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 …
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 …
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?
We analyze how the quantity of information in corporate disclosures affects the efficiency
with which investors incorporate newly acquired information into stock prices. Specifically …
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 …
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 …
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
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 …
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 …
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
In this study, we explore intra-industry information transfer of quarterly earnings
announcements for six major developed markets including the United States. Using an …
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 …
terbuka, tinggi, rendah, dekat menggunakan jaringan saraf tiruan, terutama sistem inferensi …
[PDF][PDF] Local Return Comovement and Geographic Dispersion
This paper investigates the relationship between geographic dispersion and local return
comovement based on firm headquarters. Using the number of different states mentioned in …
comovement based on firm headquarters. Using the number of different states mentioned in …