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Trading Activity and Price Impact in Parallel Markets : SETS vs. Off-Book Market at the London Stock Exchange

Carollo, Angelo - 2011

the London Stock Exchange, investigating separately the trading of active market members and of other market participants …

Persistent link: https://www.econbiz.de/10013129180

Signalling Characteristics and Information Content of Directors’ Dealings on the London Stock Exchange

Ajlouni, Mohd M. - 2010

The study investigates the information content of insider trading transactions employing different signal definitions. Using directors' open market dealings during the period 1999-2000 for FTSE100 companies and new extensions of the event study methodology, the evidence suggests directors have,...

Persistent link: https://www.econbiz.de/10013135717

The Emergence of the London Stock Exchange as a Self-Policing Club

Stringham, Edward Peter - 2010

In the early stock market in London there were substantial risks of non-payment and fraud. (Mortimer, 1801) According … come from the state. This article outlines the emergence of the London Stock Exchange, which was created by eighteenth …

Persistent link: https://www.econbiz.de/10013138230

Higher Co-Moments and Asset Pricing on London Stock Exchange

Kostakis, Alexandros - 2011

the London Stock Exchange during the period 1986-2008. Our empirical results confirm that coskewness and cokurtosis premia …

Persistent link: https://www.econbiz.de/10013120328

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

The London 2012 Olympic Games Announcement Effect on London Stock Exchange

Asteriou, Dimitrios - 2013

This paper investigates the reaction of the London Stock Exchange to the announcement of the city hosting 2012 Summer …. These expectations are presumed to be translated into positive stock price returns. This research examines the London Stock … results suggest an overall positive impact of the announcement on the London Stock Exchange, something that is consistent with …

Persistent link: https://www.econbiz.de/10013091410

Female Leadership and Value Creation : Evidence from London Stock Exchange

Trinh (Rainy), Dr Vu Quang - 2018

This study examines the effects of female leadership, at both board-level and individual-level, on the corporate value of UK FTSE100 stocks. United Kingdom is a valuable sample for this research as the UK governance sets the goal that at least a third of UK boardroom positions should be held by...

Persistent link: https://www.econbiz.de/10012926138

Systematic Liquidity Risk and Asset Pricing : Evidence from London Stock Exchange

Mazouz, Khelifa - 2009

This study is the first to examine whether systematic liquidity risk is priced on the London Stock Exchange (LSE). We …

Persistent link: https://www.econbiz.de/10013159660

Systematic Liquidity Risk and Stock Price Reaction to Shocks : Evidence from London Stock Exchange

Mazouz, Khelifa - 2009

This study examines the relationship between systematic liquidity risk and stock price reaction to large one-day price changes (or shocks). We base our analysis on 642 constituents of the FTSEALL share index. Our overall results are consistent with Brown et al.'s (1988) uncertain information...

Persistent link: https://www.econbiz.de/10013159678

Momentum, Echo and Predictability : Evidence from the London Stock Exchange (1820-1930)

Trigilia, Giulio - 2019

We study momentum and its predictability within equities listed at the London Stock Exchange (1820-1930). At the time …

Persistent link: https://www.econbiz.de/10012872210