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The performance of stocks that are reverse split
Martell, Terrence F.; Webb, Gwendolyn P. - In: Review of quantitative finance and accounting 30 (2008) 3, pp. 253-279
Persistent link: https://www.econbiz.de/10003711366
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The impact of regulation FD on the information environment : evidence from the stock market response to stock split announcements
Eng, Li Li; Ha, Joohyung; Nabar, Sandeep - In: Review of quantitative finance and accounting 43 (2014) 4, pp. 829-853
Persistent link: https://www.econbiz.de/10010490987
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Corporate social responsibility and stock split
Harjoto, Maretno Agus; Kim, Dongshin; Laksmana, Indrarini; … - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 575-600
Persistent link: https://www.econbiz.de/10012225950
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Does long-term disequilibrium in stock price predict future returns?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 753-767
Persistent link: https://www.econbiz.de/10010246376
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"Other information" as an explanatory factor for the opposite market reactions to earnings surprises
Chen, Vincent Y. S.; Tiras, Samuel L. - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 757-784
Persistent link: https://www.econbiz.de/10011532207
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Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
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Prediction of open market share repurchases and portfolio returns : evidence from France, Germany and the UK
Andriosopoulos, Dimitris; Gaganis, Chrysovalantis; … - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10011588384
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Stock market return predictability : does network topology matter?
Eng-Uthaiwat, Harnchai - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 433-460
Persistent link: https://www.econbiz.de/10012037125
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Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? : an empirical study of the Ohlson model
Kuo, Chen-Yin - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 195-225
Persistent link: https://www.econbiz.de/10011797038
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Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan; Lahyani, Rahma - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166