Intra-industry information transfer in emerging markets: Evidence from China

B Liu, K Tan, SML Wong, RWY Yip - Journal of Banking & Finance, 2022 - Elsevier
This study examines intra-industry information transfer in the emerging market of China,
where financial and market institutions are underdeveloped and the majority of investors are …

The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic

J Zhang, R Mao, J Wang, M Xing - Pacific-Basin Finance Journal, 2021 - Elsevier
By using foreign institutional investors' daily trading data on 958 firms in China and COVID-
19 infection data of six countries, this paper aims to investigate how the pandemic has …

[HTML][HTML] Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?

DY Chung, K Hrazdil, J Novak… - Journal of Contemporary …, 2019 - Elsevier
We analyze how the quantity of information in corporate disclosures affects the efficiency
with which investors incorporate newly acquired information into stock prices. Specifically …

Overreaction and underreaction anomalies in the Indonesian stock market: A sectoral analysis

S Musnadi, MSA Majid - International Journal of Ethics and Systems, 2018 - emerald.com
Purpose This purpose of this study is to empirically investigate the investors overreaction
and underreaction behaviours across the sectoral stock indices in the Indonesian stock …

Inefficient markets, anomalies, and investor behavior: a literature review

N Nurdina, RY Sidharta… - International Journal of …, 2021 - jurnal.stie-aas.ac.id
This study aims to observe and analyze the accounting literature which examines the
phenomena that occur in inefficient markets. This article analyzes the effect of anomalies on …

Disclosure quantity and the efficiency of price discovery: Evidence from the Toronto Stock Exchange

D Chung, K Hrazdil, N Suwanyangyuan - Review of Accounting and …, 2016 - emerald.com
Purpose The purpose of this paper is to investigate the effect of the information disclosure
quantity on the pricing efficiency of stocks. Design/methodology/approach Using a sample of …

Overreaction or Underreaction to Intra-Industry Earnings Information Transfer: A Cross-Country Analysis

CSA Cheng, J Fang, Y Huang… - Journal of International …, 2022 - publications.aaahq.org
We apply the moderated confidence hypothesis (MCH) to investigate overreaction and
underreaction in intra-industry earnings information transfers in an international setting …

Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic

K Bergsma, J Tayal - International Review of Financial Analysis, 2020 - Elsevier
In this study, we explore intra-industry information transfer of quarterly earnings
announcements for six major developed markets including the United States. Using an …

Prediksi Indeks Gabungan Harga Saham (ISHG) Menggunakan Adaptive Neural Fuzzy Inference System (ANFIS)

YEA Seputra, M Meirinaldi - Jurnal Ekonomi, 2020 - ejournal.borobudur.ac.id
Penelitian ini bertujuan untuk memprediksi harga saham dengan menggunakan variabel
terbuka, tinggi, rendah, dekat menggunakan jaringan saraf tiruan, terutama sistem inferensi …

[PDF][PDF] Local Return Comovement and Geographic Dispersion

RJ Delisle, A Grantb, R Mao - 2022 - efmaefm.org
This paper investigates the relationship between geographic dispersion and local return
comovement based on firm headquarters. Using the number of different states mentioned in …