Similar Search Results

Accrual mispricing, value-at-risk, and expected stock returns

Simlai, Prodosh - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1487-1517

Persistent link: https://www.econbiz.de/10012660722

Momentum trading, mean reversal and overreaction in Chinese stock market

Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323

Persistent link: https://www.econbiz.de/10009301286

Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms

Lee, Hsien-Li; Lee, Hua - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 445-471

Persistent link: https://www.econbiz.de/10011327605

New empirical evidence on the investment success of momentum strategies based on relative stock prices

Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10009629107

Investors' trading activity and information asymmetry : evidence from the Romanian stock market

Kampe, Cristina - In: Risks : open access journal 9 (2021) 8, pp. 1-19

This paper examines the problem of information asymmetry between foreign, local, institutional and individual investors on the Bucharest Stock Exchange (BVB) for the period 2004-2011. Using monthly returns for individual companies listed on BVB, stock market indices during the seven years...

Persistent link: https://www.econbiz.de/10012612399

Investor learning, earnings signals, and stock returns

Chiu, Peng-Chia; Haight, Timothy D. - In: Review of quantitative finance and accounting 54 (2020) 2, pp. 671-698

Persistent link: https://www.econbiz.de/10012232886

Has momentum lost its momentum?

Bhattacharya, Debarati; Li, Wei-Hsien; Sonaer, Gokhan - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 191-218

Persistent link: https://www.econbiz.de/10011796612

Public news announcements, short-sale restriction and informational efficiency

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 52 (2019) 1, pp. 197-229

Persistent link: https://www.econbiz.de/10012171529

Does the adaptive market hypothesis reconcile the behavioral finance and the efficient market hypothesis?

Noreen, Umara; Shafique, Attayah; Ayub, Usman; Saeed, … - In: Risks : open access journal 10 (2022) 9, pp. 1-14

This study aims to test the adaptive market hypothesis by using the myopic behavior of investors as a new proxy. The data have been taken from New York Stock Exchange from December 1994 to December 2020. Following this collection of data, the companies’ stock prices were distributed into six...

Persistent link: https://www.econbiz.de/10013369019

Does the adaptive market hypothesis reconcile the behavioral finance and the efficient market hypothesis?

Noreen, Umara; Shafique, Attayah; Ayub, Usman; Saeed, … - In: Risks : open access journal 10 (2022) 9, pp. 1-14

Persistent link: https://www.econbiz.de/10013473147