Search Results - subject:"STOCK PRICE"

Fund cliques and firms' information environment : information efficiency or noise trading?

Luo, Danglun; Jiang, Zihe; Zhuang, Xinxuan; He, Jianmei - In: China journal of accounting research : CJAR 19 (2026) 1, pp. 1-23

' information environment (measured by stock price synchronicity). Research has found that the increase in the degree of fund clique … significantly reduces stock price synchronicity. Our evidence supports the noise trading channel, showing that fund cliques amplify … unique characteristics of the Chinese market, our paper enriches research on stock price synchronicity and institutional …

Persistent link: https://www.econbiz.de/10015596418

Distance to governance regulatory on financial performance : evidence from managerial disclosure activities at Vietnam

Nguyen, Thi Ngoc Anh; Jung, Hail - In: International Journal of Financial Studies : open … 14 (2026) 1, pp. 1-33

Commission (SSC)-influences firm-level stock price crash risk. In emerging markets characterized by weak governance, corruption …

Persistent link: https://www.econbiz.de/10015591436

Transparency and the visibility of misconduct : evidence from esg disclosure mandates

Akyildirim, Erdinc; Gozgor, Giray; Ho, Thang; Wagner, … - 2026 - This version: February 16, 2026

Persistent link: https://www.econbiz.de/10015609790

How effective is mamba-augmented transformer for stock market price forecasting?

Shuvo, Md Shahria Sarker; Adib, Awsaf Tausif; Emon, Md … - In: FinTech 5 (2026) 1, pp. 1-26

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time …

Persistent link: https://www.econbiz.de/10015628622

Data assetization and capital market information efficiency : evidence from Hidden Champion SMEs in China

Chen, Lili - In: Future business journal 10 (2024) 1, pp. 1-23

information efficiency of capital market, specifically reducing stock price synchronicity and stock price delay. By categorizing …

Persistent link: https://www.econbiz.de/10015410629

Rumors and price efficiency in stock market : an empirical study of rumor verification on investor Interactive platforms

Zhang, Wenting; Wang, Chenxi - In: China journal of accounting research : CJAR 17 (2024) 2, pp. 1-27

price efficiency. We find favorable rumors are positively correlated with stock price synchronicity, while unfavorable … rumors are negatively correlated with stock price synchronicity. Both favorable and unfavorable rumors are positively … correlated with stock mispricing levels, and stock price crash risk. Mechanism tests reveal that favorable rumors about industry …

Persistent link: https://www.econbiz.de/10014580236

Firm-specific new media sentiment and price synchronicity

Zhang, Zuochao; Shen, Dehua - In: Research in international business and finance 69 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015052364

10-K complexity, analysts' forecasts, and price discovery in capital markets

Diaz, Jamie; Njoroge, Kenneth; Shane, Philip B. - In: Accounting and finance 65 (2025) 2, pp. 1159-1187

Persistent link: https://www.econbiz.de/10015467559

ICT innovation, information environment and stock price crash risk : evidence from patent data

Li, Zheng; Wang, Yixuan; Li, Haitong; Dai, Pengyi - In: International review of economics & finance : IREF 103 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015470227

Foreign-funded firms and stock price informativeness : evidence from Chinese capital markets

Gao, Jianhao; Tu, Zhenzhou - In: International review of economics & finance : IREF 103 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015470677