Results 191 to 200 of about 190,505 (238)
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How does marketing capability impact abnormal stock returns? The mediating role of growth
Journal of Business Research, 2018Fernando Angulo-Ruiz +2 more
exaly +2 more sources
AN ANALYSIS OF ABNORMAL RETURNS ASSOCIATED WITH STOCK SPLIT
The Singapore Economic Review, 2021A stock split is when a company’s outstanding shares are divided into multiple shares by issuing more shares to current shareholders without eroding their stake’s value. The company typically takes these actions to increase liquidity and marketability, lower stock prices, attract new investors and so on.
JYOTI PANDEY +2 more
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When ESG meets AAA: The effect of ESG rating changes on stock returns
Finance Research Letters, 2021This study is the first to employ calendar-time portfolio methodology to investigate the impact of 748 ESG rating changes on stock returns of US firms over 2016–2021.
Savva Shanaev, Binam Ghimire
semanticscholar +1 more source
COVID-19, Stock Liquidity, and Abnormal Returns
Review of Pacific Basin Financial Markets and Policies, 2023This paper examines the relationship between ex-ante stock liquidity and abnormal returns during various phases of COVID-19 led market uncertainties in India. We find that the volume-based liquidity supports stock more significantly during the crisis than in periods of calm.
Praveena Musunuru +1 more
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Banks, FinTech and stock returns
Finance Research Letters, 2021This paper investigates the effect of banks' investment in FinTech firms (FTF) on stock returns. We hand-collect data on 581 investment rounds made by FTFs, within at least one European or North American bank acting as investor.
Federico Carlini +3 more
semanticscholar +1 more source
The application of neural networks to predict abnormal stock returns using insider trading data
Applied Stochastic Models in Business and Industry, 2002A. Safer
exaly +2 more sources
A robust and powerful test of abnormal stock returns in long-horizon event studies
Journal of Empirical Finance, 2018This paper proposes a novel standardized test for abnormal returns in long-horizon event studies that takes into account cross-sectional correlation, autocorrelation, and heteroskedasticity of stock returns.
Anupam Dutta +3 more
semanticscholar +1 more source
Abnormal Return and Tick Size Reduction in Tokyo Stock Exchange
2020 9th International Congress on Advanced Applied Informatics (IIAI-AAI), 2020Tick size is minimum price variation which investors quote stock shares in financial market. Purpose of tick size reduction is to improve liquidity. Tokyo Stock Exchange (TSE) reduced twice its tick size in 2014. The first time is called phase 1 (P1). Also, the second time is called phase 2 (P2).
Hiroyuki Maruyama +2 more
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DIVIDEND ANNOUNCEMENTS AND THE ABNORMAL STOCK RETURNS FOR THE EVENT FIRM AND ITS RIVALS
Australian Journal of Business & Management Research, 2012Impact of dividend announcement on stock prices is pronounced in various studies conducted by various researchers. Event study has been conducted in this paper on 26 announcements and the firms were belonging to cement and oil and gas sector of Pakistan.
M. Aamir, Syed Zullfiqar Ali Shah
semanticscholar +1 more source
Dividend yields and stock returns: Implications of abnormal January returns
Journal of Financial Economics, 1985Abstract This study examines the empirical relation between stock returns and (long-run) dividend yields. The findings show that much of the phenomenon is due to a nonlinear relation between dividend yields and returns in January. Regression coefficients on dividend yields, which some models predict should be non-zero due to differential taxation of ...
openaire +1 more source