Showing 1 - 10 of 65
Persistent link: https://www.econbiz.de/10011757037
Persistent link: https://www.econbiz.de/10003725361
Purpose – The main purpose of this study is to examine the possibility of prediction of Greek takeover targets that belong to the industrial sector, emphasizing the econometric methodology and the prediction test. Design/methodology/approach – The study uses a sample of 51 targets and 290...
Persistent link: https://www.econbiz.de/10014989645
Purpose The purpose of this paper, in contrast to other studies, is to examine an indirect relationship in terms of the effect of income inequality with stock market development in countries South of the Euro-zone during the period 2002-2013. Design/methodology/approach The author adopts a new...
Persistent link: https://www.econbiz.de/10014864456
Persistent link: https://www.econbiz.de/10012407143
We examine the impact of economic news releases on returns, volatility and jumps of the stock and foreign exchange markets of South Africa. We also assess the impact of macroeconomic determinants. The dataset range is fifteen years covering the period from January, 2000 to December, 2014....
Persistent link: https://www.econbiz.de/10013199624
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 January 2001-30 December 2020. This period...
Persistent link: https://www.econbiz.de/10013200349
We studied (i) the volatility feedback effect, defined as the relationship between contemporaneous returns and the market-based volatility, and (ii) the leverage effect, defined as the relationship between lagged returns and the current market-based volatility. For our analysis, we used daily...
Persistent link: https://www.econbiz.de/10012611354
We study the financial determinants of cash holdings and discuss the importance of firm size in the post-crisis period. We employ panel data regression analysis on a sample of 6629 non-financial and non-utility listed companies in the United Kingdom from 2010 to 2018. We focus on the comparative...
Persistent link: https://www.econbiz.de/10012611409
This paper presents an analysis of the factors affecting foreign direct investments, focusing on governance quality and adoption of International Financial Reporting Standards on countries of the Gulf Cooperation Council, which are a special case of study due to their idiosyncratic...
Persistent link: https://www.econbiz.de/10012611820