Results 201 to 210 of about 190,505 (238)
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The impact of COVID-19 pandemic on abnormal returns of insurance firms: a cross-country evidence
, 2021This research investigates the abnormal returns of 958 insurance companies from Australia, Canada, Germany, USA, UK, Brazil, India, and Indonesia under the COVID-19 scenario.
U. Farooq +3 more
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The Evidence on Market Abnormal Returns in Acquisitions on the Warsaw Stock Exchange
SSRN Electronic Journal, 2008The paper provides evidence on abnormal returns performance in acquisitions on the Warsaw Stock Exchange. From a variety of measures, the authors chose the event study methodology, used in developed markets to evaluate post-acquisition performance and based on the market data, and Cumulative Average Abnormal Return (CAAR).
AGNIESZKA PEREPECZO +1 more
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Impact of the Introduction of Securities Margin Trade on Stock Abnormal Returns
2013 Sixth International Conference on Business Intelligence and Financial Engineering, 2013Two groups of securities were permitted respectively to start margin trading on March 31th, 2010 and December 5th, 2011, which suggested an advancement of Chinese Securities Market. In this paper, with the sample data consisting of these stocks, the impact of the introduction of securities margin trade on stock short-term and long-run abnormal returns ...
Qing Ding, Yucan Liu
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Abnormal returns for IPOs on the Swedish stock exchange
2021We examine the occurrence of underpricing and short-term performance of a sample of 216 Swedish IPOs between 2017-2021. The theories used are the Efficient Market Hypothesis, Underpricing, Information asymmetry which contains both the Principal Agent Theory and the Signaling Theory, and beyond that, the Winner’s curse.
Landelius, Björn, Molin, David
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Executive Stock Option Exercise, Insider Trading, and Abnormal Stock Returns
SSRN Electronic Journal, 2005This article examines actual executive stock option exercises to investigate corporate insider's use of private information in their decision to exercise stock options. In the year following exercise we document negative cumulative abnormal return of approximately 11%. To distinguish which cohort of insiders are most informed we disaggregate our sample
Robert E. Brooks +2 more
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Ownership concentration and stock returns: Evidence from family firms in India
Pacific-Basin Finance Journal, 2020Public family firms in India represent an interesting case of relatively high ownership concentration combined with high growth opportunities, less competitive product markets and less developed capital markets.
S. Hegde, R. Seth, S. R. Vishwanatha
semanticscholar +1 more source
Abnormal Trading Volume and the Cross-Section of Stock Returns
SSRN Electronic Journal, 2016Stocks with high trading volume outperform otherwise stocks for one week, but subsequently underperform at the longer horizon. We show that such time-varying predictability of trading volume is attributed to abnormal trading activity, which is not explained by past volume.
Deok Hyeon Lee, Min Ki Kim, Tong Suk Kim
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Individuals and Institutional Investors’ Trading and Stock Abnormal Returns
SSRN Electronic Journal, 2009This paper analyzed the investors’ trading in Chinese financial market from a behavioral perspective, which demonstrated how investors’ trading strategies affect abnormal returns of securities. In the analysis, we classified total trading into individual investors’ trading and institutional investors’ trading.
Tong Zhu, Yujin Cao
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A THRESHOLD MODEL APPROACH TO ESTIMATING THE ABNORMAL STOCK RETURNS [PDF]
Annals of Financial Economics, 2013 The classical capital asset pricing model postulates a linear relationship between stock returns and stock risks. However, a number of subsequent empirical studies have revealed some anomalies in this relationship, especially for firms with small size and high book-to-market values. A possible explanation for the anomalies is the existence of threshold
TERENCE TAI-LEUNG CHONG +2 more
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News Sentiment, Factor Models and Abnormal Stock Returns
SSRN Electronic Journal, 2015This paper investigates how stock-specific and market-wide news sentiments, obtained from Thomson Reuters News Analytics, affect abnormal returns of S&P 500 stocks. It is well-known that the relationships between the stock-specific news sentiment and raw stock returns are rather weak.
Svetlana Borovkova, Ding Xiaobo
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