outperformance due to temporal optionality. The hypothesis under examination is that brokerage firms, regardless of stock price …

This study examines whether the CEO uses share repurchases to sell her equity grants at inflated stock prices, a …

This study aims to examine the effect of investor sentiment on stock market crash risk in the Asia-Pacific region. The … Quantile Regression (MMQR) is used to analyze monthly data of 16 Asia-Pacific stock markets. The findings show that investor … increases stock market crash risk, particularly at higher quantiles, while local sentiment generally reduces crash risk at the …

This study investigates the integration of the Indonesian stock market with eight major trading partner countries … stock-market integration investigation includes the following two main things: short-term and long-term dynamic … cointegration, and paired Granger causality test. The VAR model was analyzed using weekly closing index data of the Indonesian stock …