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In short supply : short-sellers and stock returns

Beneish, M. D.; Lee, C. M. C.; Nichols, D. C. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 33-57

Persistent link: https://www.econbiz.de/10011438622

Indonesia Shari'ah compliance stock index responses toward macroprudential and monetary policy of Indonesian central bank

Malini, Helma - In: Macroprudential regulation and policy for the Islamic …, (pp. 213-227). 2016

Persistent link: https://www.econbiz.de/10011568166

The effect of fragmentation in trading on market quality in the UK equity market

Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of applied econometrics 31 (2016) 1, pp. 192-213

Persistent link: https://www.econbiz.de/10011642141

Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

Noakes, Michael A.; Rajaratnam, Kanshukan - In: Optimization models with economic and game theoretic …, (pp. 273-300). 2016

Persistent link: https://www.econbiz.de/10011533679

A random walk of stock prices in Visegrad Group : efficient market hypothesis

Saglam, Yagmur; Guresci, Gulcin - In: Efficiency in business and economics : proceedings from …, (pp. 175-185). 2018

The purpose of this paper is to investigate Efficient Market Hypothesis (EMH) for Visegrad Group. The stock prices have been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed by Carrion-i-Silvestre et al. (2005). According to...

Persistent link: https://www.econbiz.de/10012230857

Managerial discretion in accruals and informational efficiency

Perotti, Pietro; Windisch, David - In: Journal of business finance & accounting : JBFA 44 (2017) 3/4, pp. 375-416

Persistent link: https://www.econbiz.de/10011723397

Towards the estimation of an efficient benchmark portfolio : the case of Croatian emerging market

Dolinar, Denis; Zoričić, Davor; Kožul, Antonija - In: Zagreb international review of economics & business 20 (2017), pp. 13-23

Persistent link: https://www.econbiz.de/10011775082

Nonsequential search equilibrium with search cost heterogeneity

Moraga-González, José Luis; Sándor, Zsolt; … - In: International journal of industrial organization 50 (2017), pp. 392-414

Persistent link: https://www.econbiz.de/10011820576

Financial behavior of investors : long-run overreaction phenomenon in Euronext stock exchange

Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020

The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk adjustment with the CAPM. Robustness was checked with t-test...

Persistent link: https://www.econbiz.de/10012793028

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835