Results 11 to 20 of about 1,260,054 (243)

Anomalies on the London Stock Exchange: The influence of the bid-ask spread and nonsynchronous trading [PDF]

, 1994
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis tests for seasonal anornalies and daily predictability on the UK stock market and investigates how mispricing caused by the bid-ask spread ...
Batty, Richard Andrew
core   +8 more sources

Back from beyond the bid-ask spread: perspectives on liquidity [PDF]

, 2006
Research into the topic of liquidity has greatly benefited from the availability of data. Although bid-ask spreads were inaccessible to researchers, Roll (1984) provided a conceptual model that estimated the effective bid-ask prices from regular time ...
Ward, Charles, Marcato, Gianluca
core   +9 more sources

The Relationship Between Changes in Capital Structure and Changes in Equity Liquidity [PDF]

پژوهش‌های تجربی حسابداری, 2012
Basically,maximizingthewealthofshareholdersandreducing the cost of capital are among financial manager's targets, and the capital structure decision is one of the effective decisions to reach these goals. Also, the impact of equity liquidity on the value
Seyed Ahmad Khalifeh Soltani, Mandana Bahrami   +1 more
doaj   +1 more source

Ownership Dispersion and Stock Liquidity [PDF]

بررسی‌های حسابداری و حسابرسی, 2010
Ownership dispersion is an important effective factor in determining bid-ask spread. Bid-ask spread has important role in stock liquidity. Some researches indicate that increasing in ownership dispersion leads to decrease bid-ask spread and therefore ...
Naser Izadinia, Amir Rasaiian
doaj  

Measuring information asymmetry surrounding earnings announcements [PDF]

Mathematics and Modeling in Finance
The primary objective of this research is to measure the information asymmetry before, during, and after earnings announcements and how it relates to the drift in post-earnings announcements over an extended period.
Rexon Nainggolan, Hendri Sembiring, Clarijun Montebon   +2 more
doaj   +1 more source

Bid-ask spread and liquidity determinants across various market structures on the italian bourse [PDF]

, 2006
This dissertation consists of three essays that examine liquidity across several market structures. The research provides empirical evidence on increasingly significant issues given the rapid increase in structural changes across international equity ...
Gerace, Dionigi
core   +1 more source

PENGARUH RETURN SAHAM, VOLUME PERDAGANGAN SAHAM DAN VARIAN RETURN SAHAM TERHADAP BID ASK SPREAD SAHAM PADA PERUSAHAAN MANUFAKTUR YANG TERGABUNG DALAM INDEKS LQ 45 PERIODE TAHUN 2003-2005

Jurnal Siasat Bisnis, 2009
The objective of this research is to test the impact of stock return, stock trading volume and variance of stock return toward bid-ask spread. Using sampling of 20 manufacture companies which are united in LQ 45 index during the period of 2003 until 2005.
Sri Dwi Ari Ambarwati
doaj   +4 more sources

VARIABEL-VARIABEL PENENTU HOLDING PERIODS SAHAM SYARI’AH DI INDONESIA

El Muhasaba: Jurnal Akuntansi, 2013
This research was aimed to determine whether the variables bid-ask spread, market value, variance return and dividend payout influence holding period partially and simultaneously and to determine the variables that most influence the holding period of ...
Fitriyah Fitriyah, Yayuk Sri Rahayu
doaj   +1 more source

ANALISIS PENGARUH TRANSACTION COST TERHADAP HOLDING PERIOD SAHAM-SAHAM LQ45 DI BURSA EFEK INDONESIA (BEI)

Jurnal Akuntansi: Kajian Ilmiah Akuntansi, 2016
This research aim to analysis whether/what there are influence from bid- ask spread, market value, variance return, dividend yield and earning per share to holding period.
Ade Nahdiatul
doaj   +1 more source