Results 281 to 290 of about 13,047 (306)

News Sentiment, Factor Models and Abnormal Stock Returns

SSRN Electronic Journal, 2015
This 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
openaire   +1 more source

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
openaire   +1 more source

Abnormal Trading Volume and the Cross-Section of Stock Returns

SSRN Electronic Journal, 2016
Stocks 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
openaire   +1 more source

An examination of long-term abnormal stock returns following stock dividends

2011 International Conference on E-Business and E-Government (ICEE), 2011
With 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 ...
Ling Chunhua, Zhou Wei
exaly   +2 more sources

Reputation and stock abnormal returns

2016
A 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.
openaire   +1 more source

Crowdsourced Employee Sentiment and Abnormal Stock Returns

SSRN Electronic Journal, 2022
Mary J Becker, Alexander Cardazzi, Zachary McGurk   +2 more
openaire   +1 more source

Why stock distribution announcement causes abnormal return

2023
This research investigated empirically why stock distribution announcement causes abnormal return. For stock split companies, the evidences support that liquidity improvement could be the first possible reason of occurrence of abnormal return during announcement date.
openaire   +1 more source

Evolution of price effects after one-day abnormal returns in the US stock market

North American Journal of Economics and Finance, 2021
Alex Plastun, Rangan Gupta, Mark E Wohar   +2 more
exaly  

Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China

International Review of Finance, 2023
Ping-Wen Sun
exaly  

Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market

Emerging Markets Finance and Trade, 2020
Bin Gao
exaly