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The Overreaction Hypothesis: The Case of Ukrainian Stock Market

Mynhardt, H. R.; Plastun, Alex - Volkswirtschaftliche Fakultät, … - 2013

This paper examines the short-term price reactions after one-day abnormal price changes on the Ukrainian stock market. The original method of abnormal returns calculation is examined. We find significant evidence of overreactions using the daily data over the period 2008-2012. Our analysis...

Persistent link: https://www.econbiz.de/10011113951

Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange

Küçükkocaoglu, Güray - In: Frontiers in Finance and Economics 5 (2008) 1, pp. 46-84

Persistent link: https://www.econbiz.de/10004998312

Impacts and Losses Caused By the Fraudulent and Manipulated Financial Information on Economic Decisions

ISA, Tak - In: REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF … 12 (2011) 5, pp. 929-939

affected by frauds and manipulation of the financial information. An investment decision based on false financial information … financial information, effects on economic decision and what we should do for preventing the fraudulent or manipulation on the …

Persistent link: https://www.econbiz.de/10009393707

An Analysis of Manipulation Strategies in Stock Markets

Ozcan, Rasim - In: Istanbul Stock Exchange Review 13 (2012) 49, pp. 19-37

circles and it was concluded that manipulation exerts negative impact on markets. A market with manipulation is considered as … less trustworthy and credible compared to a market without manipulation, which in turn, affects demand. Manipulations …, and regulatory institutions. This paper aims to review economic and financial studies on manipulation in order to reveal …

Persistent link: https://www.econbiz.de/10010764144

An Analysis of Manipulation Strategies in Stock Markets

Ozcan, Rasim - In: Istanbul Stock Exchange Review 13 (2013) 49, pp. 19-37

Persistent link: https://www.econbiz.de/10010754635

Which firms are more prone to stock market manipulation?

Imisiker, Serkan; Tas, Bedri Kamil Onur - In: Emerging Markets Review 16 (2013) C, pp. 119-130

This study empirically investigates which firms are more susceptible to successful manipulation. For this purpose, a … unique data set consisting of manipulation cases from 1998 to 2006 from the Istanbul Stock Exchange (ISE) was collected and … with less free float rate and a higher leverage ratio are more prone to stock price manipulation. Dynamic probit analysis …

Persistent link: https://www.econbiz.de/10010682553

Short Selling and Inside Information

Chague, Fernando D.; Rodrigo De-Losso, Alan De Genaro, … - Departamento de Economia, Faculdade de Economia, … - 2013

Using data on all lending deals in the Brazilian stock market from 2009 to 2011, we provide answers to: i) are short-sellers informed in Brazil?, ii) which short sellers are informed?, and iii) how are short sellers informed? The answer to the first question is positive, the Brazilian...

Persistent link: https://www.econbiz.de/10010659138

A Cross-Industry Analysis Of Investors’ Reaction To Unexpected Market Surprises: Evidence From Nasdaq Sector-Indices

Bush, Peter J.; Mehdian, Seyed M.; Perry, Mark J. - In: Analele Stiintifice ale Universitatii "Alexandru Ioan … 2010SE (2010) july, pp. 97-120

We use daily stock returns from the NASDAQ composite index and its eight composite indexes to investigate the reaction of investors to the arrival of unexpected information in framework of Efficient Market Hypothesis (EMH), the Overreaction Hypothesis (OH), and the Uncertain Information...

Persistent link: https://www.econbiz.de/10008693667

ANALYSIS OF HIGH FREQUENCY DATA ON THE WARSAW STOCK EXCHANGE IN THE CONTEXT OF EFFICIENT MARKET HYPOTHESIS

STRAWINSKI, Pawel; SLEPACZUK, Robert - In: Journal of Applied Economic Sciences 3 (2008) 3(5)_Fall2008, pp. 306-319

This paper focuses on one of the heavily tested issue in the contemporary finance, i.e. efficient market hypothesis (EMH). However, we try to find the answers to some fundamental questions basing on the analysis of high frequency (HF) data from the Warsaw Stock Exchange (WSE). We estimate model...

Persistent link: https://www.econbiz.de/10005687860

Applicability of Contrarian Strategy in the Bombay Stock Exchange

Locke, Stuart; Gupta, Kartick - In: Journal of Emerging Market Finance 8 (2009) 2, pp. 165-189

The application of contrarian strategies in the Bombay Stock Exchange (BSE) are examined in this paper, shedding further light on competing explanations underlying this anomaly. Three specific issues are investigated using several models. First, can a trader book a profit by employing a...

Persistent link: https://www.econbiz.de/10010772750