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Academic Journals
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- 1From:Quarterly Journal of Business and Economics (Vol. 45, Issue 1-2) Peer-ReviewedTwo widely recognized indices of the performance of small capitalization stock are the Russell 2000 Index and the S&P 600 SmallCap Index. While there have been many studies on the effect of the addition of a stock to an...
- 2From:Financial Management (Vol. 21, Issue 4) Peer-ReviewedThe effects of corporate acquisition announcements on bid-ask spreads of New York Stock Exchange firms are examined for evidence of adverse selection. Theoretically, the bid-ask spread is made up of adverse selection,...
- 3From:Financial Management (Vol. 25, Issue 4) Peer-ReviewedPrimes and scores split the cash flows of a share of stock into dividend and capital gain components, respectively. An analysis of transaction prices reveals that the sum of prime and score prices exceeds the prices of...
- 4From:Annals of Operations Research (Vol. 260, Issue 1-2) Peer-ReviewedAuthor(s): Seza Danisoglu 1 , Z. Nuray Güner 1 Author Affiliations: (1) Department of Business Administration and Institute of Applied Mathematics, Middle East Technical University, 0000 0001 1881 7391,...
- 5From:Financial Management (Vol. 25, Issue 3) Peer-ReviewedThis paper analyzes the stock price reaction to announcements of rights issues in Greece in the period 1981-1990. Contrary to the evidence from the US, I documented positive, statistically significant, abnormal stock...
- 6From:Real Estate Economics (Vol. 25, Issue 4) Peer-ReviewedInstitutional stock prices move unpredictably due to their strongrelation to real estate values. It is observed that financial institutions, such as banks and insurance firms, tend to develop adverse reactions if the...
- 7From:Quarterly Journal of Business and Economics (Vol. 36, Issue 3) Peer-ReviewedRecent empirical research suggests that the weather in New York City has a long history of significant correlation with stock market returns. This prior research (Saunders, 1993) asserts that investor psychology...
- 8From:Entrepreneurship: Theory and Practice (Vol. 20, Issue 2) Peer-ReviewedThe existence of the phenomenon of "underpricing" has been well established for common stock initial public offerings (CSIPOs). However, the extent of underpricing varies from firm to firm. An examination of the...
- 9From:Mid-Atlantic Journal of Business (Vol. 33, Issue 1) Peer-ReviewedAn examination of the announcements of specially designated dividends by 159 firms from 1962 to 1989 shows that there is an abnormal higher rate of returns during the initial announcement as compared to the last...
- 10From:Relations Industrielles/Industrial Relations (Vol. 52, Issue 2) Peer-ReviewedIn this study, we analyze the effect of layoff announcements on the market's valuation of firms. The event study methodology is applied to a sample of 214 announcements of layoffs made by major Canadian firms that traded...
- 11From:Abstract and Applied Analysis (Vol. 2017) Peer-ReviewedIn this paper, we analyze the role of the jump size distribution in the US natural gas prices when valuing natural gas futures traded at New York Mercantile Exchange (NYMEX) and we observe that a jump-diffusion model...
- 12From:Advances in Environmental BiologyPeer-ReviewedBackground: One of the primary objectives of an accounting system is to provide relevant, timely, and reliable information for the users. The orientation of the historical cost accounting towards the past events of the...
- 13From:Iranian Journal of Management Studies (Vol. 11, Issue 1) Peer-ReviewedThe aim of this research was to determine the impact of voluntary information disclosure on informational content of share price. In this regard, future earnings response coefficient was used to determine the...
- 14From:International Journal of Business (Vol. 7, Issue 2) Peer-ReviewedABSTRACT This paper tests the Efficient Market, the Overreaction and Uncertain Information Hypotheses for small European stock exchanges. Previous articles have associated inefficiencies generated by thin markets...
- 15From:The Swedish EconomyStock Market Tendency Weak as the Year Opens After the lows following September 11, the Nasdaq had surged by about 30 percent at year-end, while the more broadly based Standard and Poor 500 index was up by half as...
- 16From:New England Economic ReviewPeer-ReviewedAfter the sharp run-up in stock prices during the bull market of the late 1990s and their subsequent collapse in 2001-2002, the prices of equities as measured by the S&P 500 are once again uncommonly high relative to...
- 17From:Journal of Central European Agriculture (Vol. 9, Issue 1) Peer-ReviewedABSTRACT The operation of futures exchanges and the trading on the floor is hard to be interpreted without knowing the actors' main motivations. For the solution of this problem a lot of information is provided by...
- 18From:PLoS ONE (Vol. 15, Issue 9) Peer-ReviewedWe compare the Malliavin-Mancino and Cuchiero-Teichmann Fourier instantaneous estimators to investigate the impact of the Epps effect arising from asynchrony in the instantaneous estimates. We demonstrate the...
- 19From:PLoS ONE (Vol. 13, Issue 11) Peer-ReviewedThe multi-group asset flow model is a nonlinear dynamical system originally developed as a tool for understanding the behavioral foundations of market phenomena such as flash crashes and price bubbles. In this paper we...
- 20From:Annals of Operations Research (Vol. 305, Issue 1-2) Peer-ReviewedIn this study, we develop an approach that integrates corporate image of corporate social responsibility (CSR) activities, stock price crash risk and profitability into a dynamic slack-based measure model to evaluate...