Results 251 to 260 of about 16,339 (299)

Stock Price Synchronicity and Liquidity

SSRN Electronic Journal, 2008
Abstract We argue and provide evidence that stock price synchronicity affects stock liquidity. Under the relative synchronicity hypothesis, higher return co-movement (i.e., higher systematic volatility relative to total volatility) improves liquidity.
Chan, K., Hameed, A., Kang, W.
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Retail Investors and Stock Price Synchronicity

Review of Pacific Basin Financial Markets and Policies, 2022
In this study, we use the number of retail investors in China’s stock market to investigate how retail investors affect stock price synchronicity. We find that a higher number of retail investors in a firm is associated with higher stock price synchronicity. Moreover, we trace this association to two sources.
Wu, Wenfeng, Rui, Oliver M.
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An investigation of the synchronization in global house prices

Journal of European Real Estate Research, 2020
PurposeThe purpose of this paper to provide a discussion of the empirical evidence and contributing factors of the synchronization of house prices globally.Design/methodology/approachThe author reviewed the main studies on house price synchronization and conducted an empirical analysis using OECD house price indices.
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Stock Price Synchronicity and Skewness

SSRN Electronic Journal, 2013
This paper uses stock price synchronicity to explain the cross-sectional variation in return asymmetries during the period in Australia between 2006 and 2009. We show that returns are more positively skewed for firms that have high stock price synchronicity.
Omar Farooq, Mohammed Bouaddi, Mohamed Douch   +2 more
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Media coverage and stock price synchronicity

International Review of Financial Analysis, 2020
This paper investigates the relation between the extent of media coverage and stock price synchronicity and whether this relation varies across different institutional infrastructures. We document three notable findings. First, media coverage is negatively associated with stock price synchronicity, suggesting that the media facilitates the ...
Dang, Tung Lam, Dang, Man, Hoang, Luong, Nguyen, Lily, Phan, Hoang Long   +4 more
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Large controlling shareholders and stock price synchronicity

Journal of Banking & Finance, 2014
This paper examines the effect of controlling shareholders on stock price synchronicity by focusing on two salient corporate governance features in a concentrated ownership setting, namely, ultimate cash flow rights and the separation of voting and cash flow rights (i.e., excess control).
Boubaker, Sabri, Mansali, Hatem, Rjiba, Hatem   +2 more
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Stock Price Synchronicity and Limited Arbitrage

2011 International Conference on Management and Service Science, 2011
A new view of limited arbitrage is applied in the study of the reasons of stock price synchronicity in China based on the behavioral finance theory. This paper made an explorary study about the relation between limited arbitrage, stock price synchronicity and market efficiency. A conclusion different from the study about cash stock dividends in foreign
Bingbing Wang, Xinping Xia, Hao Xiao
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Synchronizing pricing and replenishment to serve forward‐looking customers

Naval Research Logistics (NRL), 2020
AbstractWe incorporate strategic customer waiting behavior in the classical economic order quantity (EOQ) setting. The seller determines not only the timing and quantities of the inventory replenishment, but also the selling prices over time. While similar ideas of market segmentation and intertemporal price discrimination can be carried over from the ...
Chen, Ying Ju ISOM, Yang Chu, Leon
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Synchronization and Co‐Movement of Metal Prices

Minerals & Energy - Raw Materials Report, 2008
This paper investigates the correlation and synchronization of cycles in the real prices of aluminium, copper, lead, tin, zinc, gold and silver from January 1947 through to July 2008. Standard correlation coefficients show strong correlations between all pairs of these prices, but this measure is difficult to interpret because it combines both the ...
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Calendar synchronization of gasoline price increases

Journal of Economics & Management Strategy, 2018
AbstractIn many retail gasoline markets with Edgeworth price cycles, large and regular price increases occur on the same day of the week every week, that is, they are calendar synchronized. In this article, I test whether calendar synchronization leads to higher or lower consumer expenditures on gasoline compared to a world with cycles but without ...
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