Results 31 to 40 of about 1,493,731 (147)
Quarterly earnings, operating cash flow, and accruals in future performance assessment
BAR: Brazilian Administration Review, 2021 This paper analyzes the informative content of quarterly earnings, operating cash flows, and accruals to assess future performance. The empirical analysis is based on 270 Brazilian non-financial firms listed on B3 from 2005 to 2018. Autoregressive models
Renê Coppe Pimentel +1 more
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EKONOMİK BÜYÜME DUYURULARININ İNŞAAT SEKTÖR ENDEKSİ ÜZERİNDEKİ ETKİSİ
Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2022 ÖZ: Makroekonomik duyuruların hisse senedi piyasası üzerindeki etkileri çeşitli araştırmacılar tarafından incelenmiştir. Gelişmekte olan ülkelerden biri olan Türkiye özelinde makroekonomik duyuruların hisse senedi piyasası üzerindeki etkilerini inceleyen
Rana TORUN
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Entropy and Efficiency of the ETF Market [PDF]
, 2019 We investigate the relative information efficiency of financial markets by measuring the entropy of the time series of high frequency data. Our tool to measure efficiency is the Shannon entropy, applied to 2-symbol and 3-symbol discretisations of the ...
A Shmilovici +11 more
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Retraction: Assessment of Russian banking system performance and sustainability [PDF]
Banks and Bank Systems, 2019 Retracted on August 17, 2020 by the Journal’s owner and Publisher. Type of retraction – plagiarism.There wasn’t a request for this retraction, but the reason for investigation of plagiarism fact was the Russian Academy of Sciences Committee’s report ...
Evgeniy Lopatin
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Market efficiency in agricultural futures markets [PDF]
Applied Economics, 2002 Market efficiency and unbiasedness are tested in four agricultural commodity futures markets - live cattle, hogs, corn, and soybean meal - using cointegration and error correction models with GQARCH-in-mean processes. Results indicate each market is unbiased in the long run, although cattle, hogs and corn futures markets exhibit short-run ...
McKenzie, Andrew M., Holt, Matthew T.
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How efficiency shapes market impact
, 2013 We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically observed to be a concave function of metaorder size, i.
Farmer, J. Doyne +3 more
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The Day‑of‑the‑Week Anomaly in Light of the COVID–19 Pandemic on an Example of Selected OMX Indices
Comparative Economic Research, 2023 This paper analyzes market efficiency (EMH) with the day‑of‑the‑week effect and the changes that might appear after the outbreak of the COVID–19 pandemic, based on the example of the OMX Exchange and its indices.
Monika Bolek +2 more
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Stock splits and liquidity for two major capital markets from Central–Eastern Europe
Business, Management and Education, 2012 In the stock market there occur some events that contradict the efficient market hypothesis therefore they are called anomalies. One of the mysterious corporate events which has attracted the attention of numerous researchers is a stock split.
Józef Rudnicki
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Competititon and Efficiency in Congested Markets [PDF]
SSRN Electronic Journal, 2005 We study the efficiency of oligopoly equilibria (OE) in congested markets. The motivating examples are the allocation of network flows in a communication network or of traffic in a transportation network. We show that increasing competition among oligopolists can reduce efficiency, measured as the difference between users’ willingness to pay and delay ...
Daron Acemoglu +3 more
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PRICE REACTION TO RIGHTS ISSUES ANNOUNCEMENT: NEW EVIDENCE FROM INDONESIA
Jurnal Aplikasi Manajemen, 2019 Research on rights issues has been carried out in Indonesia with mixed results and in a short period, between 3-8 years. The results of research on rights issues in Indonesia are mostly insignificant. The number of sleep stocks can cause that. Therefore,
Henry Suthiono, Lukas Setia Atmaja
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