this, it is deduced that systematic pricing errors occur in equity markets which hence can not be efficient in the Effcient …One empirical argument that has been around for some time and that clearly contra- dicts equity market efficiency is … investment style indices from an integrated European Equity market, all usual assumptions are dropped. This is achieved by …

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the … imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial … listing requirements on the various markets. We analyze the IPO techniques: the fixed-price offerings, auctions, book …

both developed and emerging markets from February 2001 to February 2020. We find that jumps arise in all equity markets …In this paper, we examine whether jumps matter in both equity market returns and integrated volatility. For this …; however, emerging markets have more jumps relative to developed markets, and positive jumps are more frequent than negative …

arrival for both the firm and aggregate equity markets, and we find evidence supporting this view. Our most convincing … information about aggregate equity markets. We test whether insider purchases at these firms relate to news regarding aggregate … primarily informs equity markets about future market-level cash flows and earnings. We find similar evidence in other settings …