Results 31 to 40 of about 4,106 (260)
Instagram Endorsement and Stock Return
Investors obtain information from various sources, including social media, which can make them act irrationally by imitating the decisions of others. This study aims to investigate the impact of influencers endorsements on abnormal stock returns.
Bagas Tri Erianto, Ani Wilujeng Suryani
doaj +1 more source
Non-Parametric Statistic for Testing Cumulative Abnormal Stock Returns
Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks.
openaire +4 more sources
A 3D Human Neuron‐on‐Chip Platform to Monitor Neuronal Injury Responses
This study presents a novel 3D Neuron‐on‐Chip model that can maintain human PSC‐derived excitatory prefrontal cortex neurons in 3D hydrogels and can be used to monitor neuronal injury responses over time. Results show injury‐induced acute neuronal excitotoxicity, declining neuronal connectivity, and the activation of a neurodegenerative, SASP‐like ...
Ruiping Tang +16 more
wiley +1 more source
The Relationship between Firm-Specific Discretionary Accruals and Stock Future Abnormal Returns [PDF]
Objective: The purpose of this research is to investigate the relationship between Firm-Specific Discretionary Accruals andStock Future Abnormal Returns on Tehran Stock Exchange.
Mohammad Hossein Vadiee Noghbi +1 more
doaj +1 more source
Perivascular matrix densification promotes the emergence of aberrant endothelial tip cells (ATECs) that invade and persist within fibrotic microenvironments. Using in vivo lineage tracing and a human microvessel model, this study shows that fibrous matrix cues destabilize VE‐cadherin–mediated junctions to gate TGF‐β signaling, inducing a pro ...
Jingyi Xia +17 more
wiley +1 more source
This article is intended to test the theory of market efficiency hypotheses in weak forms through event studies. Empirical testing in the form of investor response to the massive Muslim demonstration over alleged blasphemy known as action 212. Investors'
Nor Hadi, Arum Mediyawati
doaj +1 more source
Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns
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, Sudipto Roy
openaire +2 more sources
Indonesia stock exchange: Abnormal return amid pandemic
This study aims to reveal the behavior of investors on the Indonesia Stock Exchange (IDX) before and during (early) the COVID-19 pandemic. This study is an extension of references to understand market reactions in response to future crises. This study is an event study with a time window of 76 trading days before and after the first case was officially
Gunistiyo Gunistiyo +2 more
openaire +2 more sources
Glaucoma, a major cause of blindness, involves retinal ganglion cell (RGC) degeneration. This study shows growth hormone‐releasing hormone receptor (GHRHR) deficiency preserves RGC survival and restores vision, unlike activation which only aids survival.
Yan Tong +24 more
wiley +1 more source
Abnormal Return Sebelum dan Sesudah Stock Split
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 +1 more
openaire +1 more source

