Results 41 to 50 of about 190,505 (238)
Day of the Week Effect of Stock Returns: Empirical Evidence from Colombo Stock Exchange
Kelaniya Journal of Management, 2014 Many empirical studies have been carried out both in the developed and developing economies to test the presence of anomalies in stock returns and volatility.
SC Thushara, Prabath Perera
doaj +1 more source
Uncertainty triggers overreaction: evidence from corporate takeovers [PDF]
, 2016 Behavioural finance models suggest that under uncertainty, investors overweight their private information and overreact to it. We test this theoretical prediction in an M&A framework.
Black, Emma L. +3 more
core +1 more source
Malaysian Management Journal, 2021 This study examined the effect of corporate governance variables of board independence, institutional ownership, managerial ownership, board size, and director expertise on the market reaction to seasoned equity offering (SEO) announcements by firms in ...
Mohammed Aminu Bello +2 more
doaj +1 more source
Effect Earnings Timeliness on Public Stock Offering Abnormal Returns in Listed Companies of Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2013 This study is to investigate the impact earnings timeliness on Public Stock Offering Abnormal Returns in Listed Companies of Tehran Stock Exchange. In this regard, the earnings timeliness is used as an indicator for information asymmetry, and if the ...
Omid Pourheidari +1 more
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The Relationship of Conservatism and Short Term Abnormal Returns of Initial Public Offerings with Emphasis on the Role of Information Asymmetry Models [PDF]
مطالعات تجربی حسابداری مالی, 2012 This research follow up the relation between conservatism and short term abnormal returns of IPOs in Tehran Stock Exchange and also infusing of asymmetry information among beneficiaries in IPO’s procedure in mentioned relation.
Ghasem Blue, Mahdi Falah Barandagh
doaj
Non-Parametric Statistic for Testing Cumulative Abnormal Stock Returns
Journal of Risk and Financial Management, 2022 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
Analysis of the Effect of Stock Split on Abnormal Stock Return and Share Liquidity
Eduvest - Journal of Universal Studies, 2021 Strong companies will not be too affected by news issues about stock splits, but several other companies that do stock splits actually experience a decline in demand for their shares. This study aims to analyze the effect of stock splits on abnormal stock returns and stock liquidity.
Jerri Priatno, Freddy Freddy
openaire +2 more sources
Indonesia stock exchange: Abnormal return amid pandemic
Jurnal Inovasi Ekonomi, 2021 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
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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 +1 more
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The Relationship between Operational Financial Ratios and Firm's Abnormal Stock Returns
, 2013 The investment in stock market and other stocks issued by the firms require sufficient knowledge and understanding of the financial reports and information of the business firms.
Abdolreza Ghasempour, M. Ghasempour
semanticscholar +1 more source