Works matching DE "ABNORMAL returns"

Results: 1456

Solving the Forecast Combination Puzzle Using Double Shrinkages.

Published in:

Oxford Bulletin of Economics & Statistics, 2024, v. 86, n. 3, p. 714, doi. 10.1111/obes.12590

By:

Liu, Li;
Hao, Xianfeng;
Wang, Yudong

Publication type:

Article

Non-Earnings Conference Calls: Content, Determinants, and Consequences.

Published in:

Journal of Emerging Technologies in Accounting, 2022, v. 19, n. 1, p. 95, doi. 10.2308/JETA-19-09-03-38

By:

Wang, Lin

Publication type:

Article

Wealth Effects Associated with Announcements of Hybrid Securities in an Emerging Country: Evidence from Malaysia.

Published in:

Pertanika Journal of Social Sciences & Humanities, 2015, v. 23, p. 187

By:

Abdul Rahim, N.;
Abdul Rahman, F.

Publication type:

Article

Enhancing Tax-Loss Harvesting Returns in Direct Indexing by Increasing Stock Dispersion.

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 3, p. 108, doi. 10.3905/jbis.2024.1.065

By:

Kourtidis, Iraklis;
Anderson, Stephen W.

Publication type:

Article

Analyzing the Performance and Diversification Benefits of Healthcare Exchange-Traded Funds.

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 2, p. 85, doi. 10.3905/jbis.2024.1.063

By:

Malhotra, D. K.;
Marino, Michael

Publication type:

Article

The Performance of Commodity ETFs in the United States.

Published in:

Journal of Beta Investment Strategies, 2024, v. 15, n. 2, p. 53, doi. 10.3905/jbis.2024.1.059

By:

Rompotis, Gerasimos

Publication type:

Article

Using the Volatility Index (VIX) As a Trading Indicator.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 4, p. 81, doi. 10.3905/jbis.2023.1.048

By:

Dolvin, Steven;
Foltice, Bryan

Publication type:

Article

Constructing ESG Equity Index Portfolios--The Impact of Exclusions on Risk and Return.

Published in:

Journal of Beta Investment Strategies, 2023, v. 14, n. 3, p. 107, doi. 10.3905/jbis.2023.14.3.107

By:

Plagge, Jan-Carl

Publication type:

Article

QUADRUPLE WITCHING DAYS AND ABNORMAL RETURNS ANALYSIS IN THE INDONESIAN STOCK MARKET.

Published in:

Devotion: Journal of Research & Community Service, 2024, v. 5, n. 1, p. 75, doi. 10.59188/devotion.v5i1.661

By:

Zulfikar, Fahmi;
Endri

Publication type:

Article

EVENT STUDY OF THE NEW ECONOMY BOARD ON ABNORMAL RETURN AND TRADING VOLUME ACTIVITY OF COMPANY SHARES IN THE INDONESIA STOCK EXCHANGE.

Published in:

Eduvest: Journal Of Universal Studies, 2024, v. 4, n. 8, p. 6629, doi. 10.59188/eduvest.v4i8.1767

By:

Setiawan, Agung;
Sudaryo, Yoyo;
Natigor Sipahutar, Dayan Hakim;
Sofiati, Nunung Ayu

Publication type:

Article

IMPACT OF THE COVID-19 PANDEMIC ON STOCKS MARKET PERFORMANCE OF SERVICE INDUSTRY IN INDONESIA.

Published in:

Eduvest: Journal Of Universal Studies, 2024, v. 4, n. 8, p. 7399, doi. 10.59188/eduvest.v4i8.1482

By:

Rizfathanty, Soraya;
Danarsari, Dwi Nastiti

Publication type:

Article

Capital Market Consequences of Information about Individual Auditors.

Published in:

International Journal of Accounting (World Scientific), 2024, v. 59, n. 4, p. 1, doi. 10.1142/S1094406024500136

By:

Wu, Bin;
Liu, Yunjing;
Zhang, Min;
Zhang, Ziyi

Publication type:

Article

What Drives Shareholder Reaction and Wealth Effect in Block Trades? Evidence from the Warsaw Stock Exchange.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 7, p. 1586, doi. 10.1080/1540496X.2017.1315333

By:

Byrka-Kita, Katarzyna;
Czerwiński, Mateusz;
Preś-Perepeczo, Agnieszka

Publication type:

Article

Measuring Takeover Premiums in Cross-Border Mergers and Acquisitions: Insights from Turkey.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 1, p. 188, doi. 10.1080/1540496X.2015.1011505

By:

Arslan, Hasan Burak;
Simsir, Serif Aziz

Publication type:

Article

The Asymmetric Effects of Official Interest Rate Changes on China’s Stock Market During Different Market Regimes.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 826, doi. 10.1080/1540496X.2015.1047305

By:

Lv, Xin;
Dong, Weijia;
Fang, Fang

Publication type:

Article

Financial Year and Calendar Year Effects Across Indian Sectors: A Revisit from Investors Perspective.

Published in:

Review of Professional Management, 2024, v. 22, n. 1, p. 74, doi. 10.1177/09728686241262103

By:

Bhatia, Parul;
Chaudhary, Niyati

Publication type:

Article

The Random Walk and Systematic Risk in Indonesia.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2023, v. 9, n. 2, p. 224, doi. 10.32602/jafas.2023.020

By:

Pontoh, Winston;
Budiarso, Novi Swandari

Publication type:

Article

The Role of Managerial ability on Operational Performance and Stock Return moderated by CEO Overconfidence.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2022, v. 8, n. 4, p. 258, doi. 10.32602/jafas.2022.036

By:

Edi, Edi;
Wijaya, Ermi

Publication type:

Article

The Role of Firm Reputation Between The Relationship of CEO Characteristics and Firm Performance After Merger and Acquisition.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2022, v. 8, n. 4, p. 117, doi. 10.32602/jafas.2022.030

By:

Edi, Edi;
Hidayah, Nur

Publication type:

Article

Corrigendum to "Analysis of Market Efficiency at Borsa İstanbul: Harvey Linearity Test".

Published in:

Journal of Accounting, Finance & Auditing Studies, 2020, v. 6, n. 4, p. 188, doi. 10.32602/jafas.2020.035

By:

Malcıoğlu, Gürkan;
Aydın, Mücahit

Publication type:

Article

The Effect of Acquisition Synergy on Firm Perfomance moderated by Firm Reputation.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2020, v. 6, n. 1, p. 16, doi. 10.32602/jafas.2020.002

By:

Edi;
Basri, Yuswar Zainul;
Arafah, Willy

Publication type:

Article

The Effect of Director Experience on Acquisition Performance.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2019, v. 5, n. 4, p. 136, doi. 10.32602/jafas.2019.42

By:

Edi;
Saputra, Erik

Publication type:

Article

An event study of potential insider trading in the Saudi stock market.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2367368

By:

Alqurayn, Abdulrhman;
Kulendran, Nada;
Ihalanayake, Ranjith

Publication type:

Article

Presidential elections and stock market outcomes: An event-study on the effect of Turkey's Presidential Elections on Borsa Istanbul.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2265659

By:

Bash, Ahmad;
Al-Awadhi, Abdullah M.

Publication type:

Article

Six-factor plus intellectual capital in the capital asset pricing model and excess stock return: Empirical evidence in emerging stock markets.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2252652

By:

Maharani, Astrid;
Narsa, I Made

Publication type:

Article

Does the market respond differently to the timing of the announcement of corporate actions?

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2203986

By:

Juniarti, Juniarti;
Devina Theja, Dea;
Tenoyo, Novita;
Darmasaputra, Alan

Publication type:

Article

Central Bank Independence and stock market outcomes: An event study on Borsa Istanbul.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2186032

By:

Bash, Ahmad;
Al-Awadhi, Abdullah M.

Publication type:

Article

The effect of the royal wedding on the UK stock market.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2122179

By:

Pham, Huy;
Ramiah, Vikash;
Le, Hanh;
Moosa, Nisreen;
Al-Hares, Osama

Publication type:

Article

The impact of corporate spin-offs on shareholders' wealth: Empirical evidence from India.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2109277

By:

Gupta, Deeksha;
Kumar, Rahul;
Chattopadhyay, Subir

Publication type:

Article

Convexity arbitrage – the idea which does not work.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2019361

By:

Stádník, Bohumil

Publication type:

Article

Can google search volume index predict the returns and trading volumes of stocks in a retail investor dominant market.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2014640

By:

Lai, Huei-Hwa;
Chang, Tzu-Pu;
Hu, Cheng-Han;
Chou, Po-Ching

Publication type:

Article

Risk and returns of Indian listed firms after demonetisation.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1920688

By:

Sureshkumar, Varsha;
Balasubramanian, P

Publication type:

Article

A technical approach to equity investing in South Africa: A tale of two indexes.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2020.1869374

By:

Metghalchi, Massoud;
Kagochi, John;
Hayes, Linda

Publication type:

Article

Price-sensitive announcements and stock return anomalies: Evidence from Pakistan.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1838692

By:

Sagheer Uddin, Faisal;
Azam, Muhammad;
McMillan, David

Publication type:

Article

Does option trading affect idiosyncratic momentum?

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1824362

By:

Guo, Songchan;
Pyo, Unyong;
McMillan, David

Publication type:

Article

Abnormal returns and idiosyncratic volatility puzzle: An empirical investigation in Vietnam stock market.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1735196

By:

Vo, Xuan Vinh;
Vo, Van Phong;
Nguyen, Thanh Phuc;
McMillan, David

Publication type:

Article

Stock market reaction to inflation announcement in the Indian stock market: A sectoral analysis.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1723827

By:

Singh, Gurmeet;
Padmakumari, Lakshmi;
McMillan, David

Publication type:

Article

Measuring the effect of the North Korea-U.S. summit on the South Korean stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1690212

By:

Pham, Huy;
Al-Hares, Osama;
Ramiah, Vikash;
Moosa, Nisreen;
Mensi, Walid

Publication type:

Article

Financial market reaction to cyberattacks.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1645584

By:

Kammoun, Niaz;
Bounfour, Ahmed;
Özaygen, Altay;
Dieye, Rokhaya;
McMillan, David

Publication type:

Article

The sectoral effect of demonetization on the economy: Evidence from early reaction of the Indian stock markets.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1595992

By:

Jawed, Mohammad Shameem;
Dhaigude, Amol S.;
Tapar, Archit Vinod;
Pai P, Yogesh

Publication type:

Article

Cross-sectional returns predictability for emerging market banks: A study on Indian banking system.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1586078

By:

Mohapatra, Sabyasachi;
Misra, Arun Kumar;
McMillan, David

Publication type:

Article

Windows of opportunity and seasoned equity offerings: An empirical study.

Published in:

Cogent Economics & Finance, 2018, v. 6, n. 1, p. 1, doi. 10.1080/23322039.2018.1528688

By:

Naveen Kumar, K.R.;
Hawaldar, Iqbal Thonse;
Mallikarjunappa, T.

Publication type:

Article

Pricing and performance of IPOs: Evidence from Indian stock market.

Published in:

Cogent Economics & Finance, 2018, v. 6, n. 1, p. 1, doi. 10.1080/23322039.2017.1420350

By:

Hawaldar, Iqbal Thonse;
Naveen Kumar, K.R.;
Mallikarjunappa, T.

Publication type:

Article

Have the anomalies following share buybacks disappeared?

Published in:

Cogent Economics & Finance, 2015, v. 3, n. 1, p. 1, doi. 10.1080/23322039.2015.1119461

By:

Dutta, Anupam;
McMillan, David

Publication type:

Article

Improved calendar time approach for measuring long-run anomalies.

Published in:

Cogent Economics & Finance, 2015, v. 3, n. 1, p. 1, doi. 10.1080/23322039.2015.1065948

By:

Dutta, Anupam

Publication type:

Article

Calendar anomalies and market volatility in selected cryptocurrencies.

Published in:

Cogent Business & Management, 2023, v. 10, n. 1, p. 1, doi. 10.1080/23311975.2023.2171992

By:

Naz, Farah;
Sayyed, Madeeha;
Rehman, Ramiz-Ur-;
Naseem, Muhammad Akram;
Abdullah, Shamsul Nahar;
Ahmad, Muhammad Ishfaq

Publication type:

Article

Market performance and volatility during the Covid-19 pandemic in Vietnam: A sector-based analysis.

Published in:

Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2022.2119681

By:

Nguyen, Ngoc Hong;
Vu, Nam Thanh;
Tran, Quan;
Tran, Thao;
Vo, Duc Hong

Publication type:

Article

Market reaction to the Covid-19 pandemic: Events study at stocks listed on LQ45 index.

Published in:

Cogent Business & Management, 2022, v. 9, n. 1, p. 1, doi. 10.1080/23311975.2021.2024979

By:

Yunus Kasim, Muhammad;
Muslimin;
Dwijaya, I. Kadek Bellyoni

Publication type:

Article

Banking stock price movement and macroeconomic indicators: k-means clustering approach.

Published in:

Cogent Business & Management, 2021, v. 8, n. 1, p. 1, doi. 10.1080/23311975.2021.1980247

By:

Zuhroh, Idah;
Rofik, Mochamad;
Echchabi, Abdelghani

Publication type:

Article

Covid 19 pandemic and Abnormal Stock Returns of listed companies in Vietnam.

Published in:

Cogent Business & Management, 2021, v. 8, n. 1, p. 1, doi. 10.1080/23311975.2021.1941587

By:

Dang Ngoc, Hung;
Vu Thi Thuy, Van;
Le Van, Chi

Publication type:

Article