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How prevalent are short squeezes? : evidence from the US and Europe

Allen, Franklin; Haas, Marlene; Pirovano, Matteo; … - 2023

Persistent link: https://www.econbiz.de/10014470811

Directors' Dealings in Deutschland : Empirische Analyse der Eigengeschäfte von Unternehmensinsidern

Dymke, Björn - 2011

Insiderhandel im Rahmen von Kapitalmarktgeschäften ist immer wieder Gegenstand öffentlicher Diskussionen. Björn Dymke analysiert Kapitalmarkttransaktionen deutscher Unternehmensinsidern mit Wertpapieren der von ihnen geleiteten Unternehmen, sogenannte Directors’ Dealings. Er untersucht, ob...

Persistent link: https://www.econbiz.de/10014425244

Algorithmic trading and post-earnings-announcement drift : a cross-country study

Chen, Tao - In: The international journal of accounting 58 (2023) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10014304465

Corporate disclosures, information asymmetry and stock-market liquidity in France

Ajina, Aymen; Sougné, Danielle; Lakhal, Faten - In: The journal of applied business research 31 (2015) 4, pp. 1223-1237

Persistent link: https://www.econbiz.de/10011350609

Information processing in the stock market around anticipated accounting information : earnings release

García Martín, C. José; Herrero, Begoña; Ibáñez, … - In: The European journal of finance 18 (2012) 1/2, pp. 109-133

Persistent link: https://www.econbiz.de/10009565248

The Determinants of Synergy Disclosure by French Target Companies in Takeover Bids

Martinez, Isabelle - 2012

We examine the determinants of voluntary synergy disclosure by target companies during takeover bids. The sample contains 124 French takeover bids between 1999 and 2011. The variables assumed to influence the targets' synergy disclosure are the characteristics of the bid and the characteristics...

Persistent link: https://www.econbiz.de/10013096317

Dynamic and static volatility interruptions : evidence from the Korean stock markets

Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-19

We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from brief periods of abnormal volatility for...

Persistent link: https://www.econbiz.de/10013161697

Clearing price distributions in call auctions

Derksen, Mike; Kleijn, Bas; Vilder, Robin G. de - In: Quantitative finance 20 (2020) 9, pp. 1475-1493

Persistent link: https://www.econbiz.de/10012295616

Market impacts of trades for stocks listed on the Borsa Istanbul

Aktas, Osman Ulas; Kryzanowski, Lawrence - In: Emerging markets review 20 (2014), pp. 152-175

Persistent link: https://www.econbiz.de/10010419452

Complementarities in information acquisition with short-term trades

Chamley, Christophe (contributor) - 2005

Persistent link: https://www.econbiz.de/10003738845