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An event study to investigate the impact of BEE announcements on share price

Fairbairn, Roslyn Deidre - 2009

ENGLISH ABSTRACT: This event study examines the effect that Black Economic Empowerment (BEE) announcements have on a companies' share price. The average mean return model is applied to study a sample of companies from the Financial Mail Top 200 Empowerment Companies list, 2007. The mean price...

Persistent link: https://www.econbiz.de/10009442067

The efficiency of African stock markets : a comparative analysis

Mlambo, Chipo - 2006

ENGLISH ABSTRACT: This study investigates whether any exploitable pauems exist in a sample of tenAfrican stock markets that could lead to abnonnal gains. Southern Africa isrepresented by Botswana, Namibia. Mauritius and Zimbabwe, East Africa by Kenya,West Africa by Ghana and the BRVM, and North...

Persistent link: https://www.econbiz.de/10009442072

South African Security Market imperfections

Jooste, Dirk - 2006

In recent times many theories have surfaced posing challenging threats to the Efficient Market Hypothesis. We are entering an exciting era of financial economics fueled by the urge to have a better understanding of the intricate workings of financial markets. Many studies are emerging that...

Persistent link: https://www.econbiz.de/10009442175

The association between inflation-adjusted accounting income and the behaviour of share prices

Gevers, Willem Rudolf - 1992

supplementary current cost income statements. A somewhat larger number of companies make provision for inflation in their financial … share returns as the historic cost variable.The final research design used was the income measurement perspective. It was … found that in general the historic cost income behaved as expected, but the inflation adjustment to income seldom displayed …

Persistent link: https://www.econbiz.de/10009442243

ESTRUTURAÇÃO DE UM ÍNDICE DE PREÇOS DE AÇÕES DO AGRONEGÓCIO BRASILEIRO LISTADAS NA BOVESPA

Souza, Waldemar Antonio Da Rocha; Silva, Rodolfo Margato; … - 2008

with Brazilian agribusiness, specifically the stocks of this sector open companies traded in the São Paulo Stock Exchange … instruments. Based upon the price index methodology, a selected sample of ten agribusiness stocks chosen by decreasing liquidity …

Persistent link: https://www.econbiz.de/10009446360

Returns from investing in Australian equity superannuation funds, 1991-1999

Drew, M. E.; Stanford, J. D. - 2003

stocks create value for investors? Second, can the multifactor model of Gruber capture the cross-section of average fund …

Persistent link: https://www.econbiz.de/10009447952

Interaction between housing prices and household borrowing in Finland

Oikarinen, Elias - 2008

Housing prices and household borrowing are expected to be tightly connected to each other. Better availability of credit eases liquidity constraints of households, which is likely to lead to higher demand for housing. On the other hand, housing prices may significantly influence household...

Persistent link: https://www.econbiz.de/10010273080

Role of venture capital financing in inflating the technology stock market bubble

Rosenbloom, Jessica - 2002

Comprising nearly one-third of the nation's gross domestic product from 1995 to 1999, the growth of the Information Technology industry took a backseat to dot.com mania. Its companies, however, were just as influential in creating the stock market bubble. Characterized by high technology, high...

Persistent link: https://www.econbiz.de/10009474979

Relationship between Fortune 500 companies with regulatory violations and/or criminal offenses and resulting stock values.

Bhagwat, Tanya A. - 2009

The purpose of this study was to determine whether publicly disclosed violations by U.S corporations, resulting in convictions or settlements, erode shareholder investment in the offending organizations. This study was designed to assess whether or not the shareholders' reactions to...

Persistent link: https://www.econbiz.de/10009475035

Empirical Evidence of Pricing Efficiency in Niche Markets

Koch, Sandra Idelle - 2000

Unique and proprietary data of the illiquid, one-year non cancelable for three month Bermudan swaps (1Y NC 3M swaps) and one-year non callable for three months Bermudan CDs (1Y NC 3M CDs), provides evidence of market efficiency. The 1Y NC 3M swap and 1Y NC 3M CD markets efficiently reflected...

Persistent link: https://www.econbiz.de/10009475064