The aim of this paper is to investigate non-synchronous trading effect in terms of predictability. This analysis is applied to daily and one-minute interval data on the KOREA stock market. The results indicate evidence of predictability between indices with different degrees of non-synchronous...

Using a sample of French companies listed on the stock index CAC ALL TRADABLE, this paper analyzes the relation among analyst coverage and earnings management. We find that after the introduction of International Financial Reporting Standards (IFRS) and over a period from 2005 till 2011,...

We examine the profitability of momentum strategies in the Tunisian stock market over the period (January 1998-December 2007). We adopt the methodology of Jegadeesh and Titman (1993). The results show that momentum strategies are profitable. We use the methodology of Lo and Mackinlay (1990) and...