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Olympic sponsorships, stock prices, and trading activity
Baim, Dean V.; Goukasian, Levon; Misch, Marilyn B. - In: International journal of sport finance 10 (2015) 2, pp. 175-195
Persistent link: https://www.econbiz.de/10011284947
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009
We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....
Persistent link: https://www.econbiz.de/10003931807
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2009
We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction of company-specific news....
Persistent link: https://www.econbiz.de/10003947435
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Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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The causal relationships between stock returns, trading volume, and volatility : empirical evidence from Asian listed real estate companies
Hsieh, Hui-ching Sana - In: International journal of managerial finance : IJMF 10 (2014) 2, pp. 218-240
Persistent link: https://www.econbiz.de/10010376959
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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
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Do stock market anomalies disappear?: The example of small size and market-to-book premia at the London stock exchange
Becchetti, Leonardo; Cavallo, Laura - In: Financial modelling : with 74 tables : [a selection of …, (pp. 13-29). 2000
Persistent link: https://www.econbiz.de/10001484936
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Liquidity, Volume and Dividend Yields in Stock Return Data : Evidence from London Stock Exchange
Vasilakis, Chrysovalantis - 2011
This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the period 1986 to 2005. The relationship between excess returns, order flow, dividend yields and earning-price ratio was examined using GARCH (1,1). The variables found insignificant, but the...
Persistent link: https://www.econbiz.de/10013128842
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Do investors value environmental sustainability? : Evidence from the FTSE Environmental Opportunities 100 index
Biktimirov, Ernest N.; Afego, Pyemo N. - In: Finance research letters 44 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014495074