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Returnee Executives, Corporate Social Responsibility, and Stock Price Synchronicity. [PDF]

open access: yesFront Psychol, 2022
Executive characteristics have a significant impact on corporate decision-making, corporate sustainable behavior, and stock market performance, which may influence the corporations’ sustainable development in the long run. The role of returnee talents in the corporate sustainable development has received extensive academic attention.
Gao D, Zhao Y, Tian Q.
europepmc   +5 more sources

Leverage structure and stock price synchronicity: Evidence from China. [PDF]

open access: yesPLoS One, 2020
This paper investigate the impact of leverage structure on stock price synchronicity. To better understand the mechanism of the impact of leverage, we break leverage into operating leverage and financing leverage. This breakdown reveals the impact of different component of leverage.
Zhang X, Zhou H.
europepmc   +5 more sources

Can core competence help reduce stock price synchronicity? - Empirical evidence based on text analysis.

open access: yesPLoS One, 2021
This paper constructs the measurement index of core competence by text analysis method and empirically tests the impact of core competence on stock price synchronicity.
Sun C, Sun H, Li N, Khan MA, Zhang Z.
europepmc   +4 more sources

The effects of environmental information disclosure on stock price synchronicity in China. [PDF]

open access: yesHeliyon, 2023
Environmental information disclosure has attracted the attention of the capital market because it can convey corporate characteristic information. But there needs to be direct evidence that environmental information disclosure can improve the market's ...
Yang Y, Zhang J, Li Y.
europepmc   +2 more sources

Stock Price Synchronicity and Information Asymmetry

open access: yesMuhasebe Enstitüsü Dergisi, 2023
This study aims to investigate how stock price synchronization affects information asymmetry. In this regard, the stock price synchronicity was estimated using the Market Model. Furthermore, the proposed buy and sell gap was used to evaluate information asymmetry.
Mohammad Reza Toutounchi Asl   +1 more
openaire   +3 more sources

Does investors' site visits improve the capital market pricing efficiency? [PDF]

open access: yesHeliyon, 2023
This article empirically tested the impact of investors' site visits on capital market pricing efficiency. Leveraging the data from 2009 to 2022 of Shenzhen Stock Exchange's listed companies, we found that: (1) Investors' site visits could reduce stock ...
Li N   +5 more
europepmc   +2 more sources

Linguistic specificity and stock price synchronicity

open access: yesChina Journal of Accounting Research, 2022
Linguistic specificity effectively reduces barriers to information cognition, increasing the efficiency of information acquisition, integration and processing. Combining the psycholinguistics theory of the concreteness effect with asset-pricing theory, we determine that linguistic specificity in the management discussion and analysis section of a firm ...
Wei Zhao, Hanfang Yang, Hua Zhou
openaire   +3 more sources

Effect of the mixed ownership reform on the stock market: Evidence from China. [PDF]

open access: yesPLoS One
This study examines the effect of the mixed ownership reform from the perspective of a capital market. Based on a comprehensive dataset of Chinese state-owned enterprises (SOEs) during the period of 2006-2020, this study determines that the mixed ...
Gu X, Qiao S, Wang Y, Song T.
europepmc   +2 more sources

Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk. [PDF]

open access: yesEntropy (Basel)
Using a sample of S&P 500 stocks, this paper examines the investor sentiment spillover network between firms and assesses how the sentiment connectedness in the network impacts stock price crash risk.
Cao J, He G, Jiao Y.
europepmc   +2 more sources

Share repurchase and stock price synchronicity

open access: yesChina Journal of Accounting Studies
This paper explores the impact of open market share repurchases (OMR) on stock price synchronicity. We find that share repurchases significantly enhances the information content of stock prices, reflected in reduced price synchronicity. The mechanism includes repurchases drawing investor attention, encouraging more idiosyncratic information disclosures,
Chenghao Huang, Zhi Jin
openaire   +3 more sources

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