Results 11 to 20 of about 139,674 (365)
What Determines Bank Stock Price Synchronicity? - Global Evidence [PDF]
SSRN Electronic Journal, 2012 This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial crisis; (2) in countries that have more credit provided by banks; (3) in countries that do not have explicit ...
Francis , Bill +3 more
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The effects of environmental information disclosure on stock price synchronicity in China [PDF]
Heliyon, 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 ...
Yongliang Yang, Jitao Zhang, Yi Li
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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 +2 more
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Stock Return Synchronicity and Analysts’ Forecast Properties [PDF]
Gadjah Mada International Journal of Business, 2016 Using stock return synchronicity as a measure of a firm’s information environment, our research investigates how the firms’ stock return synchronicity affects analysts’ forecast properties for the accuracy and optimism of the analysts’ annual earnings ...
Joong-Seok Cho +2 more
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Evolutionary Game Model of Stock Price Synchronicity from Investor Behavior [PDF]
Discrete Dynamics in Nature and Society, 2020 Institutional and individual investors are the two important players in the stock market. Together, they determine the price of the stock market. In this paper, an evolutionary game model that contains the two groups of players is proposed to analyze the
Yue Dong +3 more
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Stock Price Synchronicity and Information Asymmetry
Muhasebe 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.
Mohammad Reza Toutounchi Asl +1 more
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Does investors’ site visits improve the capital market pricing efficiency? [PDF]
Heliyon, 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 ...
Nian Li +5 more
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The influence of individual partner auditor quality on stock price synchronicity and crash risk [PDF]
Journal of Asian Business and Economic StudiesPurposeThis study examines how improvements in auditor partner quality affect the stock price dynamics of client firms by focusing on synchronicity and crash risks.
Chih-Chuan Yeh +3 more
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Stock Price Synchronicity and Voluntary Disclosure in Perspective of Pakistan [PDF]
, 2018 This study investigates the relationship between stock price synchronicity and voluntary disclosure in perspective of Pakistan. The degree of co-movement of stock price depends on the relative amount of firm-level and the wide market information. The aim
Bint Saeed, Hifsa +3 more
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Industry Structure and Stock Price Synchronicity
International Real Estate Review, 2021 This paper provides a non-information-based explanation to the stock price synchronicity for firms sorted by country, size-decile and industry sector. Using a panel of listed firms in 40 countries that span over 23 years, we find that the governance and the market size effects are highly collinear in predicting stock
Hao Cheng, Kian Guan Lim, Long Wang
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