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Earnings management, stock issues, and shareholder lawsuits
DuCharme, Larry L.; Malatesta, Paul H.; Sefcik, Stephan E. - In: Journal of financial economics 71 (2004) 1, pp. 27-49
Persistent link: https://www.econbiz.de/10001881069
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Impact of Chinese ADRs : case study of MAPPAC method analysing China dual listing companies in the US equity market
Guo, Haochen - In: International journal of economics and business … 22 (2021) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10012597897
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Reaction of US and Chinese stock markets to COVID-19 news
Lee, Hock-ann; Liew, Venus Khim-sen; Ghazali, Mohd Fahmi; … - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-13
connecting these two stock markets. The US and China should collaborate further in combating this novel and notorious global …
Persistent link: https://www.econbiz.de/10014284758
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Comparison of the European and the U.S. unregulated stock markets designed for SMEs
Akala, Imanou - In: The international journal of business and finance … 13 (2019) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10012005813
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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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Witching days and abnormal profits in the US stock market
Caporale, Guglielmo Maria; Plastun, Alex - 2021
This paper examines price effects related to witching days in the US stock market using both weekly and daily data for three major indices, namely the Dow Jones, SP500 and Nasdaq, over the period 2000-2021. First it analyses whether or not anomalies in price behaviour arise from witching by...
Persistent link: https://www.econbiz.de/10012649760
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Witching days and abnormal profits in the US stock market
Caporale, Guglielmo Maria; Plastun, Alex - In: Cogent economics & finance 11 (2023) 1, pp. 1-12
This paper examines price effects related to witching days in the US stock market using both weekly and daily data for three major indices, namely the Dow Jones, S&P500 and Nasdaq, over the period 2000-2021. First it analyses whether or not anomalies in price behaviour arise from witching by...
Persistent link: https://www.econbiz.de/10014500683
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Sustainability, resilience, and returns during COVID-19 : empirical evidence from US and Indian stock markets
Yadav, Neetu; Bhama, Vandana - In: Journal of emerging market finance 22 (2023) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10014292133
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Layoffs and stock market performance during the COVID-19 pandemic : evidence from the US
Floros, Christos; Psillaki, Maria; Karpouzis, Efstathios - In: Journal of economic studies 50 (2023) 2, pp. 96-108
Persistent link: https://www.econbiz.de/10014226462
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Endogenous events and long-run returns
Viswanathan, S.; Wei, Bin - In: The review of financial studies 21 (2008) 2, pp. 855-888
Persistent link: https://www.econbiz.de/10003716659