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Статті в журналах з теми "Stock return synchronicity"
Cho, Joong-Seok, Hyung Ju Park, and Ji-Hye Park. "Stock Return Synchronicity and Analysts’ Forecast Properties." Gadjah Mada International Journal of Business 18, no. 3 (December 2, 2016): 301. http://dx.doi.org/10.22146/gamaijb.16941.
Повний текст джерелаDu, Chan, Liang Song, and Jia Wu. "Bank accounting disclosure, information content in stock prices, and stock crash risk." Pacific Accounting Review 28, no. 3 (August 1, 2016): 260–78. http://dx.doi.org/10.1108/par-09-2015-0037.
Повний текст джерелаYe, Kangtao, Jenny Xinjiao Guan, and Bo Zhang. "Strategic Deviation and Stock Return Synchronicity." Journal of Accounting, Auditing & Finance 36, no. 1 (October 11, 2018): 172–94. http://dx.doi.org/10.1177/0148558x18802551.
Повний текст джерелаBai, Xuelian, Nan Hu, Ling Liu, and Lu Zhu. "Credit derivatives and stock return synchronicity." Journal of Financial Stability 28 (February 2017): 79–90. http://dx.doi.org/10.1016/j.jfs.2016.12.006.
Повний текст джерелаCrawford, Steven S., Darren T. Roulstone, and Eric C. So. "Analyst Initiations of Coverage and Stock Return Synchronicity." Accounting Review 87, no. 5 (April 1, 2012): 1527–53. http://dx.doi.org/10.2308/accr-50186.
Повний текст джерелаButar Butar, Sansaloni. "Board of commisioners Composition, Governance Committee, and Stock Price Synchronicity." Jurnal Akuntansi dan Keuangan 21, no. 1 (May 23, 2019): 1–11. http://dx.doi.org/10.9744/jak.21.1.1-11.
Повний текст джерелаMurhadi, Werner Ria, and Liliana Inggrit Wijaya. "CORPORATE GOVERNANCE, TRANSPARANCY AND STOCK RETURN SYNCHRONICITY." Journal of Entrepreneurship & Business 2, no. 1 (March 9, 2021): 1–10. http://dx.doi.org/10.24123/jeb.v2i1.3919.
Повний текст джерелаBai, Xuelian, Yi Dong, and Nan Hu. "Financial report readability and stock return synchronicity." Applied Economics 51, no. 4 (August 10, 2018): 346–63. http://dx.doi.org/10.1080/00036846.2018.1495824.
Повний текст джерелаChue, Timothy K., Ferdinand A. Gul, and G. Mujtaba Mian. "Aggregate investor sentiment and stock return synchronicity." Journal of Banking & Finance 108 (November 2019): 105628. http://dx.doi.org/10.1016/j.jbankfin.2019.105628.
Повний текст джерелаAghababaei, Mohammad Ebrahim, and Saeid Madani. "Investor sentiment and stock return synchronicity in Tehran Stock Exchange." Journal of Financial Management Perspective 11, no. 34 (August 23, 2021): 95–115. http://dx.doi.org/10.52547/jfmp.11.34.95.
Повний текст джерелаДисертації з теми "Stock return synchronicity"
Khandaker, Sarod, and sarod_khandaker@yahoo com. "Empirical analysis of stock return synchronicity comparison of developed and emerging markets." RMIT University. Economics Finance and Marketing, 2009. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20090506.092649.
Повний текст джерелаPan, Wei-chan, and 潘為禪. "Boards and the Stock Return Synchronicity." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/95140276982823230988.
Повний текст джерела國立高雄第一科技大學
金融營運所
95
The sample consists of 1,082 listed companies from 2004 to 2005.The main idea of this paper examines the relation between the board structure, the busy board, and the stock return synchronicity. I defined stock return synchronicity as the firm-level stock returns explained by the market and industry returns. First I examined the influence of the board structure and the busy board on the firm’s performance. I extend the performance to stock return synchronicity to discuss the implied information of stocks price by regression analysis. The results show that, in board structure, the firm’s performance is positively related to the percentage of inside director and the percentage of outside director and independent director. The percentage of inside director and the percentage of outside director show negative effects on the stock return synchronicity. In director’s busy board, outside directors hold three or more directorships show a significant negative impact on the stock return synchronicity. The percentage of inside director, independence director and the percentage of outside directors with three or more directorships have negative effect on the lag term of the stock return synchronicity. Busy board, a dummy variable equals one if 50% or more of the boards outside directors hold three or more directorships have a negative effect on the lag term of the stock return synchronicity.
LAN, JIANRONG, and 藍健榮. "Price Momentum and Stock Return Synchronicity." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/68571224126005878649.
Повний текст джерела國立臺北大學
企業管理學系
101
This study investigates price momentum among stock return synchronicity and contributes to the understanding of the source of momentum profits. Using a sample of U.S. stock from 1965 to 2012, we examine the return from a stock return synchronicity and momentum mixed strategy. We find that momentum profits are positively correlated with stock return synchronicity. In addition, reversal is prevalent only in low synchronicity stocks. Our result contributes the literature in three aspects. First, we confirm that return synchronicity could proxy the stock price informativeness. A more informative stock price means higher return synchronicity. Second, the degree of stock return synchronicity can moderate momentum effect and price reversal. Among high return synchronicity socks, which stock price would underreact, we find the strongest middle-term momentum and no long-term price reversal. However, among stocks with low return synchronicity, the stock price would seriously overreact, which weakens middle-term momentum and enhances long-term price reversal. Finally, momentum effect could not be simply due to systematic risk or behavioral biases. The major resources of momentum profits are attributed to cross-sectional variation in expected stock returns. Nevertheless, the negative serial autocorrelation of stock return decreases momentum magnitude and strengthens price reversal.
TSAI, CHIA-CHING, and 蔡佳靜. "A Cross-Country Analysis on Stock Return Synchronicity." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/bs7p74.
Повний текст джерела大葉大學
企業管理學系碩士班
105
This paper explores stock market synchronicity of 40 countries from 2001 to 2016, especially in its efforts on comparing stock market synchronicity between the developed and emerging countries in pre-, post- and during the 2008 financial crisis periods. The empirical results indicate that in the emerging markets, China has the highest stock synchronicity and U.S. has the highest one in the developed countries. As comparing the stock return synchronicity, there’s no statistical difference between the emerging markets and the developed ones. However, as dividing our sample periods into three periods, we find higher stock return synchronicity in the emerging markets within the pre- financial crisis period. During the 2008 financial crisis period, the synchronicity increases simultaneously in both emerging markets and the developed countries.
Chen, Jiun-Cheng, and 陳俊呈. "The Relationship between the stock return synchronicity and institutional investors." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/04777045624820306810.
Повний текст джерела國立高雄第一科技大學
金融營運所
95
I investigate the relationship between stock return synchronicity and institutional investor’s behavior. In my study, institutional investor’s transactions include shareholdings, turnover rates, the numbers of institutional investors, the numbers of institutional shareholdings over 1%. In OLS linear regression models, I find stock return synchronicity is negative with institutional investor’ behavior, which means that institutional investor’ behavior conveys more firm-specific information in the stock returns. The findings consist with our hypotheses. I separate the samples by different types of institutional investor’s shareholdings, because institutional investors have the advantage to absorb firm information. No matter the company is dominated by which type of institutional investors, the institutional investor transaction information is negative with stock return synchronicity and the affect is getting stronger. It shows that the institutional investors’ behavior impounds more firm-specific information into stock return. At the same time, it reveals that industrial and market information react less on stock returns. In robustness tests, the outcome is consistent with regression analysis.
Chen, Yimeng (Emon). "The informational role of corporate carbon performance in the stock market." Thesis, 2017. http://hdl.handle.net/2440/114478.
Повний текст джерелаThesis (Ph.D.) -- University of Adelaide, Business School, 2017.
Huang, Yung-ta, and 黃勇達. "A Study of the Influence of Information Disclosure and Stock Return Synchronicity on Institutional Investors Shareholdings." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/91086954042240820582.
Повний текст джерела國立高雄第一科技大學
金融營運所
95
After the relaxation of investment for institutional investors in Taiwan financial market, the investment behavior of institutional investors drew more attention. This study takes listed companies from 2003 to 2004 as samples to probe for the influence of information disclosure and stock return synchronicity on institutional investors’ shareholdings. The contribution of this study lies in integrating various dimensions of information disclosure measures, and connecting stock return synchronicity that implies information contents of a company in order to analyze the stockholding strategies of institutional investors. This research regards information disclosure evaluating system, overseas depository receipts, and accounting audit as information disclosure quality, and divides institutional investors into foreign investment, investment trust, and dealers. The results turns out that among information disclosure variables, ADR and GDR have positive effects on institutional investors’ shareholdings, especially foreign investors. Big Four accounting firms have positive relation with investment trust and foreign investment shareholdings. Accounting attestation has a positive effect on dealers. However, in independent T test, companies with better information disclosure get higher foreign investment and investment trust shareholdings. This study uses stock return synchronicity to measure the information contents of stock price volatility, and finds that stock return synchronicity has a positive effect on foreign investment and investment trust shareholdings. It demonstrates that institutional investors prefer stocks with price related more to market and industry information.
LAI, YUN-JU, and 賴韻如. "The Impacts of ETF Trading on Return Synchronicity of Underlying Stocks." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/mr955d.
Повний текст джерела大葉大學
企業管理學系碩士班
107
ETF is regarded as a part of the passive management funds. This study aims to explore whether ETF fund managers’ trading will impact the return synchronicity of the underlying stocks. Literature supporting the impacts of ETF trading on stock synchronicity indicates that the price information revealed by ETF trading is relatively low, which increases the return synchronicity of the underlying stocks. The thesis uses 19 ETFs launched by Taiwan financial institutions from 2003 to 2018 as the samples and establishes a standardized panel data regression to estimate the impacts of ETF trading on the return synchronicity of the underlying stocks. The results show that the return synchronicity decreases with the change of ETF trading. The passive ETF funds reveal less information regarding to the market and industry and more information of the company as ETF trading attracts more investors’ attention.
Частини книг з теми "Stock return synchronicity"
"FIXED AND RANDOM EFFECTS MODELS APPLICATION: SYNCHRONICITY OF STOCK RETURNS." In Financial Valuation and Econometrics, 439–57. WORLD SCIENTIFIC, 2015. http://dx.doi.org/10.1142/9789814644020_0023.
Повний текст джерелаТези доповідей конференцій з теми "Stock return synchronicity"
Ningning, Pan, and Zhu Hongquan. "A Review of Stock Return Synchronicity." In 2014 International Conference on Economic Management and Social Science (ICEMSS 2014). Paris, France: Atlantis Press, 2014. http://dx.doi.org/10.2991/emss-14.2014.54.
Повний текст джерелаYin Lei and Liu Yucan. "Stock return synchronicity and seasoned equity offerings in China." In 2016 13th International Conference on Service Systems and Service Management (ICSSSM). IEEE, 2016. http://dx.doi.org/10.1109/icsssm.2016.7538528.
Повний текст джерелаDüzakın, Hatice, and Heba Isleem. "Ownership concentration, Foreign shareholding, Audit quality and Stock Price Synchronicity: A Critical Review of literature and Evidence from BORSA Istanbul." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02596.
Повний текст джерела