Results 61 to 70 of about 72,155 (291)
January effect on stock returns: Evidence from emerging Balkan equity markets [PDF]
Industrija, 2017 The motivation for testing anomalies in the selected financial markets in the region was primarily to help investors to devise a viable investment strategy.
Milošević-Avdalović Snežana +1 more
doaj
Market behaviour: case studies of NASDAQ OMX Baltic
Business, Management and Education, 2012 The paper examines market behaviour, defines the concept of behavioural finance and exhaustively analyzes the varying behaviour of market participants and occurring examples.
Jelena Stankevičienė +1 more
doaj +1 more source
Fractal Characteristics, Multiple Bubbles, and Jump Anomalies in the Chinese Stock Market
Complexity, 2020 To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from April 2005 to November 2015 as the research object, uses the rescaled range analysis (R/S analysis) method to examine the fractal characteristics of the ...
Sun Meng, Hairui Fang, Dongping Yu
doaj +1 more source
Material ESG Performance and Bid Premium in Merger and Acquisition Deals
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the firm‐level and country‐level environmental, social, and governance (ESG) performance on bid premiums in cross‐border mergers and acquisitions (M&A) transactions. We document considerable variations in bid premiums. Higher carbon emissions are associated with higher bid premiums, suggesting that acquirers may perceive ...
Ndubuisi Ezenwa +2 more
wiley +1 more source
Asset Pricing Anomalies on Polish Stock Market According to Employee Stock Options [PDF]
Journal of Economics and Management, 2015 The article presents asset pricing anomalies on Polish Stock Market due to implementation and exercise of the employee stock options (ESO). Such mispricing of the stock is a result of the investors' expectations according to the market and non-market ...
Michał Łukowski +1 more
doaj
Stock Market Anomalies: A Calender Effect in BSE-Sensex [PDF]
Whether inexplicable patterns of abnormal stock market returns are detected in empirical studies of the stock market, a return anomaly is said to be found. There are other similar anomalies existing in the stock market.
Chandra, Abhijeet
core +1 more source
Style investing:behavioral explanations of stock market anomalies [PDF]
, 2006 PhD-project The aim of this thesis is to explore the mechanisms of style investing. My project consists of two parts, each with an individual goal: 1. The first objective will be to analyze the implications of the dynamics of value and growth strategies ...
Wouters, T.
core +3 more sources
ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang +4 more
wiley +1 more source
The Other January Effect: International Evidence [PDF]
This paper investigates the predictive power of stock market returns in January for the subsequent eleven months' returns across 19 countries, thereby contributing to the literature on stock market seasonalities.
Christian A. Salm, Martin T. Bohl
core
Stock Market Anomaly: Evidence From Holiday Effect Of Indian Stock Market
, 2017 This paper analyses the presence of the calendar anomaly, like Holiday effect in the Indian stock market over a past decade during 2006 to 2015 based on market returns. The sample constitutes of the BSE Sensex and NSE Nifty. The study empirically defines the existence of the Holiday effects on the returns of the index.
Abreha, G. Rufael, Dr. V. Prabakaran
openaire +1 more source