Results 231 to 240 of about 4,106 (260)
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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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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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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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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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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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Abnormal Fund Holding Count and Stock Returns
Existing literature questions whether mutual fund holdings convey information for predicting stock returns in emerging markets. We argue that this lack of evidence stems from a methodological limitation: conventional value-weighted holding measures are dominated by a few large funds, obscuring the collective signal from numerous smaller, but ...QI Gao, Shen Lin, Xiong Xiong
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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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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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Reputation and stock abnormal returns
2016A relação entre reputação organizacional e desempenho nanceiro das empresas tem sido alvo de estudo ao longo dos últimos anos. Empresas com elevados padrões de reputação apresentam maior probabilidade de manter um elevado e sustentado desempenho ao longo do tempo.
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Crowdsourced Employee Sentiment and Abnormal Stock Returns
SSRN Electronic Journal, 2022Mary J Becker +2 more
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