Showing 1 - 10 of 4,198
The paper establishes if dividend policy is a trustworthy indicator for the investors to predict a company's future growth in value to maximize their returns on their portfolios. The analysis technique used is cross-sectional regression analysis since the research focuses on various companies...
Persistent link: https://www.econbiz.de/10012664728
Persistent link: https://www.econbiz.de/10011391707
China. Notably, the paper examines both the pattern of state ownership and the dynamics of stock returns and volatility …
Persistent link: https://www.econbiz.de/10013083670
Persistent link: https://www.econbiz.de/10012162539
Persistent link: https://www.econbiz.de/10011895420
We study marketwide liquidity and trading activity in China. Trading activity increases in up markets more than in down … markets, which is consistent with the disposition effect and the large number of unsophisticated retail investors in China … factors in China …
Persistent link: https://www.econbiz.de/10012959574
Given the unique institutional setting in the Chinese stock market, we investigate the effect of analyst activity on the idiosyncratic volatility (IVOL) anomaly. Our results show that the inverse relation between IVOL and future stock returns is more pronounced in stocks without analyst...
Persistent link: https://www.econbiz.de/10012851981
Given the unique institutional setting in the Chinese stock market, we investigate the effect of analyst activity on the idiosyncratic volatility (IVOL) anomaly. Our results show that the inverse relation between IVOL and future stock returns is more pronounced in stocks without analyst...
Persistent link: https://www.econbiz.de/10012853009
' impacts on market efficiency. Examining the Special Treatment policy in China, I show that 5-basis-point tightening in daily …
Persistent link: https://www.econbiz.de/10012860219
Chinese futures markets for agricultural commodities are among the fastest growing futures markets in the world and trading behaviour in those markets is perceived as highly speculative. Therefore, we empirically investigate whether speculative activity in Chinese futures markets for...
Persistent link: https://www.econbiz.de/10012929811