Search Results - subject:"Stock price behavior"

Effect of unstable macroeconomic indicators on banking sector stock price behaviour in Nigerian stock market

Abdullahi, Ibrahim Bello - In: International journal of economics and financial issues … 10 (2020) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10012214953

Pension funds, large capital inflows and stock returns in a thin market

Brzeszczyński, Janusz; Bohl, Martin T.; Serwa, Dobromił - In: Journal of pension economics and finance 18 (2019) 3, pp. 347-387

Persistent link: https://www.econbiz.de/10012107874

Panel unit root testing and the martingale difference hypothesis for German stocks

Demetrescu, Matei - In: Economics Bulletin 29 (2009) 3, pp. 1749-1759

Several panel unit root tests based on different ways to account for cross-unit dependence are reviewed. The note then illustrates the tests by checking whether the martingale difference hypothesis is appropriate for stock prices on the German stock market: according to the martingale difference...

Persistent link: https://www.econbiz.de/10008563211

Stock Price Behavior of Acquirers and Targets Due to M&A Announcement in USA Banking

Moffett, Clay; Naserbakht, Mohammad - In: Iranian Economic Review 18 (2013) 1, pp. 105-114

opportunity for analyzing the stock price behavior in different situations and scenarios. This research assumes that there are no … to this approach, this study is concentrated on M&As in banking industry across the USA to investigate the stock price … behavior of targets and acquirers based on the M&A announcement over the period 2000-2010 in a sample of 154 deals. This paper …

Persistent link: https://www.econbiz.de/10010699964

MACROECONOMIC VARIABLES, EXCHANGE RATE AND STOCK PRICE: A MALAYSIAN PERSPECTIVE

Ibrahim, Mansor H.; Yusoff, Wan Sulaiman Wan - In: IIUM Journal of Economics and Management 9 (2001) 2, pp. 141-164

The paper analyzes dynamic interactions among three macroeconomic variables (real output, price level, and money supply), exchange rate, and equity prices for the Malaysian case using time series techniques of cointegration and vector autoregression. In the analysis, we rely on variance...

Persistent link: https://www.econbiz.de/10008629602

The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange

Lee, Hsiu-Chuan; Chien, Cheng-Yi; Chen, Hsiang-Lan; … - In: Review of Pacific Basin Financial Markets and Policies … 12 (2009) 03, pp. 403-416

extended opening session of futures market affects stock price behavior. Compared with the pre-extension period, the empirical …This paper examines how the introduction of the extended opening session of the futures market affects stock price … behavior around the market opening. On January 1, 2001, the Taiwan Futures Exchange (TAIFEX) extended the trading hours by …

Persistent link: https://www.econbiz.de/10008481956

Implications of microstructure theory for empirical research in stock price behavior

Hawawini, Gabriel; Cohen, Kalman; Maier, Steven; … - Volkswirtschaftliche Fakultät, … - 1980

This paper examines the implications of microstructure theory for empirical research on stock price behavior …

Persistent link: https://www.econbiz.de/10009328143

An assessment of risk in thinner markets: the Belgian case

Hawawini, Gabriel - Volkswirtschaftliche Fakultät, … - 1979

This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges.

Persistent link: https://www.econbiz.de/10009328149