Excess stock return comovements and the role of investor sentiment
This paper investigates whether investor sentiment can explain stock return comovements.
Our findings demonstrate that since the 1960s, there has been a clear and rapid increase in …
Our findings demonstrate that since the 1960s, there has been a clear and rapid increase in …
The value of active investing: Can active institutional investors remove excess comovement of stock returns?
P Ye - Journal of Financial and Quantitative Analysis, 2012 - cambridge.org
This study uses Cremers and Petajisto's (2009) method to separate active institutional
investors from passive ones and shows that active investors can alleviate the anomalous …
investors from passive ones and shows that active investors can alleviate the anomalous …
Corporate financial determinants of foreign direct investment
J Forssbæck, L Oxelheim - The Quarterly Review of Economics and …, 2011 - Elsevier
Financial market incompleteness and (partial) segmentation of financial markets
internationally may endow some firms with a financial advantage which can be exploited …
internationally may endow some firms with a financial advantage which can be exploited …
Mergers and acquisitions performance system: Integrated framework for strategy formulation and execution using flexible strategy game-card
A Mittal, PK Jain - Global Journal of Flexible Systems Management, 2012 - Springer
The study is a modest attempt to integrate all possible financial and non-financial
performance parameters systematically as a mergers and acquisition performance system …
performance parameters systematically as a mergers and acquisition performance system …
[HTML][HTML] The diversification benefits and policy risks of accessing China's stock market
China's stock market (the “A share market”) has a lower correlation with the global market
and is less affected by international financial contagions than any other major economy. The …
and is less affected by international financial contagions than any other major economy. The …
Effects of directors' and officers' liability insurance on corporate diversification
HY Chi, JJ Gong, TC Weng, GZ Chen - Available at SSRN …, 2013 - papers.ssrn.com
This study investigates how directors' and officers' liability insurance (hereafter D&O
insurance) affects corporate diversification and post-diversification performance. Using a …
insurance) affects corporate diversification and post-diversification performance. Using a …
Excess covariance and dynamic instability in a multi-asset model
The presence of excess covariance in financial price returns is an accepted empirical fact:
the price dynamics of financial assets tend to be more correlated than their fundamentals …
the price dynamics of financial assets tend to be more correlated than their fundamentals …
Analisis penentuan model merger-akuisisi yang sinergis di Bursa Efek Indonesia
MU Mai - Jurnal Keuangan dan Perbankan, 2016 - jurnal.unmer.ac.id
The aim of this study was as follow: a) to examine the differences in financial performance
and the value of the firm before and after the merger-acquisition of go public company in …
and the value of the firm before and after the merger-acquisition of go public company in …
Multiple perspectives of mergers and acquisitions performance
Mergers and acquisitions (M&A) have emerged as multiple-purpose strategies used by
corporate firms for value creation, value enhancement, as well as for defensive purposes for …
corporate firms for value creation, value enhancement, as well as for defensive purposes for …
Effects of cross border mergers and acquisitions on the value of the firms listed at the Nairobi securities exchange
GH Odhiambo - 2013 - erepository.uonbi.ac.ke
This dissertation is a study on the effects of cross border mergers and acquisitions on the
value of listed companies in Kenya. The study was undertaken to establish why …
value of listed companies in Kenya. The study was undertaken to establish why …