Results 71 to 80 of about 190,505 (238)
Brazilian Market Reaction to Equity Issue Announcements [PDF]
BAR: Brazilian Administration Review, 2005 We have carried out an event study to investigate stock returns associated with the announcement of equity issues by Brazilian firms between 1992 and 2003 in order to determine market reaction before, during, and after the issue announcement.
Otavio Ribeiro de Medeiros +1 more
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A re-examination of value-creation through strategic alliances [PDF]
This paper uses a sample of 335 firms participating in strategic alliances in order to re-examine the value creation through strategic alliances. We show that the immediate positive response of stock markets to new strategic alliances is followed by ...
Hadas Shabtay +3 more
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Company investment announcements and the market value of the firm [PDF]
, 2004 This paper examines the stock market reaction to 402 company investment announcements made by UK companies during the 1991-1996 period. The market-adjusted abnormal returns are generally positive but small.
Danbolt, J., Hirst, I., Jones, E.
core +1 more source
MIX: Jurnal Ilmiah Manajemen, 2016 : The purpose of this research is to examine differences between abnormal returns before and after Idul Fitri holidays on Jakarta Islamic Index stock (JII) compared with shares is not including the Jakarta Islamic Index stock (Non JII).
Hasanuddin Hasanuddin
doaj
THE IMPACT OF DIVIDEND ANNOUNCEMENT ON STOCK RETURNS AMONG THE TEN TOP COMPANIES IN PAKISTAN
Malaysian Management Journal, 2020 The study tested the response of stock prices around the dividend declaration dates in Pakistan stock exchange. It estimated the data of 1110 dividends announced by 91 firms of the highest ten active sectors of Pakistan Stock Exchange.
Zubair Tanveer, Muhammad Jamil
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The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares [PDF]
Initial public offerings in China are distinguished from IPOs in other markets by their extremely high abnormal initial returns and so-called 'Chinese Characteristics'.
Fei Jiang, Lawrence Leger
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Predicting abnormal stock returns with a nonparametric nonlinear method [PDF]
IJCNN'01. International Joint Conference on Neural Networks. Proceedings (Cat. No.01CH37222), 2002 Neural networks (NN) can be applied to the prediction of stock market trends based on information from legal insider trading. These data are available because officers of companies are required by law to submit to the Securities Exchange Commission a record of the sales and purchases of their companies' stock.
openaire +1 more source
The Stock Performance of America’s 100 Best Corporate Citizens [PDF]
This study considers the stock performance of America’s 100 Best Corporate Citizens following the annual survey by Business Ethics. We examine both possible short-term announcement effects around the time of the survey’s publication, and whether longer ...
Chris Brooks +2 more
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Abnormal Returns and Stock Performance Prior and after Federal Holidays
Review of Financial EconomicsAbstract Using De Bondt and Thaler's abnormal returns model with data from the New York Stock Exchange from 2014 to 2024 and the Standard and Poor's 500 Index, this paper finds that statistically significant positive abnormal returns are possible with respect to certain U.S. federal holidays, which are Martin Luther King Jr.
Nikolas L. Albertson +3 more
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Market Sentiment and Stock Splits
Applied Finance LettersThis study examines the impact of stock split events on abnormal returns, identifying significant effects both short-term and long-term. We find that market sentiment plays a crucial role, with abnormal returns being more pronounced during high ...
Jitka Hilliard, Haoran Zhang
doaj +1 more source