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 …

[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 …

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 …

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 …

Non-tradability interval for heterogeneous rational players in the option markets

Y Shvimer, A Herbon - Computational management science, 2022 - Springer
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 …

[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 …

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 …

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 …

Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets

K Bae, S Lee - Finance Research Letters, 2022 - Elsevier
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 …

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 …