Results 261 to 270 of about 8,768 (299)

What Determines Stock Price Synchronicity in REITs?

The Journal of Real Estate Finance and Economics, 2010
This paper studies the behavior of REIT stock price synchronicity for the years 1997 through 2006. Theory suggests that REIT stock prices should be largely independent of market changes; and, at the very least, REITs should have a low covariance with other assets, including other REIT stocks.
Chung, R, Fung, S, Shilling, JD, Simmons-Mosley, TX   +3 more
openaire   +2 more sources

Stock Price Synchronicity and Stock Liquidity: International Evidence

Journal of Empirical Finance, 2023
Paul Brockman, Tung Lam Dang, Thu Phuong Pham   +2 more
openaire   +1 more source

Accounting disclosure, stock price synchronicity and stock crash risk

International Journal of Accounting & Information Management, 2015
Purpose – This study aims to examine the effects of firms’ accounting disclosure policies on stock price synchronicity and stock crash risk, using a sample including 13 emerging markets. Furthermore, this research investigates how these relationships are affected by country-level investor protection and firm-level ...
openaire   +1 more source

Stock price synchronicity and analyst coverage in emerging markets

Journal of Financial Economics, 2003
Abstract This paper examines the relation between the stock price synchronicity and analyst activity in emerging markets. Contrary to the conventional wisdom that security analysts specialize in the production of firm-specific information, we find that securities which are covered by more analysts incorporate greater (lesser) market-wide (firm ...
Chan, Kalok, Hameed, A.
openaire   +2 more sources

Managerial ability and stock price synchronicity

Research in International Business and Finance, 2022
Junhui Fu, Xingwei Chen, Yufang Liu, Rongda Chen   +3 more
openaire   +1 more source

Institutional investor distraction and stock price synchronicity

Accounting & Finance
AbstractThis article examines the relation between institutional investor distraction and stock price synchronicity using extreme industry returns as an exogenous shock to investor attention. We find that institutional investor distraction is negatively associated with the quantity of firm‐specific information incorporated into stock prices. Underlying
Taiyun Zhou, Gang Yao
openaire   +1 more source

Illiquidity and Stock Price Synchronicity

SSRN Electronic Journal, 2014
Joachim Gassen, Ryan LaFond, Hollis Ashbaugh Skaife, David Veenman   +3 more
openaire   +1 more source

Managerial ability and stock price synchronicity

Finance Research Letters, 2023
Xiaojun Gan, Pei Hu
openaire   +1 more source

Confucian Culture and Stock Price Synchronicity

Advances in Economics and Management Research
Under the background of giving full play to the decisive role of the market in resource allocation, it is of great significance to explore whether traditional culture can reduce stock price synchronicity, which will optimize the information environment of China’s capital market and improve the efficiency of resource allocation. Based on the sample of A-
openaire   +1 more source

Does corporate governance really influence stock price synchronicity

International Journal of Business Innovation and Research, 2021
Abhisek Saha Roy, Som Sankar Sen
openaire   +1 more source