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Investor reaction to mandatory offers on the Warsaw Stock Exchange

Okoń, Szymon - In: Contemporary economics 6 (2012) 2, pp. 74-83

The following paper aims to assess investor reaction to mandatory offers on the Warsaw Stock Exchange, which is important because knowledge about these reactions can be used to make better investment decisions. This paper highlights the importance of procedure in making a mandatory offer and its...

Persistent link: https://www.econbiz.de/10009767609

The impact of religious announcements on stock prices and investment decisions on the Saudi stock exchange

Alshammari, Turki Rashed; Ory, Jean-Noël - In: Borsa Istanbul Review 23 (2023) 5, pp. 1013-1025

Although many papers have examined the Saudi stock market, to date none have explored the influence of religiosity on the behavior of stock prices, taking into account the dominance of individual investors. These characteristics distinguish the Saudi stock market from other mature and immature...

Persistent link: https://www.econbiz.de/10014383518

Stock market reactions to Brexit : case of selected CEE and SEE stock markets

Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 1/7, pp. 1-14

The debate on the UK leaving the European Union is still hot and ongoing today due to many economic, political, social, and other consequences on many different countries over the world. This paper focuses on the reactions of selected Central and Eastern European (CEE) and South and Eastern...

Persistent link: https://www.econbiz.de/10011964063

The effect of the royal wedding on the UK stock market

Huy Pham; Ramiah, Vikash; Le, Hanh; Moosa, Nisreen; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...

Persistent link: https://www.econbiz.de/10013373011

Verified emissions and stock prices: is there a link? : an empirical analysis of the European Emission Trading Scheme

Schmidt, Peter S.; Egli, Therese - 2012

This study examines the relation of stock returns and the announcements on verified emissions in the European Emission Trading Scheme (EU ETS). In a first step we employ event study methods to detect possibly abnormal returns on the respective announcement dates using a sample of quoted stock...

Persistent link: https://www.econbiz.de/10009625132

Market reactions to dividends announcements and payouts : empirical evidence from the Warsaw Stock Exchange

Mrzygłód, Urszula; Nowak, Sabina - In: Contemporary economics 11 (2017) 2, pp. 187-204

The main goal of this paper is the empirical examination of the Polish stock market reactions to dividend announcements and dividend payouts made by the companies listed on the Warsaw Stock Exchange (WSE). The research sample comprises 56 companies (WIG index constituents) that announced...

Persistent link: https://www.econbiz.de/10011760471

The London 2012 Olympic Games Announcement Effect on London Stock Exchange

Asteriou, Dimitrios - 2013

This paper investigates the reaction of the London Stock Exchange to the announcement of the city hosting 2012 Summer …. These expectations are presumed to be translated into positive stock price returns. This research examines the London Stock … results suggest an overall positive impact of the announcement on the London Stock Exchange, something that is consistent with …

Persistent link: https://www.econbiz.de/10013091410

Trading Activity and Price Impact in Parallel Markets : SETS vs. Off-Book Market at the London Stock Exchange

Carollo, Angelo - 2011

the London Stock Exchange, investigating separately the trading of active market members and of other market participants …

Persistent link: https://www.econbiz.de/10013129180

Signalling Characteristics and Information Content of Directors’ Dealings on the London Stock Exchange

Ajlouni, Mohd M. - 2010

The study investigates the information content of insider trading transactions employing different signal definitions. Using directors' open market dealings during the period 1999-2000 for FTSE100 companies and new extensions of the event study methodology, the evidence suggests directors have,...

Persistent link: https://www.econbiz.de/10013135717

Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?

Wu, Yuliang - 2011

This paper investigates whether long-term contrarian performance on the UK market is driven by low-priced stocks. We find that contrarian performance at low, middle, low price levels is positive. On the Fama-French risk adjusted basis, we find both low-priced and middle-priced losers have...

Persistent link: https://www.econbiz.de/10013120598

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