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The Relationship between Short Interest and Stock Returns in the Canadian Market

Ackert, Lucy; Athanassakos, George - 2005

This paper provides new insight into the relationship between short sales and stock market returns using a sample of stocks sold short in Canada. Short interest is defined in relation to trading volume. The results strongly support the assertion that short sales and excess returns are...

Persistent link: https://www.econbiz.de/10009459116

Repurchase stock of piggly wiggly Call in 2640 shares and will pay owners rate of 120 plus dividend.

1929

Repurchase stock of piggly wiggly Call in 2640 shares and will pay owners rate of 120 plus dividend. Preferred shares … dividend for the period ending December 31, amounting to $2.5 a share, has been declared and will be paid to shareholders of …

Persistent link: https://www.econbiz.de/10009460610

W. W. P. Exchange time extended Only 8 per cent of common stock not turned in on American Power & Light Transfer. Will obtain $2 dividend Virtually all Western holdings have been d...

1928

obtain $2 dividend Virtually all Western holdings have been deposited -- preferred may not be called. Holders of the common …

Persistent link: https://www.econbiz.de/10009460611

Corporate governance and financing choices of firms: A panel data analysis

Kyereboah-Coleman A.; Biekpe N. - 2006

We examine how corporate governance indicators such as board size, board composition and CEO duality impact on financing decisions of firms. Panel data covering the five year period 1999-2003 from forty-seven (47) listed firms on the Nairobi Stock Exchange (NSE) was used. Analysis was done...

Persistent link: https://www.econbiz.de/10009480487

Essays on speculative bubbles in financial markets

Mungule, Oswald Kombe - 2012

exchange rate andthe stock price. By invoking the rational bubbles theory and using the residuals,we compute the asset price … bubbles using the expectational restriction for rationalbubbles theory. Three robustness checks on the computed bubbles con rm …

Persistent link: https://www.econbiz.de/10009481284

Testing for convergence in stock markets: A non-linear factor approach

Caporale, GM; Erdogan, B; Kuzin, V - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...

Persistent link: https://www.econbiz.de/10009481447

Long Run And Cyclical Dynamics In The Us Stock Market

Caporale, GM; Gil-Alana, LA - 2005

series: inflation, real risk-free rate, real stock returns, equity premium and price/dividend ratio, annually from 1871 to …, but nonstationarity is found only for the price/dividend ratio. When the cyclical component is also taken into account … exception is the price/dividend ratio, whose order of integration is higher than 0.5 but smaller than 1 for the long …

Persistent link: https://www.econbiz.de/10009481462

The relationship between the annualised volatility and correlation of G7 ten-year bond returns

Hollander, Martin B. L.; Faculty of Business - University of Western Sydney, Nepean - 1999

The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 ten-year bond returns for the period July 1992 to June 1998 and the effects that such a relationship has on portfolio diversification. The stock market crash of 1987 and the...

Persistent link: https://www.econbiz.de/10009481952

Where do Australians invest?

Mishra, Anil; Daly, Kevin James - University of Western Sydney; University of Western Sydney; … - 2006

In this article, we analyse the geography of Australia's international portfolio investment using the International Monetary Fund's Co-ordinated Portfolio Investment Survey dataset. Preliminary results suggest that Australia's external holdings of equity and debt as a percentage of national...

Persistent link: https://www.econbiz.de/10009482045

Quantification of intermarket influence based on the global optimization and its application for stock market prediction

Tilakaratne, Chandima; Mammadov, Musa; Hurst, Cameron - 2006

This study investigates how intermarket influences can be used to help the prediction of the direction (up or down) of the next day's close price of the Australian All Ordinary Index (AORD). First, intermarket influences from the potential influential markets on the AORD are quantified by...

Persistent link: https://www.econbiz.de/10009484585