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Berkman, Henk - 2015

On the day that dividends are paid we find a significant positive mean abnormal return that is completely reversed over … the following days. This dividend pay date effect has strengthened since the 1970s, and is consistent with the temporary … price pressure hypothesis. The pay date effect is concentrated among stocks with dividend reinvestment plans (DRIPs), and is …

Persistent link: https://www.econbiz.de/10013036302

DRIPs and the dividend pay date effect

Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795

Persistent link: https://www.econbiz.de/10011928408

Investor reaction to information on final dividend payouts on the Warsaw Stock Exchange : an event study analysis

Szomko, Natalia - In: International journal of management and economics 45 (2015), pp. 127-146

Persistent link: https://www.econbiz.de/10011417609

Anomalies and multi-factor model for stock pricing in Indian market

Lal, Saurabh; Shukla, Parth; Singh, Prakash - In: Praj̄nȧn : journal of social and management sciences 43 (2014) 2, pp. 175-206

Persistent link: https://www.econbiz.de/10010479674

Efficient market hypothesis and fundamental analysis : an empirical test in the European securities market

Campanella, Francesco; Mustilli, Mario; D'Angelo, Eugenio - In: Review of economics & finance 6 (2016) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10011448634

Capital market anomalies and quantitative research

Birru, Justin; Gokkaya, Sinan; Liu, Xi - 2018

Quantitative research analysts (Quants) produce in-depth quantitative and econometric modeling of market anomalies to assist sell-side analysts and institutional clients with stock selection strategies. Quants are associated with more efficient analyst forecasting behavior on anomaly predictors...

Persistent link: https://www.econbiz.de/10011969132

Difference of opinion among investors versus analysts

Cao, Zhiqi; Wu, Wenfeng - In: Accounting and finance 63 (2023) 2, pp. 2347-2381

Persistent link: https://www.econbiz.de/10014302092

Investors' trading activity and information asymmetry : evidence from the Romanian stock market

Kampe, Cristina - In: Risks : open access journal 9 (2021) 8, pp. 1-19

This paper examines the problem of information asymmetry between foreign, local, institutional and individual investors on the Bucharest Stock Exchange (BVB) for the period 2004-2011. Using monthly returns for individual companies listed on BVB, stock market indices during the seven years...

Persistent link: https://www.econbiz.de/10012612399

Investor PSY-chology surrounding "Gangnam Style"

Kim, Y. Han Andy; Jung, Hosung - In: Pacific-Basin finance journal 37 (2016), pp. 23-34

Persistent link: https://www.econbiz.de/10011668969

Earnings acceleration and stock returns

He, Shuoyuan; Narayanamoorthy, Ganapathi - In: Journal of accounting & economics 69 (2020) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012237546

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