Results 261 to 270 of about 13,047 (306)
When does digital merger and acquisition create shareholder value? An empirical investigation in the Chinese context. [PDF]
HeliyonHuang G, Shen L.
europepmc +1 more source
Differentiated impacts of climate physical risks on the Indian power sector. [PDF]
iScienceJindal A, Kerkhofs R, Shrimali G.
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Stock exchanges indices and abnormal returns in the crisis condition
Journal of International Studies, 2012 openaire
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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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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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An Abnormally Abnormal Intangible: Stock Returns on Customer Satisfaction
Journal of Marketing, 2016Sorescu 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 +2 more
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Deceptive advertising and abnormal stock returns
International Journal of Advertising, 2011This 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
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Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns
Journal of Risk and Financial Management, 2019 Recent event study literature has highlighted abnormal stock returns, particularly in short event windows. A common explanation is the cross-correlation of stock returns that are often enhanced during periods of sharp market movements. This suggests the misspecification of the underlying factor model, typically the Fama-French model.
Arnab Bhattacharjee +1 more
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Abnormal Stock Returns and Profit Warnings
SSRN Electronic Journal, 2009This 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
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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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