Evidence of price discovery on the Indonesian stock exchange
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2019.09.005
Abstract: Abstract The Indonesian stock market is emerging and very little is known about price discovery mechanisms. This paper addresses this research gap by compiling and utilizing a unique stock-level dataset (consisting of 342 stocks) to… read more here.
Keywords: price; indonesian stock; stock exchange; price discovery ... See more keywords
Stock liquidity and return distribution: Evidence from the London Stock Exchange
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DOI: 10.1016/j.frl.2020.101539
Abstract: We investigate the relationship between liquidity and the distribution of returns, for all listed firms on the London Stock Exchange between 2002-2018. We find a strong relationship between the distribution of returns, as measured by… read more here.
Keywords: london stock; liquidity; stock exchange; stock ... See more keywords
Liquidity skewness in the London Stock Exchange
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DOI: 10.1016/j.irfa.2017.12.006
Abstract: Abstract We study liquidity on the London Stock Exchange. We find that the average bid-ask spread declines, but that the skewness of the spread increases. These results are robust to firm size, trading volume and… read more here.
Keywords: london stock; liquidity; liquidity skewness; stock exchange ... See more keywords
Herding in the Singapore stock Exchange
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DOI: 10.1016/j.jeconbus.2019.105889
Abstract: Abstract We investigate herding at the aggregate market level and for portfolios formed according to firm size, using data from the Singapore Stock Exchange. We find that herding is pronounced at the market level and… read more here.
Keywords: size; singapore stock; stock exchange; market ... See more keywords
A novel DEA model for solving performance measurement problems with flexible measures: An application to Tehran Stock Exchange
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DOI: 10.1016/j.measurement.2021.109444
Abstract: Abstract In basic data envelopment analysis (DEA) models the status of input and output measures are exactly known and given. However, in certain cases, some factors could play either input or output roles that are… read more here.
Keywords: dea; performance; stock exchange; flexible measures ... See more keywords
Herding behavior in the Pakistan stock exchange: Some new insights
Sign Up to like & getrecommendations! Published in 2017 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2017.07.022
Abstract: This study attempts to examine the presence of herding behavior in the Pakistan Stock Exchange (PSX). The novel contribution of this paper is that it investigates the herding phenomenon from a large number of facets… read more here.
Keywords: towards market; stock exchange; market; behavior pakistan ... See more keywords
I.P.O. determinants of delisting risk: Lessons from the Athens Stock Exchange
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DOI: 10.1080/01559982.2021.1885253
Abstract: ABSTRACT Using data from the Athens Stock Exchange, we investigate early warning signs of delisting risk. We find that the probability of delisting and time to delist are positively associated with relative offer size and… read more here.
Keywords: delisting risk; risk; stock exchange; athens stock ... See more keywords
From Diamonds to Gold: The Making of the Johannesburg Stock Exchange, 1880–1890
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DOI: 10.1080/03057070.2017.1307675
Abstract: Despite the emphasis on materialism prompting many debates about the growth of the gold industry and the outbreak of the South African War in 1899, little research has focused on the financial institutions of South… read more here.
Keywords: stock exchange; gold; jse; exchange ... See more keywords
Herding Behavior in the Moroccan Stock Exchange
Sign Up to like & getrecommendations! Published in 2020 at "Journal of African Business"
DOI: 10.1080/15228916.2020.1752598
Abstract: ABSTRACT This paper aims to examine the existence of herding behavior in the Moroccan Stock Exchange for the period 2007–2017. Thus, we analyze the existence of herding behavior in the overall market and in each… read more here.
Keywords: herding behavior; behavior moroccan; stock exchange; moroccan stock ... See more keywords
Behavioral factors affecting investment decision-making in bank stocks on the Ghana stock exchange
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DOI: 10.1108/qrfm-05-2020-0084
Abstract: Purpose The finance literature is awash with papers bordering on the classical assumption that investors are rational in their decision-making, and hence, would always take decisions rationally given the right information, thus making the stock… read more here.
Keywords: stock exchange; decision making; investment; ghana stock ... See more keywords
Modeling the Equilibrium Price of the Companies Listed in the Prague Stock Exchange
Sign Up to like & getrecommendations! Published in 2020 at "Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis"
DOI: 10.11118/actaun202068040731
Abstract: Valuation provides proper evidence on the financial situation of the firms. Incorrect valuation delivers wrong signals for the market participants and stands on the concepts of markets with information asymmetry. The study measures the estimated… read more here.
Keywords: listed prague; stock exchange; companies listed; prague stock ... See more keywords