Showing 1 - 10 of 10
Purpose – The purpose of this paper is to study short sales trading as part of the New York Stock Exchange (NYSE) batch open and National Association of Securities Dealers Automated Quotations (NASDAQ) opening cross. The paper examines whether short transactions at the open can predict future...
Persistent link: https://www.econbiz.de/10010610534
Purpose – The purpose of this article is to assess the pricing of stocks that are traded on both a US stock exchange and a non-US stock exchange to determine whether interaction exists between the two exchanges. Design/methodology/approach – This article identifies extreme price movements of...
Persistent link: https://www.econbiz.de/10004970233
Purpose – The paper seeks to examine fair values provided by the Australian Stock Exchange (ASX) and reported daily in the Australian Financial Review to determine whether they violate fundamental option relationships. Design/methodology/approach – Values reported in the Australian Financial...
Persistent link: https://www.econbiz.de/10004977777
Purpose – The purpose of this article is to assess the pricing of stocks that are traded on both a US stock exchange and a non‐US stock exchange to determine whether interaction exists between the two exchanges. Design/methodology/approach – This article identifies extreme price movements...
Persistent link: https://www.econbiz.de/10014785262
Purpose – The paper seeks to examine fair values provided by the Australian Stock Exchange (ASX) and reported daily in the Australian Financial Review to determine whether they violate fundamental option relationships. Design/methodology/approach – Values reported in the Australian Financial...
Persistent link: https://www.econbiz.de/10014785268
Purpose – The purpose of this paper is to study short sales trading as part of the New York Stock Exchange (NYSE) batch open and National Association of Securities Dealers Automated Quotations (NASDAQ) opening cross. The paper examines whether short transactions at the open can predict future...
Persistent link: https://www.econbiz.de/10014785351
Purpose – While the Greek GAAP is stakeholder-oriented and commonly viewed as a historical cost accounting model, IFRS is shareholder-oriented and generally perceived as a fair-value accounting model. The study seeks to investigate the effects of adopting IFRSs on the financial statements of...
Persistent link: https://www.econbiz.de/10010610519
Purpose – The purpose of this article is to investigate the return associated with a Canadian dollar (C$) investment in the USA under passive, random walk, value at risk, and Sharpe ratio strategies. Design/methodology/approach – To comply with the purpose, this paper used a GARCH model, and...
Persistent link: https://www.econbiz.de/10005002479
Purpose – The purpose of this article is to investigate the return associated with a Canadian dollar (C$) investment in the USA under passive, random walk, value at risk, and Sharpe ratio strategies. Design/methodology/approach – To comply with the purpose, this paper used a GARCH model, and...
Persistent link: https://www.econbiz.de/10014785238
Purpose – While the Greek GAAP is stakeholder‐oriented and commonly viewed as a historical cost accounting model, IFRS is shareholder‐oriented and generally perceived as a fair‐value accounting model. The study seeks to investigate the effects of adopting IFRSs on the financial...
Persistent link: https://www.econbiz.de/10014785335