Pre-announcement trades and short-term returns
Short term announcement returns to the bidder
... the short term abnormal return to the bidding firm’s shareholders in takeover transactions in Finland during the time period from January 2000 to December ...abnormal returns. Our results show that ...
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Short-term Institutional Trades
... Examining trades in aggregate and at the fund level, we find that the shorter the duration of a trade, the more negative the ...average returns for trades held less than a year are mostly ...negative ...
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The Performance of Short-term Institutional Trades
... of trades are short- duration, a mechanical result because funds that are present for only a short period of time can contribute only short-duration ...of short-duration ...that ...
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Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange
... 3. Regulatory environment, data and methodology 3.1. Regulatory background In the UK, the 1985 Companies' Act specifies that directors are prohibited from dealing in the securities of their own companies for a period of ...
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The Effect of Price Changes in the Short-Term Trades In Tehran Stock Exchange
... stock returns are topics that have been of interest to economic and financial researchers since ...and short-term decisions and consider it as the result of news and information that they were ...
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The Effect of Price Changes in the Short-Term Trades In Tehran Stock Exchange
... stock returns are topics that have been of interest to economic and financial researchers since ...and short-term decisions and consider it as the result of news and information that they were ...
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Short-Term Returns of UK Share Buyback Activity
... 7 unrelated to open market share repurchases, while the rest of the firms announced 213 open market repurchases during the sample period. 36 more announcements are added to our data after checking RNS supplied by ...
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Small trades and the cross-section of stock returns
... The short-term results in Barber, Odean, and Zhu (2005) are consistent with the findings of Kaniel, Saar, and Titman (2004), who have access to nyse order-level data originating from individuals during a ...
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Volatility spreads and earnings announcement returns
... stock returns during earnings announcement ...stock returns from the opening of the earnings announcement date to the closing of the next trading ...daily returns over the past twelve ...
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Estimating the Returns to Mangrove Conversion: Sustainable Management or Short Term Gain?
... The average volume of mangrove timber used in the construction of each dwelling is 136.3 varas, or 1.1 m 3 . The average total replacement period reported in the household survey is every 12 years. Approximately 72 ...
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The Pre-FOMC Announcement Drift
... observe trades or bid-ask spreads for all SPX constituents on an intraday basis, we proxy liquidity measures for the cash-index with corresponding tick-by-tick measures based on the SP500 E-mini futures, which ...
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Complementarities in information acquisition with short-term trades
... Two effects take place. First, more informed agents today drive the price closer to the fundamental and reduce the value of private information. This is the effect of Grossman–Stiglitz. Second, a price movement today may ...
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Complementarities in Information Acquisition with Short-Term Trades
... In a financial market where agents trade for prices in the short-term and where news can increase the uncertainty of the public belief, there are strategic complementarities in the acquis[r] ...
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Short term returns and the predictability of Finnish stock returns
... asset returns Returns on equity market portfolio, six size and seven industry portfolios are regressed on lagged information variables using daily, weekly, and monthly data ...rate term-structure, ...
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Short-term returns and the predictability of Finnish stock returns
... As expected, we find the relative proportion explained by the changing risk premia to account for most of the predictability similar to previous U.S. studies and Malkamäki (1993). On average the proportion explained by ...
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TRADES + SHORT TERM TRAINING FUNDING APPLICATION PACKAGE
... All applications will be processed on a “first come, first completed” basis. Please submit your application as soon as possible as applications must be received 4 weeks prior to the start date of the training program in ...
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Merger Announcement Returns with Preparations
... higher announcement returns than those without preparations when controlling for influences of the method of payments, the relative size of the target along with merger ...merger announcement ...
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Cryptocurrency returns: short-term forecast using Google Trends
... The first decade of the 21 st century witnessed an emergence and rise of two strong phenomena – Google and Bitcoin. Google, since its foundation in 1998, managed to establish itself as a leading search engine worldwide. ...
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PRE-QUALIFICATION ANNOUNCEMENT
... the Announcement to take part in the Proceeding, and shall provide such contractors with the Preliminary Specification of Essential Terms of the Contract (“PSETC”), including in particular the description of ...
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CALL PRE ANNOUNCEMENT
... long- term links among the different Euro-Mediterranean stakeholders from research, industry and business sectors will foster technology and know-how sharing to solve bottlenecks of Mediterranean energy ...
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