EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Firm Specific News"
Narrow search

Narrow search

Year of publication
Subject
All
Ankündigungseffekt 9 Börsenkurs 9 Announcement effect 7 Share price 7 firm-specific news 7 Liquidity 5 Volatility 5 Volatilität 5 Firm-specific News 4 high-frequency data 4 Aktienmarkt 3 Capital income 3 Emerging Market 3 Emerging economies 3 Firm Specific News 3 Firm-specific news 3 Kapitaleinkommen 3 Schwellenländer 3 Schätzung 3 Stock market 3 Abnormal Returns 2 Beta risk 2 Betafaktor 2 Chinese stock market 2 Comovement 2 Earnings Announcements 2 Firm-Specific News 2 Fragmentation 2 Großbritannien 2 High-frequency Data 2 Information 2 Informationseffizienz 2 Kapitalertrag 2 Market fragmentation 2 Market quality 2 Marktliquidität 2 MiFID 2 Multilateral trading facilities 2 News Sentiment 2 Price Discovery 2
more ... less ...
Online availability
All
Free 13 Undetermined 2
Type of publication
All
Book / Working Paper 12 Article 7
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Graue Literatur 2 Non-commercial literature 2 Thesis 2 Arbeitspapier 1 Article 1
more ... less ...
Language
All
English 14 Undetermined 5
Author
All
Groß-Klußmann, Axel 5 Hautsch, Nikolaus 5 Storkenmaier, Andreas 4 Ranaldo, Angelo 3 Engle, Robert F. 2 Hansen, Martin Klint 2 Lunde, Asger 2 Saleem, Shabir A. A. 2 Smith, Peter N. 2 Wagener, Martin 2 Weinhardt, Christof 2 Yalaman, Abdullah 2 Bhattacharjee, Nayanjyoti 1 De, Anupam 1 Hoang Van Hai 1 Karagozoglu, Ahmet K. 1
more ... less ...
Institution
All
Schweizerische Nationalbank (SNB) 2 Center for Financial Studies 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Swiss Finance Institute 1
Published in...
All
Working Papers / Schweizerische Nationalbank (SNB) 2 Australasian accounting business and finance journal : AABF 1 CAMA working paper series 1 CFS Working Paper 1 CFS Working Paper Series 1 CREATES Research Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Discussion papers in economics 1 FAME Research Paper Series 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 Journal of empirical finance 1 Journal of financial econometrics 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
more ... less ...
Source
All
ECONIS (ZBW) 7 RePEc 7 EconStor 3 BASE 2
Showing 1 - 10 of 19
Cover Image
The market reaction to corporate news in emerging markets : evidence from India
Bhattacharjee, Nayanjyoti; De, Anupam - In: Australasian accounting business and finance journal : AABF 16 (2022) 4, pp. 115-130
Persistent link: https://www.econbiz.de/10013503428
Saved in:
Cover Image
Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market
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 …
Persistent link: https://www.econbiz.de/10015074089
Saved in:
Cover Image
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 …
Persistent link: https://www.econbiz.de/10014500235
Saved in:
Cover Image
Analysis of systematic risk around firm-specific news in an emerging market using high frequency data
Saleem, Shabir A. A.; Smith, Peter N.; Yalaman, Abdullah - 2021
Persistent link: https://www.econbiz.de/10012586184
Saved in:
Cover Image
Analysis of systematic risk around firm-specific news in an emerging market using high frequency data
Saleem, Shabir A. A.; Smith, Peter N.; Yalaman, Abdullah - 2020
Persistent link: https://www.econbiz.de/10012491887
Saved in:
Cover Image
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
Cover Image
And Now, The Rest of the News: Volatility and Firm Specific News Arrival
Engle, Robert F.; Hansen, Martin Klint; Lunde, Asger - School of Economics and Management, University of Aarhus - 2012
specific news items are related to firm specific stock return volatility. We specify a return generating process in conformance … asset prices has unraveled gradually. Using a sample of 28 large US companies, we investigate how more than 3 million firm …
Persistent link: https://www.econbiz.de/10010851241
Saved in:
Cover Image
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009
We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....
Persistent link: https://www.econbiz.de/10010303687
Saved in:
Cover Image
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - Center for Financial Studies - 2009
We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....
Persistent link: https://www.econbiz.de/10010986436
Saved in:
Cover Image
Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....
Persistent link: https://www.econbiz.de/10008458281
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...