Excess stock return comovements and the role of investor sentiment

B Frijns, WFC Verschoor, RCJ Zwinkels - Journal of International Financial …, 2017 - Elsevier
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 …

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 …

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 …

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 …

[HTML][HTML] The diversification benefits and policy risks of accessing China's stock market

C Shan, DY Tang, SQ Wang, C Zhang - Journal of Empirical Finance, 2022 - Elsevier
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 …

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 …

Excess covariance and dynamic instability in a multi-asset model

M Anufriev, G Bottazzi, M Marsili, P Pin - Journal of Economic Dynamics …, 2012 - Elsevier
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 …

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 …

Multiple perspectives of mergers and acquisitions performance

A Agrawal, Sushil, PK Jain - Systemic Flexibility and Business Agility, 2015 - Springer
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 …

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 …