Results 11 to 20 of about 4,516,907 (258)
DO FIRM CHARACTERISTICS AFFECT PRICE DISCOVERY? EVIDENCE FROM CHINESE CROSS-LISTED STOCKS
Economic Review, 2021 This study examines the price movement relationship for Chinese firms that cross-list their shares on the Hong Kong Stock Exchange and the Shanghai Stock Exchange or Shenzhen Stock Exchange in mainland China.
Yen-Sheng Lee, Yi-Heng Tseng
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China Journal of Accounting Research, 2022 As stock index adjustments comprise a basic system of capital market, their potential influence on analysts’ earnings forecasts is worthy of research. Based on a research sample of 23 adjustments to the CSI 300 Index from June 2007 to June 2018 and the ...
Shangkun Liang, Huaigu Cui, Chun Yuan
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Mathematics, 2022 Due to the heterogeneity of investor structure between the Chinese mainland stock market (A-share market) and the Hong Kong stock market (H-share market) as well as the limitations on arbitrage activities, most cross-listed stocks in the two markets (AH ...
Xunfa Lu +4 more
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CAPM or APT? A Comparison of Two Asset Pricing Models for Malaysia
Malaysian Management Journal, 2020 This study uses monthly return data on 213 stocks listed on the main board of Kuala Lumpur Stock Exchange, Malaysia for the period September 1988 to June 1997 to compare two frequently cited asset pricing models: the capital asset pricing model, CAPM and
Cung Huck Khoon +2 more
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Size effect and growth options over firm lifecycle
Journal of Management Science and Engineering, 2022 The size effect can be attributed to the relative importance of growth options versus assets-in-place in total assets. By incorporating the changing trend of growth options over firm lifecycle into the dynamic investment model developed by Berk et al ...
Qiang Li, Hao Liu, Yong Zeng
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MULTIFACTOR ASSET PRICING ANALYSIS OF THE BALTIC STOCK MARKET
Ekonomika, 2010 This study investigates whether the Fama–French three-factor asset pricing model is applicable for explaining cross-sectional returns of stocks listed in the Baltic stock exchanges.
Raimonds Lieksnis
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Dynamic Connectedness among Vaccine Companies’ Stock Prices: Before and after Vaccines Released
Mathematics, 2022 This study investigates the interconnectedness among the stocks of the publicly listed vaccine-producing companies before and after vaccine releases in 2020/21.
Kazi Sohag +3 more
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The Impact of Companies' Internal Factors On The Performance of Their Stock Returns
Journal of Islamic Economic Laws, 2019 It is commonly known that in the capital market, not all stocks of companies that have a good profile will provide good returns to investors. Therefore, an in-depth analysis of the companies’ overall health is needed.
Erifa Aldiena, Muhammad Hanif al Hakim
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Journal of Islamic Monetary Economics and Finance, 2023 Sustainability and halal stocks have become increasingly popular in the digital and globalized world after the COVID-19 pandemic, even in Muslim-minority developed countries.
Dwi Kartikasari
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Quote dynamics of cross‐listed stocks
, 2021 We develop a model to assess the quote dynamics of stocks listed in multiple markets. This model allows us to explain the price formation mechanism and the degree of information spillover. We show that this model can be transformed to assess the dynamics
Tourani‐Rad, A. +5 more
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