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Comparative Analysis of African Stock Market Performance and Investment Opportunities
Youssef, Abdelmoneim - 2012
This text comprises a selection of topics that focus on African stock market performance. The main factor in this analysis is to examine the behavior of stock returns in a number of emerging stock markets from Africa, the efficiency in pricing securities as well as the relation between exchange...
Persistent link: https://www.econbiz.de/10013106003
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The Impact on Performance of IPO Allocation Reform : An Event Study of Shanghai Stock Exchange A-Shares
Jiang, Fei - 2010
-run performance following a regulatory reform (No. 54 [2002] China Securities Regulatory Commission (CSRC)) of the method of … allocating IPO shares in China. On 20 May 2002, the CSRC announced that IPO subscription and allotment would be based on the …
Persistent link: https://www.econbiz.de/10013138249
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The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine
Hoffmann, Manuel; Neuenkirch, Matthias - 2015 - This version: 6 January 2015
We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine during the period November 21, 2013 to September 29, 2014. We utilize a newly created indicator for the degree of (de-)escalation based on an Internet search for conflict-related news. We find that...
Persistent link: https://www.econbiz.de/10010459026
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Momentum Effect on the Mexican Stock Exchange
Cervantes, Mauricio - 2014
The main objective of this research is to analyze whether the momentum effect (Jegadeesh, 1990) and the long-term reverse effect (DeBondt and Thaler, 1985) are observed at the Mexican Stock Exchange, their magnitude, and their significance. These anomalies challenge the efficient market...
Persistent link: https://www.econbiz.de/10013059258
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The 2008 Short Sale Ban : Liquidity, Dispersion of Opinion, and the Cross-Section of Returns of U.S. Financial Stocks
Autore, Don M. - 2012
This study examines the cross-sectional impact of the 2008 short sale ban on the returns of U.S. financial stocks. Motivated by the large cross-sectional variation in the extent to which banned stocks suffer an illiquidity shock, we hypothesize that stocks with larger liquidity declines are...
Persistent link: https://www.econbiz.de/10013116972
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Information Asymmetry, Cultural Difference, and Divergence in Investor Reactions : Empirical Evidence from the Chinese and U.S. Stock Markets
Lee, Seungho; Walker, Thomas John; Zhang, Aoran; Zhao, … - 2021
China. We document that sentiments expressed in social media in reaction to the political event differed vastly between the … two countries. In comparison with Chinese investors, the sentiment among U.S. investors appears to have been considerably … the firms’ political connectedness to governing bodies in China. Our findings suggest that investors’ interpretations …
Persistent link: https://www.econbiz.de/10013314597
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Nonlinear dependence between stock and real estate markets in China
Ding, Haoyuan; Chong, Terence Tai-Leung; Park, Sung Y. - In: Economics letters 124 (2014) 3, pp. 526-529
Persistent link: https://www.econbiz.de/10010495085
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Uncertainty of Information, Reaction of Investors and Post-Earnings Announcement Drift : Some Empirical Evidences from A-H Share Markets of China
Lu, Jing - 2010
By means of Event Study, Panel Data Regression and Feasible Generalized Least Squares, we discuss the influence of uncertainty of information on the Post-Earnings Announcement Drift. We find that there are not significant differences between the H-share financial statements and the A-share...
Persistent link: https://www.econbiz.de/10013139665
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Does Investor Sentiment Predict Stock Returns? The Evidence from Chinese Stock Market
Bu, Hui - 2017
This paper examines the proxy variables of investor sentiment in Chinese stock market carefully, and tries to construct an investor sentiment index indirectly. We use cross correlation analysis to examine lead-lag relationship between the proxy variables and HS300 index. The results show that...
Persistent link: https://www.econbiz.de/10012969999
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Momentum Returns and Information Uncertainty : Evidence from China
Cheema, Muhammad A. - 2017
behavioral biases induced by culture. We find that greater IU does not necessarily result in lower future returns in China unlike …
Persistent link: https://www.econbiz.de/10012974567