Results 261 to 270 of about 1,561,604 (300)

COVID-19, Stock Liquidity, and Abnormal Returns

Review of Pacific Basin Financial Markets and Policies, 2023
This 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, Mohammad Shameem Jawed   +1 more
openaire   +1 more source

An Abnormally Abnormal Intangible: Stock Returns on Customer Satisfaction

Journal of Marketing, 2016
Sorescu and Sorescu (2016) and Bharadwaj and Mitra (2016) have made a number of insightful observations and suggestions for future research regarding stock returns on customer satisfaction. They have also provided a series of assessments of a study by Fornell, Morgeson, and Hult (2016) that focus on abnormal returns on customer satisfaction.
Claes Fornell, Forrest V. Morgeson, G. Tomas M. Hult   +2 more
openaire   +1 more source

Deceptive advertising and abnormal stock returns

International Journal of Advertising, 2011
This study examined the impact of deceptive advertising on the abnormal stock returns of firms. Using an event study analysis with 101 cases from the FTC database over the period 1987–2005, the FTC rulings on deceptive advertising were found to have the negative effects on the abnormal stock returns of firms. Among the firm-specific factors examined in
Jaeseok Jeong, Chan Yun Yoo
openaire   +1 more source

Abnormal Stock Returns and Profit Warnings

SSRN Electronic Journal, 2009
This paper aims at studying the market response surrounding profit warnings as well as annual earnings announcements. Relatively few academic researches have investigated these issues. Our empirical survey based on an event study, points out a strong negative residual stock returns around profit warning announcements corresponding to bad news as well ...
Wael Louhichi, François Aubert
openaire   +1 more source

Abnormal Return Sebelum dan Sesudah Stock Split

Portofolio: Jurnal Ekonomi, Bisnis, Manajemen, dan Akuntansi, 2023
Abstract An abnormal return refers to the variation between the actual return, the return that actually transpires, and the anticipated return. Abnormal returns can manifest when a company announces an event. In this investigation, the specific event under scrutiny is a stock split.
Dwi Indah Lestari
exaly   +2 more sources

Abnormal fund holding count and stock returns

Finance Research Letters
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
openaire   +1 more source

Abnormal Research and Development Investments and Stock Returns

North American Journal of Economics and Finance, 2017
Abstract 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
exaly   +2 more sources

Mean Reversion of Abnormal Stock Returns

The Journal of Wealth Management, 2012
This study tests for mean reversion in abnormal stock returns that divert more than one standard deviation from the mean. Biases due to a small sample, the January effect, and unique events are avoided by using large samples generated by a block bootstrap procedure starting in random months and studying two different periods.
openaire   +1 more source

Abnormal Return and Tick Size Reduction in Tokyo Stock Exchange

2020 9th International Congress on Advanced Applied Informatics (IIAI-AAI), 2020
Tick 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, Tomoaki Tabata, Takaaki Hosoda   +2 more
openaire   +2 more sources

Dividend yields and stock returns: Implications of abnormal January returns

Journal of Financial Economics, 1985
Abstract 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