.
Mark Grinblatt, Tobias J. Moskowitz
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Sectoral sensitivity of the Kuwait stock market to a dual shock. [PDF]
PLoS OneAlotaibi T, Morales L.
europepmc +1 more source
An Empirical Analasis of Market reaction Around the Bonus Issues in India [PDF]
Past researches have revealed significant abnormal returns for bonus issues even though the bonus issue date is known in advance and the distribution contains no new information.
Asim Mishra
core
Geopolitical Effect: Investor Sentiment And Stock Returns Admist Israeli-Palestinian Conflict
Sriwijaya International Journal of Dynamic Economics and BusinessThe Israeli–Palestinian conflict represents a major geopolitical event that can trigger uncertainty and volatility in global financial markets. This study investigates the impact of the conflict on investor sentiment and stock returns by comparing the ...
Muhammad Cholil +5 more
doaj
An Empirical Analysis of Market Reaction Around the Bonus Issues in India [PDF]
Past researches have revealed significant abnormal returns for bonus issues even though the bonus issue date is known in advance and the distribution contains no new information.
Asim Mishra
core