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Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange?
Wu, Yuliang - 2011
This paper investigates whether long-term contrarian performance on the UK market is driven by low-priced stocks. We find that contrarian performance at low, middle, low price levels is positive. On the Fama-French risk adjusted basis, we find both low-priced and middle-priced losers have...
Persistent link: https://www.econbiz.de/10013120598
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Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market
Aquilina, Matteo - 2017
Allegations have been made that High Frequency Traders (HFTs) prey on other market participants and only intermediate trades that would have taken place without their involvement. There are claims that HFTs can predict when orders are going to arrive at different trading venues and trade in...
Persistent link: https://www.econbiz.de/10012968090
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Informed trading and market structure
Cai, Charlie X.; Harris, Jeffrey H.; Hudson, Robert S.; … - In: European financial management : the journal of the … 21 (2015) 1, pp. 148-177
Persistent link: https://www.econbiz.de/10010516692
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The implications of a price anchoring effect at the upstairs market of the London Stock Exchange
Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 32 (2014), pp. 37-46
Persistent link: https://www.econbiz.de/10010461347
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Bonding, Firm Value and Liquidity : An Analysis of Migrations Between the AIM and the Official List of the London Stock Exchange
Campbell, Kevin - 2011
Firms changing their listing from the less regulated AIM to the more regulated main section of the London Stock Exchange exhibit positive returns on the day the decision is announced, while for firms moving in the opposite direction both announcement and implementation day returns are negative....
Persistent link: https://www.econbiz.de/10013133544
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Vaccine Initiation Rate and Volatility in the International Stock Market during COVID-19
Cong Nguyen To, Bao; Khac Quoc Nguyen, Bao; Van Thien … - 2021
We examine the role of the vaccine initiation rate in mitigating the international stock market volatility during COVID-19. Our findings reflect that the positive effect of the vaccine initiation rate assists in stabilizing the international stock markets. This possible effect is stronger for...
Persistent link: https://www.econbiz.de/10013323605
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Dependencies between European stock markets when price changes are unusually large
Schich, Sebastian T. - 2002
ungewöhnlich grossen Preisveränderung auf einem Aktienmarkt, wenn eine ungewöhnlich grosse Preisveränderung auf einem anderen Markt … starker gegenseitiger Abhängigkeit in Bezug auf den deutschen Aktienmarkt, während die Aktienmärkte in Grossbritannien und … Italien weniger eng mit dem deutschen Aktienmarkt verbunden sind. Viertens sind die Abhängigkeiten zwischen zwei Märkten …
Persistent link: https://www.econbiz.de/10011431447
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'Crude Oil Price Velocity & Stock Market Ripple' - A Comparative Study of BSE with NYSE & LSE
Khanna, Kirti - 2012
In this new era of economic growth, the exceptional increase in the crude oil prices is one of the significant developments that affecting the global economy. Crude oil is an important raw material used for manufacturing many goods, so that an extraordinary increase in the price of oil is bound...
Persistent link: https://www.econbiz.de/10013102794
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Why do companies delist voluntarily from the stock market?
Kashefi Pour, Eilnaz; Lasfer, Meziane - 2013 - This version: January 2013
We analyse the motives and market valuation of various forms of stock market delisting. We show that firms that delist voluntarily are likely to have come to the market to rebalance their leverage rather than to finance their growth opportunities. During their public life, their leverage...
Persistent link: https://www.econbiz.de/10012011742
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The Extended January Effect on London Stock Exchange
Stefanescu, Razvan; Dumitriu, Ramona - 2023
Since their discovery, many calendar anomalies experienced different types of changes. This paper explores the possibility of enlargement of the time interval specific to the January Effect on London Stock Exchange. We investigate the abnormal returns presence on an extended time interval that...
Persistent link: https://www.econbiz.de/10014351025