INFORMATION EFFICIENCY IN THE US AND SHARIAH-COMPLIANT STOCKS IN MALAYSIA DURING COVID-19
OK Loang - Journal of Islamic Monetary Economics and Finance, 2023 - jimf-bi.org
This study examines the impact of analysts' forecast of market liquidity and information
efficiency in the US (developed) and Malaysia (emerging–Shariah-compliant stocks) before …
efficiency in the US (developed) and Malaysia (emerging–Shariah-compliant stocks) before …
[PDF][PDF] Financing Decisions: Is the Quality of Information Still Relevant to be Considered?
AB Satrio - Jurnal Pengurusan, 2022 - ukm.my
Information asymmetry makes it difficult for company management to make decisions
regarding funding sources. This study aims to investigate and explain the behaviour of …
regarding funding sources. This study aims to investigate and explain the behaviour of …
What do we know about individual equity options?
A Bernales, T Verousis, N Voukelatos… - Journal of Futures …, 2020 - Wiley Online Library
This paper examines the empirical literature on individual equity options, discussing results
in areas of consensus, showing findings in areas of disagreement and providing a guide for …
in areas of consensus, showing findings in areas of disagreement and providing a guide for …
Integrating NLP tools in corporate governance: a study of disclosure effectiveness
C Pyun - Applied Economics Letters, 2024 - Taylor & Francis
This paper develops a disclosure score focused on several information categories related to
effectively communicating the board evaluation process to investors. While both manually …
effectively communicating the board evaluation process to investors. While both manually …
Non-tradability interval for heterogeneous rational players in the option markets
This study uses theoretical and empirical approaches to analyze a number of phenomena
observed in trading floors, such as the changes in trading volumes and Bid–Ask spreads as …
observed in trading floors, such as the changes in trading volumes and Bid–Ask spreads as …
[HTML][HTML] Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets
T Poufinas, K Pappas - Theoretical Economics Letters, 2021 - scirp.org
This paper attempts to discover the macroeconomic determinants of liquidity in option
markets, which is measured by the open interest, the volume (number of transactions), the …
markets, which is measured by the open interest, the volume (number of transactions), the …
Non-tradability interval for heterogeneous rational players in the option markets
S Yossi, H Avi - Computational Management Science, 2022 - search.proquest.com
This study uses theoretical and empirical approaches to analyze a number of phenomena
observed in trading floors, such as the changes in trading volumes and Bid–Ask spreads as …
observed in trading floors, such as the changes in trading volumes and Bid–Ask spreads as …
Una estimación de la liquidez de mercado basada en los costes a partir de los precios máximo, mínimo y de cierre
J Saleemi - Finance, Markets and Valuation, 2020 - hal.science
Este documento presenta un nuevo método, en la literatura sobre fijación de precios de
activos, para estimar la liquidez del mercado basada en el coste (CBML), es decir, el …
activos, para estimar la liquidez del mercado basada en el coste (CBML), es decir, el …
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
We theoretically explain the empirical findings for prices of derivative warrants (DWs). For
this, we consider the short-selling costs of underlying assets and the different features of DW …
this, we consider the short-selling costs of underlying assets and the different features of DW …
Riesgo de información asimétrica en el mercado de opciones
DI González Maldonado - 2021 - repositorio.uchile.cl
En esta tesis, estudio cómo los riesgos de información asimétrica de dirección y volatilidad
acerca del precio del subyacente impacta en los precios que las market-makers publican en …
acerca del precio del subyacente impacta en los precios que las market-makers publican en …