Cumulative abnormal returns around project announcements
Dividend & Repurchase Disclosures and their Effect on Cumulative Abnormal Returns
... Through an event study, we have found a significant relationship between dividend disclosures and CAAR, but found no significant relationship between repurchase announcements and CAAR. This means the first ...
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Insider Trading and Option Returns Around Earnings Announcements
... bought by insiders experience a significant price increase in the following month. Specifically, stocks bought by the top 12 insiders earn a 2.2% return premium than those without insider purchases. On the sale side, ...
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Board of Directors Educational Diversity and Acquirer’s Announcement Cumulative Abnormal Returns
... significant abnormal return while, on average, the bidding firms earn insignificantly different from zero ...acquirer’s cumulative abnormal return around the date of an acquisition in order to ...
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ANOMALOUS STOCK RETURNS AROUND INTERNET FIRMS EARNINGS ANNOUNCEMENTS
... the returns for days -25 through -5 are ...average abnormal return becomes significant and positive, and remains so through day -1, where it equals ...average abnormal return then switches sign and ...
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Abnormal Stock Market Returns around VIX Volatility Peaks : Is there evidence for abnormal return around volatility peaks?
... daily abnormal returns is negative before the peak, and positive after the peak, this is what we ...of abnormal returns around VIX volatility peaks in the event ...the abnormal ...
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Abnormal stock market returns to announcements of M&A banking deals in Greece 1996-2013
... calculate abnormal returns ranging in size from twelve days, spanning days [t = -‐‑10, t = +1] to only two days [t = 0, ...the cumulative abnormal returns for ...bidder abnormal ...
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Shareholders’ nomination boards: do abnormal returns exist around the holdings revision date?
... day abnormal return and the negative cumulative abnormal returns before the event ...day abnormal return would have been caused due to last minute trading by the largest ...negative ...
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Comparative analysis of cumulative abnormal returns of FTSE banks for Scottish independence vote 2014 and brexit vote 2016
... 12 Yes Campaigners: "Yes the United Kingdom should leave the European Union" Timothy B. Lee (2016) provides a list of arguments for yes campaigners. The top argument was the sovereignty issue. UK should take matters into ...
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The effect of quantitative easing announcements on stock returns
... employed around the world in the past and to see whether the QE announcements related to them have had a statistically significant impact on stock returns in the short- ...these announcements ...
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Anticipating Uncertainty: Straddles around Earnings Announcements
... earnings announcements (similar to portfolio inertia in Illeditsch ...to abnormal straddle ...volumes around earnings announcement ...2 around earnings ...volumes around earnings ...
Investor sentiment and bidder announcement abnormal returns
... announcement returns: Multivariate results Prior research on mergers and acquisitions highlights the impact of bid and firm characteristics on bidder returns, and we therefore undertake multivariate ...
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Determinants of share returns following repurchase announcements in China
... Abstract By combining the market model with the three-factor model, this study investigates fir ms’ share returns after the announcement of share repurchase. Employing data for Chi na’s A-share market, this ...
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An empirical analysis of algorithmic trading around earnings announcements
... example cumulative returns for both good and bad news information events increase significantly for AT while there is no significant change for ...the announcements are negative surprises the net ...
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The source of abnormal returns from strategic alliance announcements
... daily returns surrounding the remaining 126 ...the returns were greater than two standard deviations from the mean, the returns were verified using historical copies of the Australian Financial ...
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Deviation from Optimal Level of Cash Holdings and Cumulative Abnormal Returns
... future cumulative abnormal returns In this research cumulative abnormal returns are used to estimate future ...accumulative abnormal return (CAR) model is ...accumulative ...
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Effect of Capital Structure on Cumulative Abnormal Returns in the Companies Listed in T.S.E
... on cumulative abnormal returns so we can conclude that financial leverage factor did not influence abnormality ...on cumulative abnormal ...on cumulative abnormal ...been ...
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Anomalous stock returns around internet firms earnings announcements $
... Untabulated results reveal that the percentage varies between 45 and 53 for days 5 to 1, while it ranges from 38 to 43 for days 1–5.27 Additional support for the existence of price press[r] ...
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DIVIDEND ANNOUNCEMENTS AND THE ABNORMAL STOCK RETURNS FOR THE EVENT FIRM AND ITS RIVALS
... ABSTRACT Impact of dividend announcement on stock prices is pronounced in various studies conducted by various researchers. Event study has been conducted in this paper on 26 announcements and the firms were ...
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Trading on stock split announcements and the ability to earn longrun abnormal returns
... to sub-period analyses and to market cap, book-to-market and past one-year return partitions. In contrast, Panels D to G show that the significantly higher CAR for split after firms relative to do not split after firms ...
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Investigating the Relationship between the amount of Cash Held by Companies and Future Cumulative Abnormal Returns
... Significance level of the F statistics is 0.000000 that indicates the overall credibility of the model is %99. The adjusted determination coefficient of the mode is about %40 which indicates that 40 % of the ...
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