The effects of free trade agreements on the stock market: Evidence from Vietnam. [PDF]
Pham H +7 more
europepmc +1 more source
ABSTRACT External audits enhance the credibility of financial statements and are a cornerstone of capital market integrity. However, the growing and complex auditing literature poses challenges for researchers. This survey synthesizes and critically evaluates archival audit research published in top accounting journals from 1995 to 2025, organizing ...
Clive Lennox, Chan Li, Yiqian Wang
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A study of impact of climate change on the U.S. stock market as exemplified by the NASDAQ 100 index constituents. [PDF]
Li C, Liu Y, Pan L.
europepmc +1 more source
Cryptocurrency in sport: a thematic review. [PDF]
Zhou X +8 more
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Physical climate risk: Stock price reactions to the historically most extreme European and United States heat waves since 1979. [PDF]
Schuster M, Krüger J, Lueg R.
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Wealthy individual investors and stock markets' tail risk. [PDF]
Yu H, Lu R, Yang H, Zhang B.
europepmc +1 more source
When does digital merger and acquisition create shareholder value? An empirical investigation in the Chinese context. [PDF]
Huang G, Shen L.
europepmc +1 more source
The impact of sustainable development on the relevance of accounting information and financial activities: Evidence from Thailand. [PDF]
Moolkham M.
europepmc +1 more source
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Abnormal research and development investments and stock returns
North American Journal of Economics and Finance, 2017Abstract We investigate the relation between abnormal research and development (R&D) investments change and expected stock returns. We provide evidence that firms that abnormally increase their R&D investments ( RDI ) earn higher returns in comparison to the market portfolio.
Hilmi Songur, Jason E. Heavilin
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An examination of long-term abnormal stock returns following stock dividends
2011 International Conference on E-Business and E-Government (ICEE), 2011With 185 months Chinese capital market data, this paper proves that the Fama-French Three-Factor Model has an excellent explanation on the cross-sectional variation in average stock returns. Furthermore, the examination of long-term abnormal stock returns following stock dividends based on the three-factor model and zero-investment portfolio model ...
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