Similar Search Results

Firm-specific news and idiosyncratic volatility anomalies : evidence from the Chinese stock market

Hoang Van Hai - In: Cogent economics & finance 10 (2022) 1, pp. 1-21

In this paper, we examine the relationship between idiosyncratic volatility and future returns around the firm-specific news announcements in the Chinese stock market following. The results show that the pricing of non-news idiosyncratic volatility is more strongly negative compared to news...

Persistent link: https://www.econbiz.de/10014500235

Climate change-induced firms’ initiatives and investors' perceptions : evidence from Bursa Malaysia

Alam, Mahmudul; Yasmin Mohamad Tahir; Saif-Alyousfi, … - In: Sustainability accounting, management and policy journal 15 (2024) 1, pp. 232-261

Persistent link: https://www.econbiz.de/10014521021

Stock pledged loans and market crash risk : evidence from China

Li, Feng; Qian, Jun; Wang, Haofei; Zhu, Julie Lei - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-26

Stock pledged loans have become prevalent among large shareholders of listed firms in China. The largest shareholder pledges a greater fraction of her holdings as collateral for credit when the firm is in growth industries, less profitable, not state owned, and has higher leverage. Stock...

Persistent link: https://www.econbiz.de/10014514168

The impact of the Russian-Ukraine war on the stock market : a causal analysis

Köseoğlu, Sinem Derindere; Adıgüzel Mercangöz, Burcu; … - In: Applied economics 56 (2024) 21, pp. 2509-2519

Persistent link: https://www.econbiz.de/10014521233

Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models

Kumar, Manish; Thenmozhi, M. - In: International journal of banking, accounting and finance 5 (2013/2014) 3, pp. 284-308

Persistent link: https://www.econbiz.de/10011474500

Risk ratings and stock prices : the casual nexus in BRICS countries

Pradhan, Rudra Prakash; Hall, John H.; Pedro Filho, … - In: International journal of banking, accounting and finance 5 (2013/2014) 4, pp. 435-459

Persistent link: https://www.econbiz.de/10011483561

The increasing volatility of the stock market?

Washer, Kenneth M.; Jorgensen, Randy D.; Johnson, Robert R. - In: The journal of wealth management 19 (2016/2017) 1, pp. 71-82

Persistent link: https://www.econbiz.de/10011496607

FII, stock exchange return, and the leverage effect : evidence from India

Singhania, Monica; Saini, Neha - In: The journal of wealth management 19 (2016/2017) 1, pp. 103-119

Persistent link: https://www.econbiz.de/10011496618

The adaptive markets hypothesis : insights into small stock market efficiency

Rönkkö, Mikael; Holmi, Joonas; Niskanen, Mervi; … - In: Applied economics 56 (2024) 25, pp. 3048-3062

Persistent link: https://www.econbiz.de/10014526575

Does corporate governance influence the performance of Romanian companies in a period of maximum uncertainty? : empirical analysis on the case of companies listed on the Bucharest...

Vintilǎ, Georgeta; Radu, Ioana - In: Journal of economics studies and research : JESR 2023 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014528529