Similar Search Results

Increased market response to earnings announcements in the 21st century : an empirical investigation

Beaver, William H.; McNichols, Maureen; Wang, Zach Z. - In: Journal of accounting & economics 69 (2020) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012237548

The information content of earnings announcements : new insights from intertemporal and cross-sectional behavior

Beaver, William H.; McNichols, Maureen; Wang, Zach Z. - In: Review of accounting studies 23 (2018) 1, pp. 95-135

Persistent link: https://www.econbiz.de/10011848281

Increased information content of earnings announcements in the 21st century : an empirical investigation

Beaver, William H.; McNichols, Maureen; Wang, Zach Z. - 2018

We examine the role of concurrent information in the striking increase in investor response to earnings announcements from 2001 to 2016, as measured by return variability and volume following Beaver (1968). We find management guidance, analyst forecasts, and disaggregated financial statement...

Persistent link: https://www.econbiz.de/10011873121

Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165

Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises

Al Rababa'a, Abdel Razzaq - 2018

model specifications, volatility effects and other robustness considerations continue to support our results. These results …

Persistent link: https://www.econbiz.de/10012919223

Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval

Schabek, Tomasz; Olgić Draženović, Bojana; Mance, Davor - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 741-758

Persistent link: https://www.econbiz.de/10012213669

Pricing protest : the response of financial markets to social unrest

Barrett, Philip; Bondar, Mariia; Chen, Sophia; … - 2021

Using a new daily index of social unrest, we provide systematic evidence on the negative impact of social unrest on stock market performance. An average social unrest episode in an typical country causes a 1.4 percentage point drop in cumulative abnormal returns over a two-week event window....

Persistent link: https://www.econbiz.de/10012518928

Financial crises, price discovery, and information transmission : a high-frequency perspective

Füss, Roland; Mager, Ferdinand; Stein, Michael; Zhao, Lu - In: Financial markets and portfolio management 32 (2018) 4, pp. 333-365

Persistent link: https://www.econbiz.de/10011951995

Asymmetric connectedness of stocks : how does bad and good volatility spill over the US stock market?

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

Persistent link: https://www.econbiz.de/10010407529

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

Persistent link: https://www.econbiz.de/10010509638

1
2
3
4
5
6
7
8
9
10
Next
Last