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Investor reaction to the mandatory reporting of corporate ESG practices in the Indian stock market : an event study approach : 2020-2021

Desai, Rajesh; Das, Lakshmi - In: International journal of green economics : IJGE 18 (2024) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10015064532

Predicting stock market crashes on the African stock markets : evidence from log-periodic power law model

Ben Yaala, Sirine; Henchiri, Jamel Eddine - In: African journal of economic and management studies 15 (2024) 3, pp. 380-401

Persistent link: https://www.econbiz.de/10015064569

The reaction of the Egyptian stock market to recurring devaluations : an event study approach

Elroukh, Ahmed Wassal - In: African journal of economic and management studies 15 (2024) 3, pp. 519-533

Persistent link: https://www.econbiz.de/10015064593

Stock market co-integration and error-correction of global capital markets : a study of ADR issuing Asian countries

Keshari, Aditya; Gautam, Amit - In: International journal of Indian culture and business … 31 (2024) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10015064595

Determinants of dividend policy in aluminium industry listed in Bombay Stock Exchange

Mohapatra, Nandita; Misra, Devi Prasad; Chaudhury, … - In: International journal of Indian culture and business … 31 (2024) 2, pp. 243-259

Persistent link: https://www.econbiz.de/10015064624

Asset Pricing with Dividend Surprises

Li, Shi; Wang, Yan - 2023

In this paper, we derive an intertemporal dividend-surprise-augmented asset-pricing model and show that the expected risk premium compensates for stock returns’ exposure to (i) the market-wide dividend-surprise hedge portfolio based on dividend yield surprise and volatilities, in addition to...

Persistent link: https://www.econbiz.de/10014353436