Narrow search
Showing 1 - 10 of 3,459
Cover Image
Does a search attention index explain portfolio returns in India?
Dharani, M.; Hassan, M. Kabir; Abedin, Mohammad Zoynul; … - In: Borsa Istanbul Review 22 (2022) 2, pp. 226-239
Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI …
Persistent link: https://www.econbiz.de/10013183936
Cover Image
Sunshine after the Rain? The Stock Market Performance of Family Firms In and After Financial Crises
Franzoi, Fabio; Mietzner, Mark - 2021
This study applies financial crises as an exogenous shock to family and non-family firms to identify differences in stock market performance. We investigate 278 firms listed on the German Stock Exchange in the world financial crisis starting in 2007 as well as the Euro crisis starting in 2010....
Persistent link: https://www.econbiz.de/10013324264
Cover Image
The Halloween Effect in US Sectors : Comment
Doeswijk, Ronald Q. - 2009
We argue that the Jacobsen and Visaltanachoti (2009) study is incomplete. Jacobsen and Visaltanachoti (2009) evaluate the Halloween effect or ‘Sell in May'-effect as documented by Bouman and Jacobsen (2002), and extend the analysis into the relative performances of sectors during the winter...
Persistent link: https://www.econbiz.de/10013157007
Cover Image
Implied Volatility Index for the Norwegian Equity Market
Bugge, Sebastian - 2016
We introduce and evaluate the NOVIX - an implied volatility index for the Norwegian equity index OBX. NOVIX is created …
Persistent link: https://www.econbiz.de/10012985934
Cover Image
Analysis of how the european stock markets perceive the dynamics of macroeconomic indicators through the sentiment index and the purchasing managers' index
Lupu, Iulia - In: Financial studies 22 (2018) 1, pp. 32-52
in terms of the sentiment index and the purchasing managers' index. For this research, we focused on the countries of the … - November 2017. The results showed immediate reactions with a higher intensity in March 2015 for the SentiMent index and for …
Persistent link: https://www.econbiz.de/10011964937
Cover Image
How did the asset markets change after the Global Financial Crisis?
Chang, Kuang-Liang; Leung, Charles Ka Yui - 2021
The Global Financial Crisis (GFC) changes the relative economic riskiness and risk-adjusted-performance of different asset markets. While the empirical distribution for stock return shifted to the right and became more concentrated around the mean after the GFC, the real estate market...
Persistent link: https://www.econbiz.de/10012488927
Cover Image
Efficiency of CROBEX and CROBEX10 stock markets indices
Habibovic, Armin; Zoricic, Davor; Golubic, Zrinka Lovretin - In: UTMS journal of economics / University of Tourism and … 8 (2017) 3, pp. 271-280
the cap-weighted index in an illiquid and undeveloped market is much more challenging the aim of this paper is to assess … (“ex post”) for 5 revisions for each index. The distance from the efficient frontier was calculated revealing weaker … efficiency but also greater diversification opportunities in the case of the broader CROBEX index. However, lower efficiency …
Persistent link: https://www.econbiz.de/10011781494
Cover Image
Fixed Income Valuation in the Equity Market : Evidence from the Canadian Income Trust Sector
Glew, Ian - 2012
Investor response to changes in income trust payouts is measured through the implied cost of capital, an inverse valuation metric. Income trust securities are purchased primarily for the income stream: distributions from dividends, return of capital and interest, so adverse responses to...
Persistent link: https://www.econbiz.de/10013108217
Cover Image
Asset Liquidity and Stock Liquidity : International Evidence
Charoenwong, Charlie - 2013
This study examines the relation between asset liquidity and stock liquidity across 47 countries. In support of the valuation uncertainty hypothesis, we find that firms with greater asset liquidity on average have higher stock liquidity. More importantly, our study shows that asset liquidity...
Persistent link: https://www.econbiz.de/10013071686
Cover Image
Corporate Fraud Risk and Stock Market Performance
Jaroszek, Lena - 2019
We investigate the impact of fraud risk - measured by the probability for earnings overstatements - on a firm's future stock market performance. Based on an out-of-sample estimation of individual firms' fraud risk, we find that stocks with higher fraud risk earn significantly lower stock market...
Persistent link: https://www.econbiz.de/10012904134