Similar Search Results - EconBiz

Does market irrationality in the media affect stock returns?

Gibson, Rajna; Hemmens, Christopher; Trépanier, Mathieu - 2015

This paper investigates whether news suggestive of irrationality within financial markets have an impact on stock returns. We construct a lexicon of words for 'market irrationality' and score daily news articles based on the number and proportion of words they contain from the lexicon. We find...

Persistent link: https://www.econbiz.de/10011412095

Stock market performance and the term structure of credit spreads

Demchuk, Andriy; Gibson, Rajna - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 4, pp. 863-887

Persistent link: https://www.econbiz.de/10003402931

The pricing of systematic liquidity risk : empirical evidence from the US stock market

Gibson, Rajna; Mougeot, Nicolas - In: Journal of banking & finance 28 (2004) 1, pp. 157-178

Persistent link: https://www.econbiz.de/10001857281

Are liquidity and corporate control priced by shareholders : empirical evidence from Swiss dual class shares

Gardiol, Lucien - In: The journal of corporate finance : contracting, … 3 (1997) 4, pp. 299-323

Persistent link: https://www.econbiz.de/10001237566

The effects of newly listed derivatives in a thin stock market

Bruand, Martin - In: Review of derivatives research 2 (1998) 1, pp. 59-86

Persistent link: https://www.econbiz.de/10001250186

The behaviour of stock prices in a segmented market : empirical evidence from the Swiss stock market

Gardiol, Lucien; Gibson, Rajna; Tuchschmid, Nils S. - 1995

Persistent link: https://www.econbiz.de/10000906318

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