Results 1 to 10 of about 24,542 (116)
Price discovery of South African stocks cross-listed on the New York Stock Exchange
Cogent Economics & Finance, 2020 The number of South African firms that have sought cross-listing in regional and global markets has been increasing. Many firms increase their presence beyond local markets, and one of these avenues is through cross-listing; however, it remains unclear ...
K. J. Chipunza +2 more
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BRICS market nexus for cross listed stocks: A VECX* framework
Journal of Finance and Data Science, 2016 This paper delves into the dynamic price transmissions of the dually listed BRICS shares traded in the US market based on a value-weighted portfolio using efficient estimation of vector error correction model containing exogenous I(1) variables or VECX*.
S. Visalakshmi, P. Lakshmi
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The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Cogent Economics & Finance, 2017 Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai
Geeta Duppati +2 more
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Research on the Relationship between Trade Volatility, Property Rights and New Energy Stock Returns under the Background of New Energy Industry Development [PDF]
E3S Web of Conferences, 2021 The research on the relationship between risk and return of new energy stocks is the focus of financial research. Related research focuses more on the relationship between idiosyncratic fluctuation risk and stock returns.
Peng Qiyuan
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Real earnings management and stock returns: moderating role of cross-sectional effects [PDF]
AJAR (Asian Journal of Accounting Research), 2021 Purpose - The study aims at investigating the impact of real earnings management (REM) on the cross-sectional stock return after considering the moderating role of market effect, size effect, value effect and momentum effect. Design/methodology/approach -
Manish Bansal +2 more
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International Journal of Applied Research in Business and Management, 2022 This study makes assessment of the effects of host country macroeconomic factors on the performance of cross listed firms in East Africa. It uses quarterly time series from March 2010 to December 2020. The study used stock prices of five Kenyan companies
Dickson Pastory
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The Classification of Sharia Assets and Performance of Financial Portfolio [PDF]
Türkiye İslam İktisadı Dergisi, 2021 The paper investigates the Shariah compliant and conventional portfolios in financial settings of Pakistan during the period 2009-2019 by using Markowitz Minimum-Variance (MMV) framework.
Sarfaraz Ahmed Bhutto +3 more
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Journal of Management and Accounting, 2022 This study makes assessment of the effects of host country macroeconomic factors on the performance of cross listed firms in East Africa. It uses quarterly time series from March 2010 to December 2020. The study used stock prices of five Kenyan companies
Dickson Pastory
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Investors' Sentiment of Market Return and its Effect on Herd Behavior Formation with Beta Herding Approach [PDF]
مجله توسعه و سرمایه, 2022 Objective: One of the main issues discussed in the behavioral financial paradigm is the herd behavior of investors. Herd behavior indicates a situation in which investors, regardless of personal information and analysis, follow other investors.
Gholamhossein Golarzi, Edriss Badidast
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Herd behaviour and asset pricing in the Indian stock market
IIMB Management Review, 2020 We study the presence of aggregate herding in the Indian stock market and examine whether herding propensity qualifies to be a priced-risk factor for cross-sections of stocks. Using daily stock returns data, this paper shows that aggregate herding exists
Yash Chauhan +3 more
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