Search Results - subject:"pricing efficiency"

ESG rating adjustment and capital market pricing efficiency : evidence from China

Ruan, Lei; Li, Jianing; Huang, Siqi - In: International review of economics & finance : IREF 98 (2025), pp. 1-24

Persistent link: https://www.econbiz.de/10015327567

Hard to borrow vs. easy to borrow : insights from Japan's centralized lendable stock market

Khan, Mostafa Saidur Rahim - 2025

highlight the role of centralized lendable stock markets in enhancing pricing efficiency without hindering trading activities. …

Persistent link: https://www.econbiz.de/10015338355

Information externalities, analyst research resource allocation, and stock pricing efficiency

Cui, Chenyu; He, Guihua; Xie, Deren - In: China journal of accounting studies 10 (2022) 1, pp. 1-25

Information is key to decision-making and is a major determinant of investment performance. We hypothesise that as analysts are constrained by their research resources, they collect information with more externalities. Measuring information externalities as a stock’s fundamental correlations...

Persistent link: https://www.econbiz.de/10013413093

Linguistic specificity and stock price synchronicity

Zhao, Wei; Yang, Hanfang; Zhou, Hua - In: China journal of accounting research : CJAR 15 (2022) 1, pp. 1-25

linguistic specificity plays an essential role in improving market pricing efficiency. …

Persistent link: https://www.econbiz.de/10013269487

On the informational efficiency of Saudi exchange-traded funds listed at home and away from home

Al-Nassar, Nassar S. - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-23

This study compares the pricing efficiency of two domestic exchange-traded funds (ETFs) (i.e., Falcom 30 and HSBC 20 …

Persistent link: https://www.econbiz.de/10014001532

On the informational efficiency of Saudi exchange-traded funds listed at home and away from home

Al-Nassar, Nassar S. - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study compares the pricing efficiency of two domestic exchange-traded funds (ETFs) (i.e., Falcom 30 and HSBC 20 …

Persistent link: https://www.econbiz.de/10013183860

Pricing efficiency of exchange traded funds in India

Reddy, Y. V.; Dhabolkar, Pinkesh - In: Organizations and markets in emerging economies 11 (2020) 1, pp. 244-268

undervalued ETF shares. Pricing efficiency is the speed at which the market makers correct the deviations between ETFs NAV and … market price. The present study attempts to investigate the pricing efficiency of Indian equity ETFs employing an …

Persistent link: https://www.econbiz.de/10012262138

Pricing efficiency of exchange traded funds in India

Reddy, Y. V.; Dhabolkar, Pinkesh - In: Organizations and Markets in Emerging Economies 11 (2020) 1, pp. 244-268

Persistent link: https://www.econbiz.de/10015401407

Long-term relationship of crude palm oil commodity pricing under structural break

Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of capital markets studies 2 (2018) 2, pp. 162-174

Purpose - The purpose of this paper is to examine the pricing efficiency of the Malaysian crude palm oil (CPO) market …-TAR models, to examine the impact of structural breaks on the pricing efficiency of the Malaysian CPO market. Findings - This … pricing efficiency did not take the effect of structural break into consideration, making it difficult for these studies to …

Persistent link: https://www.econbiz.de/10012114503

Long-term relationship of crude palm oil commodity pricing under structural break

Salami, Monsurat Ayojimi; Bin Haron, Razali - In: Journal of Capital Markets Studies (JCMS) 2 (2018) 2, pp. 162-174

Persistent link: https://www.econbiz.de/10015327876