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Equities issues and long-term firm's performances in Tunisian stock market

Mansali, Hatem; Daadaa, Wissem - In: International journal of managerial and financial accounting 10 (2018) 1, pp. 32-47

Persistent link: https://www.econbiz.de/10011874944

The long-term performance of post-merger and acquisition : evidence from Indonesia's stock market

Tarigan, Josua; Evania, Jacqueline; Devie, Devie; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 3, pp. 399-412

Persistent link: https://www.econbiz.de/10013326361

Corporate governance and stock market reaction to seasoned equity offering announcement by firms in Nigeria

Bello, Mohammed Aminu; Kurfi, Aminu Kado; Tijjani, Bashir - In: Malaysian management journal : MMJ 25 (2021), pp. 73-98

Persistent link: https://www.econbiz.de/10012597185

Kursaussetzungen am deutschen Aktienmarkt

Ecke, Matthias - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002896427

Non-Scheduled News Arrival and High-Frequency Stock Market Dynamics : Evidence from the Australian Securities Exchange

Smales, Lee A. - 2014

The high-frequency market reaction to intraday stock-specific news flow is examined over the period January 2000 to November 2011. Data on novelty, relevance, and direction of company-specific news for the ASX50 leading Australian stocks is garnered from the Ravenpack news analytics tool....

Persistent link: https://www.econbiz.de/10013065673

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

Pinning down an effective measure for probability of informed trading

Petchey, James; Wee, Marvin; Yang, Wenling - In: Pacific-Basin finance journal 40 (2016), pp. 456-475

Persistent link: https://www.econbiz.de/10011712277

Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks

Shen, Dehua; Li, Xiao; Zhang, Wei - In: Finance research letters 23 (2017), pp. 210-216

Persistent link: https://www.econbiz.de/10011808400

First to 'Read' the News : News Analytics and High Frequency Trading

Von Beschwitz, Bastian - 2015

We investigate whether providers of news analytics affect the stock market. We exploit a unique identification strategy based on revisions between different product releases of a major provider of news analytics. We document a causal effect of news analytics on the market, irrespective of the...

Persistent link: https://www.econbiz.de/10013034709

Did politicians use non-public macroeconomic information in their stock trades? : evidence from the STOCK Act of 2012

Karadas, Serkan; Schlosky, Minh Tam; Hall, Joshua C. - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-18

Existing research shows that members of Congress made informed trades prior to the passage of the STOCK Act of 2012. There is also evidence in the literature to suggest that the STOCK Act was able to deter politicians from trading based on non-public information. However, the question of whether...

Persistent link: https://www.econbiz.de/10012588160