Статті в журналах з теми "Stock return synchronicity"
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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 джерелаDasgupta, Sudipto, Jie Gan, and Ning Gao. "Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence." Journal of Financial and Quantitative Analysis 45, no. 5 (August 20, 2010): 1189–220. http://dx.doi.org/10.1017/s0022109010000505.
Повний текст джерелаPark, Hyung Ju, and Joong-Seok Cho. "Stock Return Synchronicity and Analysts' Target Price Forecasts." Korean Accounting Review 46, no. 5 (October 31, 2021): 199–234. http://dx.doi.org/10.24056/kar.2021.10.006.
Повний текст джерелаDouch, Mohamed, Omar Farooq, and Mohammed Bouaddi. "Stock price synchronicity and tails of return distribution." Journal of International Financial Markets, Institutions and Money 37 (July 2015): 1–11. http://dx.doi.org/10.1016/j.intfin.2015.04.003.
Повний текст джерелаHou, Jianlei, Shangmei Zhao, and Haijun Yang. "Individual analysts, stock return synchronicity and information efficiency." International Review of Financial Analysis 71 (October 2020): 101513. http://dx.doi.org/10.1016/j.irfa.2020.101513.
Повний текст джерелаPiotroski, Joseph D., and Darren T. Roulstone. "The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices." Accounting Review 79, no. 4 (October 1, 2004): 1119–51. http://dx.doi.org/10.2308/accr.2004.79.4.1119.
Повний текст джерелаNtow-Gyamfi, Matthew, Godfred Alufar Bokpin, and Albert Gemegah. "Corporate governance and transparency: evidence from stock return synchronicity." Journal of Financial Economic Policy 7, no. 2 (May 5, 2015): 157–79. http://dx.doi.org/10.1108/jfep-10-2013-0055.
Повний текст джерелаPan, Ningning, and Hongquan Zhu. "Block trading, information asymmetry, and the informativeness of trading." China Finance Review International 5, no. 3 (August 17, 2015): 215–35. http://dx.doi.org/10.1108/cfri-11-2014-0092.
Повний текст джерелаMardianto, Mardianto, and Juniyanti Juniyanti. "Analisis Pengaruh Kepemilikan Institusional, Koneksi Politik, Ukuran Perusahaan, ROE, dan Leverage terhadap Sinkronisitas Harga Saham." Global Financial Accounting Journal 4, no. 2 (October 31, 2020): 75. http://dx.doi.org/10.37253/gfa.v4i2.1228.
Повний текст джерелаWatanabe, Olena V., Michael J. Imhof, and Semih Tartaroglu. "Transparency Regulation and Stock Price Informativeness: Evidence from the European Union's Transparency Directive." Journal of International Accounting Research 18, no. 2 (February 1, 2019): 89–113. http://dx.doi.org/10.2308/jiar-52383.
Повний текст джерелаZhao, Ran, and Lu Zhu. "The externalities of credit default swaps on stock return synchronicity." Journal of Futures Markets 40, no. 1 (August 14, 2019): 92–125. http://dx.doi.org/10.1002/fut.22045.
Повний текст джерелаKelly, Patrick J. "Information Efficiency and Firm-Specific Return Variation." Quarterly Journal of Finance 04, no. 04 (December 2014): 1450018. http://dx.doi.org/10.1142/s2010139214500189.
Повний текст джерелаRao, Lanlan, and Liyun Zhou. "The role of stock price synchronicity on the return-sentiment relation." North American Journal of Economics and Finance 47 (January 2019): 119–31. http://dx.doi.org/10.1016/j.najef.2018.12.008.
Повний текст джерелаCheung, William Mingyan, and Li Jiang. "Does free cash flow problem contribute to excess stock return synchronicity?" Review of Quantitative Finance and Accounting 46, no. 1 (July 4, 2014): 123–40. http://dx.doi.org/10.1007/s11156-014-0464-2.
Повний текст джерелаDevos, Erik, Wei Hao, Andrew K. Prevost, and Udomsak Wongchoti. "Stock return synchronicity and the market response to analyst recommendation revisions." Journal of Banking & Finance 58 (September 2015): 376–89. http://dx.doi.org/10.1016/j.jbankfin.2015.04.021.
Повний текст джерелаDong, Yi, Oliver Zhen Li, Yupeng Lin, and Chenkai Ni. "Does Information-Processing Cost Affect Firm-Specific Information Acquisition? Evidence from XBRL Adoption." Journal of Financial and Quantitative Analysis 51, no. 2 (April 2016): 435–62. http://dx.doi.org/10.1017/s0022109016000235.
Повний текст джерелаChung, Hyeonseok, and Minsup Song. "IFRS Adoption and the Change in Return Synchronicity : Evidence in Korean Stock Market." Korean Accounting Journal 28, no. 2 (April 30, 2019): 29–63. http://dx.doi.org/10.24056/kaj.2019.03.001.
Повний текст джерелаBai, Xuelian, Fangjun Wang, and Junrui Zhang. "Analyst coverage and stock return synchronicity: evidence from regulation changes in China’s IPO market." Applied Economics 48, no. 47 (March 22, 2016): 4538–57. http://dx.doi.org/10.1080/00036846.2016.1161716.
Повний текст джерелаChan, Kalok, and Yue-Cheong Chan. "Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings." Journal of Financial Economics 114, no. 1 (October 2014): 36–53. http://dx.doi.org/10.1016/j.jfineco.2014.07.002.
Повний текст джерелаKan, Shuo, and Stephen Gong. "Does High Stock Return Synchronicity Indicate High or Low Price Informativeness? Evidence from a Regulatory Experiment." International Review of Finance 18, no. 4 (October 12, 2017): 523–46. http://dx.doi.org/10.1111/irfi.12157.
Повний текст джерелаPeterson, Kyle, Roy Schmardebeck, and T. Jeffrey Wilks. "The Earnings Quality and Information Processing Effects of Accounting Consistency." Accounting Review 90, no. 6 (February 1, 2015): 2483–514. http://dx.doi.org/10.2308/accr-51048.
Повний текст джерелаBedier, Reem Essam, and Mohamed H. H. Abdel-Azim. "Information Processing Effects of Accounting Consistency: Evidence from Egypt." Journal of Research in Emerging Markets 1, no. 2 (April 9, 2019): 1–15. http://dx.doi.org/10.30585/jrems.v1i2.322.
Повний текст джерелаFarooq, Omar, and Khondker Aktaruzzaman. "Does stock price synchronicity effect information content of reported earnings? Evidence from the MENA region." Risk Governance and Control: Financial Markets and Institutions 6, no. 3 (2016): 43–49. http://dx.doi.org/10.22495/rcgv6i3c1art5.
Повний текст джерелаJohn Camilleri, Silvio, and Christopher J. Green. "Stock market predictability." Studies in Economics and Finance 31, no. 4 (September 30, 2014): 354–70. http://dx.doi.org/10.1108/sef-06-2012-0070.
Повний текст джерелаYe, Pengfei. "The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?" Journal of Financial and Quantitative Analysis 47, no. 3 (January 30, 2012): 667–88. http://dx.doi.org/10.1017/s0022109012000099.
Повний текст джерелаAugustin, Patrick, Feng Jiao, Sergei Sarkissian, and Michael J. Schill. "Cross-Listings and the Dynamics between Credit and Equity Returns." Review of Financial Studies 33, no. 1 (May 17, 2019): 112–54. http://dx.doi.org/10.1093/rfs/hhz052.
Повний текст джерелаPolat, Dr Alp. "Banking Sector Stock Price Synchronicity and Relationships between Returns of Stock Market Index in Turkey: Borsa Istanbul Evidence." International Journal of Economics and Management Studies 5, no. 12 (December 25, 2018): 38–42. http://dx.doi.org/10.14445/23939125/ijems-v5i12p107.
Повний текст джерелаKyiu, Anthony, Edward Jones, and Hao Li. "Stock return synchronicity in a weak information environment: evidence from African markets." International Journal of Managerial Finance, April 12, 2022. http://dx.doi.org/10.1108/ijmf-08-2021-0378.
Повний текст джерелаBai, Xuelian, Nan Hu, Ling Liu, and Lu Zhu. "Credit Derivatives and Stock Return Synchronicity." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2654062.
Повний текст джерелаLei, Zhen, and Haitian Lu. "Foreign Investment and Stock Price Informativeness: Evidence From the Shanghai (Shenzhen)–Hong Kong Stock Connect." Journal of Accounting, Auditing & Finance, October 17, 2021, 0148558X2110429. http://dx.doi.org/10.1177/0148558x211042953.
Повний текст джерелаKee, Koon Boon, and Qihui Chen. "Stock Return Synchronicity and Technical Trading Rules." SSRN Electronic Journal, 2010. http://dx.doi.org/10.2139/ssrn.1645962.
Повний текст джерелаLi, Xiao, and Yao Xing. "When stock return synchronicity meets investor sentiment." Finance Research Letters, January 2023, 103655. http://dx.doi.org/10.1016/j.frl.2023.103655.
Повний текст джерелаGul, Ferdinand A., and G. Mujtaba Mian. "Investor Sentiment, Arbitrage Constraints and Stock Return Synchronicity." SSRN Electronic Journal, 2010. http://dx.doi.org/10.2139/ssrn.1572256.
Повний текст джерелаWei, Steven. "Information Environment, Systematic Volatility and Stock Return Synchronicity." SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3483619.
Повний текст джерелаKan, Shuo. "Price Informativeness and Stock Return Synchronicity: A Controlled Experiment." SSRN Electronic Journal, 2016. http://dx.doi.org/10.2139/ssrn.2819296.
Повний текст джерелаLi, Yihan, Xin Liu, and Vesa Pursiainen. "Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II." Financial Analysts Journal, August 17, 2022, 1–21. http://dx.doi.org/10.1080/0015198x.2022.2096990.
Повний текст джерелаLi, Yihan, Xin Liu, and Vesa Pursiainen. "Analyst Incentives and Stock Return Synchronicity: Evidence from MiFID II." SSRN Electronic Journal, 2020. http://dx.doi.org/10.2139/ssrn.3667923.
Повний текст джерелаDong, Yi, Oliver Zhen Li, Yupeng Lin, and Chenkai Ni. "Information Processing Cost and Stock Return Synchronicity - Evidence from XBRL Adoption." SSRN Electronic Journal, 2013. http://dx.doi.org/10.2139/ssrn.2198135.
Повний текст джерелаImhof, Michael J., Semih Tartaroglu, and Olena Victoria Watanabe. "Price Informativeness, Transparency Regulation, and Stock Return Synchronicity: Evidence from the European Union's Transparency Directive." SSRN Electronic Journal, 2017. http://dx.doi.org/10.2139/ssrn.3020381.
Повний текст джерелаCheong, Chee S., Arvid O. I. Hoffmann, and Ralf Zurbruegg. "Tarred with the Same Brush? Advertising Share of Voice and Stock Price Synchronicity." Journal of Marketing, June 8, 2021, 002224292110010. http://dx.doi.org/10.1177/00222429211001052.
Повний текст джерелаKapalczynski, Anna. "Seasonal effects on stock markets." Business and Management Review 13, no. 03 (December 10, 2022). http://dx.doi.org/10.24052/bmr/v13nu03/art-10.
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