Results 61 to 70 of about 13,047 (306)

The Feller diffusion, filter rules and abnormal stock returns [PDF]

The European Journal of Finance, 2017
We determine the conditional expected logarithmic (i.e. continuously compounded) return on a stock whose price evolves in terms of the Feller diffusion and then use it to demonstrate how one must know the exact probability density that describes a stock’s return before one can determine the correct way to calculate the abnormal returns that accrue on ...
Docherty, Paul, Dong, Yizhe, Song, Xiaojing, Tippett, Mark   +3 more
openaire   +3 more sources

Analysis of Indonesian Capital Market Reaction to the Inauguration of the Indonesian Cabinet in 2024

Indonesian Interdisciplinary Journal of Sharia Economics
The inauguration of the Indonesian Cabinet is considered one of the major political events that has the potential to influence the capital market. This study aims to analyze the reaction of the Indonesian capital market to the 2024 Cabinet Inauguration ...
Regita Putri Wardani, Christimulia Purnama Trimurti, Gusti Ngurah Joko Adinegara, I Wayan Ruspendi Junaedi   +3 more
doaj   +1 more source

The Presence of Chondral Pathology Is Not Associated With an Increase in Meniscal Root Retear, Reoperation, or Subsequent Total Knee Arthroplasty Rates

Arthroscopy, Sports Medicine, and Rehabilitation, EarlyView.
Purpose To identify whether chondral pathology is associated with an increase in failure rates of isolated meniscal root repairs. Methods We retrospectively reviewed meniscus repairs from 2012 to 2022 at the author's institution. Nonroot repairs and cases with total or same compartment meniscectomy, cartilage restoration, osteotomy, or other concurrent
Matthew D. Benson, Richard J. VanTienderen, Austin C. Benson, Benjamin D. Packard, Steven M. Leary, Kyle R. Duchman, Brian R. Wolf, Robert W. Westermann   +7 more
wiley   +1 more source

Environmentally oriented energy policy and stock returns: an empirical analysis [PDF]

This paper analyzes the effect of environmental regulation on stock returns (as a measure of economic performance) for German energy corporations. By using event study methodology, we consider the last minute victory of the acting government in the 2002 ...
Ziegler, Andreas, Oberndorfer, Ulrich
core  

Media Attention to Climate Change and Investor Flows in US Equity Mutual Funds

Business Strategy and the Environment, EarlyView.
ABSTRACT This paper investigates how climate‐related news influences mutual fund investor behaviour in the United States. Although prior research has documented the financial relevance of climate risks, little is known about how media attention to climate change shapes capital allocation across mutual funds.
Laura Andreu, Diego Víctor de Mingo‐López, Juan Carlos Matallín‐Saez, José Luis Sarto   +3 more
wiley   +1 more source

Nicotinamide riboside and pterostilbene reduces markers of hepatic inflammation in NAFLD: A double‐blind, placebo‐controlled clinical trial

Hepatology, EarlyView., 2022
NRPT 1X reduces ALT and ceramide 14:0 in 65% of subjects as compared to only 28% in the placebo group. Abstract Background and Aims The prevalence of NAFLD is increasing globally and on a path to becoming the most frequent cause of chronic liver disease. Strategies for the prevention and treatment of NAFLD are urgently needed.
Ryan W. Dellinger, Holly E. Holmes, Tina Hu‐Seliger, Rodney W. Butt, Stephen A. Harrison, Dariush Mozaffarian, Oliver Chen, Leonard Guarente   +7 more
wiley   +1 more source

THE IMPACT OF SHARES MOVING IN AND OUT OF FTSE/JSE TOP 40 INDEX

Journal of Smart Economic Growth, 2020
This study explored the price reactions of shares moving in and out of Johannesburg Stock Exchange (JSE) Top 40 Index by applying three models to calculate the abnormal returns of the stocks; namely: the market model, the Capital Asset Pricing Model ...
Morotola Pholohane, Oluseye Ajuwon, NICOLENE Wesson   +2 more
doaj  

Abnormal Accrual, Informed Trader, and Long-Term Stock Return: Evidence from Japan [PDF]

This study examines the association among abnormal accruals, long-term stock returns, and probability of informed trading. Some analytical and empirical research for postearnings announcement drift provide evidence that a high arrival rate of informed ...
Tomomi Takada, Kazuhisa Otogawa, Katsuhiko Muramiya   +2 more
core  

Investor Perception of ESG in Earnings Calls

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how the communicator's role and the framing of ESG statements affect investor capital allocation in the context of earnings calls. Based on a virtual asset market experiment, the analysis identifies that the assurance and reinforcement of ESG messages have a positive effect of up to 8% on capital allocation, with especially
Felix Bachner
wiley   +1 more source

Explaining Abnormal Returns in Stock Markets: An Alpha-Neutral Version of the CAPM

SSRN Electronic Journal, 2018
This paper develops a behavioural asset pricing model in which traders are not fully rational as is commonly assumed in the literature. The model derived is underpinned by the notion that agents’ preferences are affected by their degree of optimism or pessimism regarding future market states.
Francesco Rocciolo, Andrea Gheno, Chris Brooks   +2 more
openaire   +3 more sources