Search Results - subject:"STOCK PRICES"

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Market reaction to sporting results : The case of European listed football clubs

Benkraiem, Ramzi; Louhichi, Waël; Marques, Pierre - In: Management Decision 47 (2009) 1, pp. 100-109

Purpose – This paper aims to study the stock market reaction to sporting results of European listed football clubs. Specifically, it tries to examine the impact of the sporting results on the stock market valuation in terms of abnormal returns and trading volume around the dates of matches....

Persistent link: https://www.econbiz.de/10014932924

Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999

Lee, David S.; Mas, Alexandre - Industrial Relations Section, Department of Economics - 2009

We estimate the effect of new unionization on firms’ equity value over the 1961-1999 period using a newly assembled sample of National Labor Relations Board (NLRB) representation elections matched to stock market data. Event-study estimates show an average union effect on the equity value of...

Persistent link: https://www.econbiz.de/10005436077

Effect of futures trading on spot-price volatility: evidence for NSE Nifty using GARCH

Debasish, Sathya Swaroop - In: Journal of Risk Finance 10 (2009) January, pp. 67-77

Purpose – The paper aims to study the impact of the introduction of Nifty index futures on the volatility of the Indian spot markets by use of econometric models. Design/methodology/approach – The study considered six measures of volatility, the dynamic linear regression model, and the GARCH...

Persistent link: https://www.econbiz.de/10004970225

The effect of demand on stock prices: new evidence from S&P 500 weight adjustments

Hrazdil, Karel - In: Managerial Finance 35 (2009), pp. 732-753

Purpose -Many papers have argued that there are long-run downward-sloping demand curves (LRDDC) for stocks. The purpose of this paper is to analyze this hypothesis using a new, unique, and ostensibly information-free event: the re-weighting of the Standard & Poor (S&P) 500 index from market...

Persistent link: https://www.econbiz.de/10010814879

The impact of macroeconomic indicators on Vietnamese stock prices

Hussainey, Khaled; Ngoc, Le Khanh - In: Journal of Risk Finance 10 (2009) August, pp. 321-332

the industrial production) on Vietnamese stock prices. The paper examines how US macroeconomic indicators affect … Vietnamese stock prices. Design/methodology/approach – The authors use monthly time series data covering the period from January … between stock prices and macroeconomic indicators. Findings – This paper provides the first empirical evidence that there are …

Persistent link: https://www.econbiz.de/10010815062

Real investment and stock prices in the USA

Laopodis, Nikiforos T. - In: Managerial Finance 35 (2009), pp. 78-100

Purpose - The purpose of this paper is to re-examine the relationship between real investment and stock prices for the …

Persistent link: https://www.econbiz.de/10010761704

Mapping the Presidential Election Cycle in US stock markets

Wong, Wing-Keung; McAleer, Michael - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 11, pp. 3267-3277

This paper shows that in the almost four decades from January 1965 through to December 2003, US stock prices closely … followed the 4-year Presidential Election Cycle. In general, stock prices fell during the first half of a Presidency, reached a …

Persistent link: https://www.econbiz.de/10010750127

Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study

Masih, Mansur; De Mello, Lurion - In: Economia Internazionale / International Economics 62 (2009) 2, pp. 203-232

The recent fluctuations in stock prices around the world and the critical place that the demand function for money … in nature. We investigate the positive income effects and negative substitution effects of stock prices on money by using … that stock prices do play a significant role in the money demand function. A clear policy implication is that a failure to …

Persistent link: https://www.econbiz.de/10004981530

Revisiting derivative securities and the 1987 market crash: lessons for 2009

Baigent, G. Glenn; Massaro, Vincent G. - In: Review of Accounting and Finance 8 (2009) May, pp. 176-186

Purpose – The purpose of this paper is to examine the role of derivative securities in over-pricing and market corrections. Design/methodology/approach – Daily market data from major indices are used to determine if the market was over-priced in 1987. Then, the literature is examined to show...

Persistent link: https://www.econbiz.de/10004987669

Capital market developments in the post-October 1987 period: a Canadian perspective

Booth, Laurence; Cleary, Sean - In: Review of Accounting and Finance 8 (2009) May, pp. 155-175

Purpose – The purpose of this paper is to review the evolution of the Canadian financial environment since the stock market “crash” of 1987. Design/methodology/approach – The paper provides a chronological account of significant events in the Canadian economic environment and capital...

Persistent link: https://www.econbiz.de/10004987695