Search Results - subject_exact:"Stock price"

The influence of operational efficiency (SFA modeling), credit risk, and third-party funds on stock prices with financial performance as a mediating variable

Amimakmur, Satria Amiputra; Sutrisno Sutrisno; Rahman, … - 2026

This study examines how operational efficiency, credit risk, and third-party funds affect the stock prices of banks listed on the Indonesia Stock Exchange, with financial performance acting as a mediating variable. Focusing on banks included on the main board during 2020-2024, the study uses...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652361

Dynamics between foreign portfolio investment, stock price and financial development in South Africa : a SVAR approach

Sanusi, Kazeem Abimbola; Dickason Koekemoer, Zandri - 2025

The goal of this study is to look into the dynamic relationship between stock prices, foreign portfolio investment, and financial development in the South African economy. Federal Reserve Economic Data (FRED) provided quarterly time series data from 1960 (Q1) to 2024 (Q2). This study uses a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015206946

Dividend policy as a moderating of the effect of dividend announcement on stock price in Indonesian firms

Manurung, Adler Hayman; Machdar, Nera Marinda; FoEh, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014631902

Exploring the influence of earnings management on the value relevance of financial statements : evidence from the Bucharest stock exchange

Burlacu, Georgiana; Robu, Ioan-Bogdan; Munteanu, Ionela - 2024

Although financial statements are extremely important to investors in decision-making processes, their reliability can be affected by earnings management (EM) practices, which involve manipulating financial reports in order to achieve managerial benefits. This study explores the relationship...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101709

Modelling stock prices of energy sector using supervised machine learning techniques

Benali, Mimoun; Lahboub, Karima - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014496886

Effectiveness of open, high and low prices in stock market price prediction

Ngwakwe, Collins C. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015607988

Market reaction to news flows in supply chain networks

Inoue, Hiroyasu; Todō, Yasuyuki - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015134066

Oil price shocks and stock market responses : evidence from Saudi Arabia and Spain

Alzamel, Hussah Adnan; Othman, Jaizah - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616888

When oil moves the market : asymmetric tail effects of oil price shocks on stock returns in major oil-producing countries

Al-Jalahma, Abdulla; Al-Mohamad, Somar; Jreisat, Ammar … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617386

Beyond the bubble : empirical evidence on asset pricing under persistent low interest rates

Shimizu, Chihiro - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617260

A bound on price impact and disagreement

Beck, Philippe van der; Bretscher, Lorenzo; Fu, Julie Zhiyu - 2026 - This draft: October 31, 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618229

A predictive analytics approach for forecasting global stock index returns using deep learning techniques

Hu, Liang; Shen, Yinru - 2026

Accurately predicting stock index returns remains a critical yet complex task due to the inherent volatility of financial markets and the intricate temporal dependencies within financial time series. This study presents a robust machine learning framework to forecast the relative returns of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654339

The equity market implications of the retail investment boom

Beck, Philippe van der; Cohen, Cameron; Jaunin, Coralie - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618239

The wealth effects of the abuse of dominance enforcement

Ocepek, France - 2026

The article investigates the welfare impacts of abuse of dominance enforcement proxied by the stock price evaluations. The European Commission reformed the competition policy at the turn of the new century; however, the reform efforts were more reserved and cautious regarding Article 102 TFEU...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654684

Evaluation and prediction of stock market crash risk in Mexico using log-periodic power-law modeling

Sunil, Suryansh; Goyal, Amit Kumar; Mahadeva, Rajesh; … - 2026

This study applies the Log-Periodic Power-Law (LPPL) framework to three major equity markets-Mexico (IPC), Brazil (IBOVESPA), and the United States (NYSE Composite)-using daily closes from 8 November 1991-30 January 2025 for IPC and NYSE, and 3 May 1993-30 January 2025 for IBOVESPA. Multi-window...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611246

Tracing the history of asset price bubble theory : a literature review

Dubach, Sally - 2026

The literature on rational asset price bubbles has grown substantially, yet its internal logic is difficult to trace without reading across a large and technically demanding body of work. This paper provides a guide to the literature on rational asset price bubble theory, tracing its evolution...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654770

The impact of industrial value chain characteristics on firms' financial performance : insights from the US stock market

Li, Larry; Meng, Bo; Ye, Jiabei; Guo, Jiemin - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608106

ESG and its components : impact on stock returns across firm sizes in Europe and the United States

Escobar-Saldívar, Luis Jacob; Villarreal-Samaniego, Dacio - 2026

A longstanding debate in finance concerns the impact of social responsibility actions on firms' long-term profitability. This study provides a broad analysis on the relationship between ESG, its components, and stock returns. Using a dataset that spans from December 2014 to December 2023, this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611256

Transparency and the visibility of misconduct : evidence from esg disclosure mandates

Akyildirim, Erdinc; Gozgor, Giray; Ho, Thang; Wagner, … - 2026 - This version: February 16, 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609790

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Transparency and the visibility of misconduct : evidence from esg disclosure mandates

Akyildirim, Erdinc; Gozgor, Giray; Ho, Thang; Wagner, … - 2026

Book / Working Paper

From risk to returns : an analysis of asset quality, financial ratios, and market valuation in Indian banks

Rosario, Shireen; Mavuri, Sudha - 2026

This study investigates the interplay between asset quality, financial ratios, and market valuation in Indian commercial banks over a twelve-year period (2014-2025). Using a hybrid approach combining Structural Equation Modeling, correlation analysis, and trend evaluation, the research examines...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611330

Asset pricing robustness in venture capital

Michopoulos, Ioannis; Scaillet, Olivier; Topaloglou, Nikolas - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609793

Carbon risk without a stable premium : nonlinear and state-dependent evidence from European ESG leaders

Salzmann, Eleonora - 2026

Despite the economic relevance of climate-transition risk, firm-level carbon exposure often fails to appear as a robustly priced factor when ESG measures and sustainability shocks are conflated. This study examines whether carbon exposure is conditionally priced in European equity returns using...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615255

Short selling around news in international stock markets

Gorbenko, Arseny - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616369

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2026 - This version: March 4, 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610056

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Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: March 27, 2025

Edition: This version: March 27, 2025

Book / Working Paper

Investment with new sentiment analysis in Japanese stock market : expert knowledge can still outperform ChatGPT

Lin, Zhenwei; Nakano, Masafumi; Takahashi, Akihiko - 2025 - This version: April 25, 2025

Edition: This version: April 25, 2025

Book / Working Paper

Stock market reactions to COP26 and climate change exposures of indian firms

Bhaduri, Saumitra; Selarka, Ekta; Aggrwal, Alankrti - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610978

A panel causality analysis of financial risk indicators and industrial firms' performance : evidence from an emerging market

Al-Own, Bassam; Al-Eitan, Ghaith N.; Al Shbail, … - 2026

Purpose - This study offers an empirical examination of the causal relationship between financial risks and firm performance among industrial firms listed on the Amman Stock Exchange credit risks and financial risk ratios are used to gauge overall financial risk, while the performance measure...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592491

The impact of dark pools on the market and market quality

Wakamatsu, Hiroaki - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613485

Forecasting stock market behavior in BRICS economies using artificial neural machine learning models

Panigrahi, Shrikant; Kukreja, Gagan; Kumaraswamy, Sumathi - 2026

Purpose - This study aims to forecast the stock market behavior of BRICS nations (Brazil, Russia, India, China and South Africa) using advanced machine learning models. The focus is on identifying market trends, predicting future index prices and analyzing returns. Design/methodology/approach -...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592502

Fund cliques and firms' information environment : information efficiency or noise trading?

Luo, Danglun; Jiang, Zihe; Zhuang, Xinxuan; He, Jianmei - 2026

Fund cliques (i.e., mutual funds holding the same stocks) are a common feature of global financial markets, raising the question: How do fund cliques shape firms' information environment? Do they improve information efficiency or amplify noise trading? Using a sample of Chinese A-share listed...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015596418

Disasters, ambiguity, and crash betas

Meyerheim, Gerrit - 2026 - Original Version: October 2025, This Version: March 2026

This paper develops a tractable consumption-based asset-pricing model in an i.i.d. economy that combines rare consumption disasters with ambiguity aversion implemented as a one-period entropic tilt under CRRA utility. Closed-form expressions for the risk-free rate, equity return moments, and the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614347

Stock market performance in the media : reporting big news, missing the big picture?

Ciccone, Antonio; Rusche, Felix - 2026

Despite rising stock markets in the United States and Europe from 2017 to 2024, we document that average daily stock market performance becomes negative when weighted by the amount of media coverage. We propose an explanation for this media negativity bias that does not rely on a bad-news bias...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614907

Information-neutral hedging of derivatives under market impact and manipulation risk

Alimoradian, Behzad; Barigou, Karim; Eyraud, Anne - 2026

The literature on derivative pricing in illiquid markets has mostly focused on computing optimal hedging controls, but empirical microstructure studies show that large order flow generates persistent and predictable price effects. Therefore, these controls can themselves induce endogenous market...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591116

A momentum-based normalization framework for generating profitable analyst sentiment signals

McCarthy, Shawn; Alaghband, Gita - 2026

The diverse rating scales used by brokerage firms pose significant challenges for aggregating analyst recommendations in financial research. We develop a momentum-based normalization framework that transforms heterogeneous rating changes into standardized sentiment signals using firm-relative,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591134

Time-varying price discovery

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: July 11, 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615673

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Time-varying Price Discovery

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, … - 2023

Book / Working Paper

Workforce shocks and financial markets : asset pricing perspectives

Akhtar, Samreen; Agarwal, Jyoti; Ahmad, Alam; Wiquar, Refia - 2026

Workforce adjustments, such as mass layoffs, are significant corporate events that can influence stock returns and volatility, yet their broader asset-pricing implications remain underexplored. We examine the impact of such workforce shocks on stock performance from an asset-pricing perspective....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591184

Price discovery with a richer market microstructure noise

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: January 29, 2022

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015615683

The role of investor composition in sovereign bond pricing : evidence from an emerging market

Botero-Ramírez, Oscar - 2026

This paper quantifies how demand and supply shocks transmit to yields in Colombia's sovereign bond market by estimating investor-level demand elasticities and translating them into equilibrium price effects. Using investor-security microdata and two complementary identification strategies, I...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592495

Distance to governance regulatory on financial performance : evidence from managerial disclosure activities at Vietnam

Nguyen, Thi Ngoc Anh; Jung, Hail - 2026

This study examines how geographic distance to Vietnam's centralized securities regulator-the State Securities Commission (SSC)-influences firm-level stock price crash risk. In emerging markets characterized by weak governance, corruption, and political connections, distance can erode monitoring...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591436

How environmental uncertainty drives asymmetric mispricing in China : dual channels and heterogeneous media effect

Hu, Shuya; Wang, Shengnian - 2026

The essay delves into the impact of environmental uncertainty on asymmetric mispricing, utilizing the data from listed firms in China spanning from 2007 to 2023. Our analysis reveals that environmental uncertainty amplifies stock mispricing within capital markets, whether upward or downward....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591626

Persistence in the mint stock markets : evidence from a fractional integration model

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Ojo, … - 2026

This paper investigates persistence in the MINT (Mexico, Indonesia, Nigeria, Turkey) stock markets applying fractional integration methods to daily data from 1 January 2022 to 31 October 2025. Different model specifications are estimated for prices, log prices and log returns under the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591911

Global uncertainty and green transition : dynamics analysis of stock market volatility

Suriani, Suriani; Sartiyah, Sartiyah; Jamal, Abd; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620658

Noncausal AR processes driven by causal GARCH volatility

Velasquez-Gaviria, Daniel; Zakoïan, Jean-Michel - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604163

Carbon price volatility in the New Zealand Emission Trading Scheme

Yang, Yudou; Wen, Le; Sharp, Basil M. H.; Maani, Sholeh A. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620700

When prices spike : identifying excessive volatility in fertilizer markets

Yao, Feng; Hernandez, Manuel A. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604245

Hard to process : atypical firms and the cross-section of expected stock returns

Weibels, Sebastian - 2026 - Current version: January 2026

Theories of limited attention predict that investors rely on typical patterns to navigate high-dimensional firm characteristics, making atypical firms hard to process. To quantify this difficulty, we propose a data-driven measure of firm atypicality using an autoencoder (ATYP). The model learns...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015605627

Modeling stock yield reaction to environmental changes : does geopolitical risk matter? : a VECM framework in China

Elain, Mohammad I.; AlSabah, Mariam; Al Saber, Ahmad; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620770

Examining the volatility spillover between the fear index and the magnificent seven technology stocks

Koycu, Erol; Nur, Tugba - 2026

This study investigates the volatility spillover dynamics between the VIX fear index and the Magnificent Seven technology stocks - namely Microsoft, Apple, Nvidia, Amazon, Alphabet, Meta Platforms, and Tesla - over the period of June 2012 to March 2024. To achieve this objective, the variance...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620965

Fuzzy representation of a limit order book as a measure of stock liquidity

Stereńczak, Szymon; Marszałek, Adam - 2026

In this paper, we seek to ascertain whether the recently developed ordered fuzzy number (OFN) representation of a limit order book (LOB) by Marszałek and Burczyński (2024) may serve as a measure of stock liquidity. In particular, we aim to test whether this measure contains similar or distinct...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015620968

Empirical analysis of the dogs of the dow trading strategy : Polish evidence

Ziarko-Siwek, Urszula - 2026

This study examines how effective the Dogs of the Dow (DoD) investment strategy, popular in the USA, was for the Polish blue-chip stock market between 2002-2023. This strategy involves investing the same amount of funds each year in shares of ten companies called Dogs of Dow with the highest...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015625934

Effectiveness of trading pauses : evidence from the Tokyo stock exchange

Kasahara, Akitada; Yamada, Masahiro - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626473

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Effectiveness of trading pauses : evidence from the Tokyo stock exchange

Kasahara, Akitada; Yamada, Masahiro - 2026

Book / Working Paper