Narrow search
Showing 1 - 10 of 19
Cover Image
The market reaction to the appointment of outside directors : an analysis of the interaction between the agency problem and the affiliation of directors
Gunasekarage, Abeyratna; Reed, Debra K. - In: International journal of managerial finance : IJMF 4 (2008) 4, pp. 259-277
Persistent link: https://www.econbiz.de/10003933669
Cover Image
Does the organisational form of the target influence market reaction to acquisition announcements? : Australian evidence
Shams, Syed M. M.; Gunasekarage, Abeyratna; Colombage, … - In: Pacific-Basin finance journal 24 (2013), pp. 89-108
Persistent link: https://www.econbiz.de/10010346789
Cover Image
Bank diversification, performance and stock market response : evidence from listed public banks in South Asian countries
Edirisuriya, Piyadasa; Gunasekarage, Abeyratna; … - In: Journal of Asian economics 41 (2015), pp. 69-85
Persistent link: https://www.econbiz.de/10011566485
Cover Image
Stock market overreaction : some evidence from the Colombo Stock Exchange
Gunasekarage, Abeyratna; Power, David M. - In: Journal of emerging markets 10 (2005) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10003077040
Cover Image
Oil Prices and Stock Market Anomalies
Cheema, Muhammad A. - 2019
This paper examines the relationship between oil prices and stock market anomalies in China, the largest oil importer country in the world. Prior literature documents both a positive and negative relationship between oil prices and the stock market. The explanation of a positive relationship is...
Persistent link: https://www.econbiz.de/10012898986
Cover Image
Estimating Long Memory Volatility Using High-Frequency Data of Asian Stock Markets
Duppati, Geeta - 2016
This article analyzed the presence of long memory in volatility in 5 Asian equity indices namely SENSEX, CNIA, NIKKEI225, KO11 and FTSTI, using 5 minutes intraday return series ranging from 05-jan-2015 to 06-Aug-2015. The study employed ARFIMA-FIGARCH model and ARFIMA-APARCH model and compared...
Persistent link: https://www.econbiz.de/10013003892
Cover Image
The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23
Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai Stock exchange (SSE)....
Persistent link: https://www.econbiz.de/10011886980
Cover Image
Long memory volatility in Asian stock markets
Duppati, Geeta; Kumar, Anoop S.; Scrimgeour, Frank G.; … - In: Pacific accounting review 29 (2017) 3, pp. 423-442
Persistent link: https://www.econbiz.de/10011759243
Cover Image
Oil prices and stock market anomalies
Cheema, Muhammad A.; Scrimgeour, Frank G. - In: Energy economics 83 (2019), pp. 578-587
Persistent link: https://www.econbiz.de/10012176309
Cover Image
Oil Prices and Stock Market Anomalies
Cheema, Muhammad A. - 2020
This paper examines the relationship between oil prices and stock market anomalies in China, the largest oil importer country in the world. Prior literature documents both a positive and negative relationship between oil prices and the stock market. The explanation of a positive relationship is...
Persistent link: https://www.econbiz.de/10012848210