Dynamic network and own effects on abnormal returns: evidence from China’s stock market
Sign Up to like & getrecommendations! Published in 2021 at "Empirical Economics"
DOI: 10.1007/s00181-020-01979-0
Abstract: This paper addresses the question of how to model the process of abnormal returns on individual stocks. It postulates a framework, where abnormal returns are generated by a process which features two autoregressive components, one… read more here.
Keywords: network effects; stock; abnormal returns; stock market ... See more keywords
What’s in a name? A lot if it has “blockchain”
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2019.108818
Abstract: Abstract We find that firms that change their corporate names to include buzzwords related to cryptocurrencies experience large and permanent valuation gains. We document cumulative abnormal returns of 30 percent in 3 days surrounding such… read more here.
Keywords: name lot; name; lot blockchain; abnormal returns ... See more keywords
The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns
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DOI: 10.1016/j.frl.2021.102163
Abstract: Abstract The aim of this study is to analyze and compare the financial analysts’ forecasts accuracy and bias, and the abnormal earnings announcement returns of “green” and “non-green” U.S. real estate investment trusts (REITs) from… read more here.
Keywords: green reits; analysts forecasts; forecasts abnormal; financial analysts ... See more keywords
Overflow effect of credit rating announcements on stock exchange based on event study
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DOI: 10.1080/13504851.2019.1581900
Abstract: ABSTRACT This study is aimed to identify the impact of credit rating announcements on the stock returns in stock markets and for this purpose, four different sectors of Pakistan stock exchange were selected and from… read more here.
Keywords: credit; credit rating; abnormal returns; rating announcements ... See more keywords
The disappearing abnormal returns to a fundamental signal strategy
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DOI: 10.1108/mf-05-2016-0142
Abstract: Purpose The purpose of this paper is to examine whether abnormal returns to a fundamental signal (FS) strategy disappear after the publication of Abarbanell and Bushee (1998). Design/methodology/approach Using data on NYSE/AMEX firms from 1974… read more here.
Keywords: signal strategy; returns fundamental; fundamental signal; disappearing abnormal ... See more keywords
Stock reactions of the S&P500 industries to negative and positive COVID-19 news
Sign Up to like & getrecommendations! Published in 2022 at "Studies in Economics and Finance"
DOI: 10.1108/sef-10-2021-0417
Abstract: Purpose This paper aims to use the Covid-19 pandemic situation to conduct an experiment-like study that focuses on industry reactions under stress. Particularly, this study analyzes stock response to eight pandemic related news in 2020… read more here.
Keywords: study; news; stock; stock reactions ... See more keywords
An Analysis of Gains to US Acquiring REIT Shareholders in Domestic and Cross-Border Mergers before and after the Subprime Mortgage Crisis
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DOI: 10.3390/su10124586
Abstract: This paper examines the abnormal returns of acquiring real estate investment trusts (REITs) around the announcement of acquisitions before and after the subprime mortgage crisis. Based on 182 domestic and cross-border US REIT acquisition announcements… read more here.
Keywords: cross border; subprime mortgage; abnormal returns; crisis ... See more keywords