... Colombo stock exchange (CSE) operates as the only share market in the economy and is responsible for providing a transparent and regulated environment where both institutional and individual investors can ...
... Sentiment analysis is the process of iden- tifying the opinion expressed in text. Re- cently, it has been used to study behav- ioral finance, and in particular the effect of opinions and emotions on economic or financial ...
... and stockmarket ...U.S. stockmarketreturns were higher under Democratic than Republican presidencies, with the difference being particularly large for small stock ...
... on stock return of petrochemical companies in Tehran stock ...oil market to stock ...increase, stock return of petrochemical companies increases ...on stock return of ...
... the marketreturns of picked stockmarket from the view of both investors (American and European) was generally higher in longer investment horizon than in the shorter investment ...both ...
... In Panel A, contrary to the earnings fixation hypothesis which predicts a negative relation between aggregate accruals and future stockreturns, we find that ACCRUAL is a strong positive predictor of ...
... and stock markets returns suggests that a 1 percent increase in inflation stimulates stockmarketreturns by ...in stock markets acts as hedge against inflation in ...from ...
... emerging stockmarketreturns have been widely discussed in ...industrial stockmarket excess ...national stockmarket indices, we find that some industries cannot be ...
... Thai stockmarket, the regression analysis with dummy variables technique is ...of returns between preholiday and non-preholiday ...in stockmarket ...of stockreturns are ...
... listed stock which allow investors to achieve international diversification without incurring excessive ...to stockmarket ...the stockmarket volatility and minimizing the ex-ante risk ...
... of stockmarket prices as both a measure of the well-being of a nation and as a leading indicator of future economic activity, Barbic and Condic-Jurkic (2011) therefore suggested that information about ...
... US stockmarket ...the stock markets by one month, the exact number depending varying between different model specificcations ...excess marketreturns are predictable, and that industry ...
... of stockreturns predictability is often related to market efficiency and investor ...if stock markets are efficient, then it shouldn’t be possible to predict stock ...the stock ...
... Providing the answer to any of the previous two ques- tions encounters important econometric limitations. Con- tagion has been associated with high frequency events; hence, it has been measured on stock ...
... on returns in the Kuwait stockmarket has been divided into three groups (Al-Mutairi, ...negative returns on the beginning of the week and positive returns on the last trading ...on ...
... To achieve the second face of objective of study, Table 7 reports objective wise results for simple and abnormal returns (see Figure 3). Functionally, there are three objectives, namely change in control, ...