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Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics

Ghonghadze, Jaba - 2013

Persistent link: https://www.econbiz.de/10009706287

Time-varying technological uncertainty and asset prices

Salyer, Kevin Duff - In: The Canadian journal of economics 26 (1993) 2, pp. 392-416

Persistent link: https://www.econbiz.de/10001154096

Technology Spillovers, Information Externality, and Stock Price Crash Risk

Kim, Jeong-Bon - 2020

Technology spillovers have previously been shown to positively affect a firm's market value and innovation activities …. We build on this literature by showing that value-relevant information from technology spillovers significantly reduces … potential endogeneity. We further demonstrate two likely channels for the crash risk-reducing effect of technology spillovers …

Persistent link: https://www.econbiz.de/10012853539

Thin trading and index sensitivity in events studies : the case of the Indonesian stock market

Husnan, Suad - In: Research in Third World accounting : a research annual 2 (1993), pp. 353-367

Persistent link: https://www.econbiz.de/10001151460

Price index modeling and risk prediction of sharia stocks in Indonesia

Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13

price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to …

Persistent link: https://www.econbiz.de/10012800645

Predictability, Price Bubbles, and Efficiency in the Indonesian Stock-Market

Almudhaf, Fahad - 2020

I examine the return predictability of the Indonesian stock-market during 1984–2016, in rolling windows, using an automatic portmanteau test and an automatic variance ratio. I find that the market's efficiency and predictability vary over time — consistent with the adaptive market hypothesis...

Persistent link: https://www.econbiz.de/10012827386

Neighborhood Effect on Stock Price Comovement

Li, Mingsheng - 2017

We investigate how the geographic distance between firms' headquarters affects their stock price comovement. Our results show that a firm's stock return has stronger comovement with the returns of nearby firms than with those of distant firms. Being in the same state and/or in the same industry...

Persistent link: https://www.econbiz.de/10012941734

Neighborhood Effect on Stock Price Comovement

Li, Mingsheng - 2016

Persistent link: https://www.econbiz.de/10012987015

Neighborhood effect on stock price comovement

Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 35 (2016), pp. 1-22

Persistent link: https://www.econbiz.de/10011672279

Placing Public Housing : Announcement Effects of New Builds in More and Less Expensive Neighbourhoods

Hasan, Syed Abul; Syed, Iqbal A.; Klimova, Anastasia - 2022

This study investigates the differential effect of the announcement of new public housing locations on property prices in relatively more expensive and less expensive neighbourhoods, taking advantage of a single unanticipated government announcement of new builds in multiple locations in the...

Persistent link: https://www.econbiz.de/10014242082

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