Cumulative abnormal returns
Investigating the effect among size, growth opportunity and cumulative abnormal returns of the companies
... more returns, the current research is sought to investigate the effect of company’s characteristics and the ratio of investment on company’s cumulative abnormal ...is cumulative ...
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The influence of the tag-along rights in the value of companies: an event study of the effects on the market and service companies
... the returns of the stocks in the sample in every period in the event ...the returns of each individual stock and the returns of the stocks in the sample for each date in the event window separately ...
13
Do insiders get abnormal returns? Event studies on the trades of insiders of the firms with differentiated corporate governance of the São Paulo stock exchange
... the abnormal returns in a window around the date of the event, or to test the null hypothesis that the expected value of the cumulative abnormal returns in the window of the event is ...
11
Detecting patterns of the spinoff decision of companies and accessing the determination of the abnormal returns
... the cumulative abnormal returns and its net debt per average share price ratio delivers a two edged ...overall cumulative abnormal returns are ...expected cumulative ...
46
Anticipatory effects in the FTSE 100 index revisions
... We next examine what happens with the cumulative abnormal returns if we control for the probability of changing the index membership status as in (2). We start with a brief discussion about the ...
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Do the words matter? An analysis of the linguistic sentiment of earnings conference calls and abnormal stock returns in brazilian companies
... whether cumulative abnormal returns (CAR) on the stocks of Brazilian listed companies are associated with the linguistic sentiment of quarterly earnings conference ...between cumulative ...
15
How the major capital markets interact in the world: a VAR approach
... the returns of each index: CAC_RET, DAX_RET, FOOTSIE_RET and IBEX_RET, PSI20_RET and NASDAQ_RET, and as exogenous variables the past values (2 lags) of the same ...
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Predictable dividends and returns
... In this section, I will focus on a simple VAR representation to better understand the effect of the previous results on the estimation of predictive regressions. This section is not based on any particular assumption ...
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In search of exchange rate predictability: a study about accuracy, consistency, and granger causality of forecasts generated by a Taylor Rule Model
... This study investigates whether a Taylor rule-based model provides short-term, one-month- ahead, out-of-sample exchange-rate predictability. We review important research that concludes that macroeconomic models are able ...
82
Arq. NeuroPsiquiatr. vol.71 número8
... show abnormal results in two or more ...were abnormal in three patients performing RSA ...function. Abnormal test values were seen in two patients (Figure), with drop in arterial pressure when ...
3
MERGERS AND ACQUISITIONS IN THE BANKING SECTOR An Empirical Review of the Impact of Merger Announcement on Abnormal Returns
... Davidson (2005) also suggest that the market might consider more favorably mergers taking place within Europe. Soussa and Wheeler (2006) find that this does not apply to the expansion of U.K. banks to the East European ...
44
A study of behavioral finance: background, theories and application
... expected returns and variances, the use of historical data is common among ...expected returns and are negatively correlated to other assets in the portfolio, the model can possibly suggests a high ...
101
Analysis of the impact of Fies on the stock returns from the higher education sector
... the abnormal returns obtained both for the CAPM and for the APT were homogenous, indicating a positive market reaction to the CFT-E ...stock returns of companies directly benefited by public ...mean ...
13
Complexity and demographic explanations of cumulative culture.
... We characterize cumulation, like some existing contributions to the literature, in terms of increasing complexity. Yet rather than characterizing transmission accuracy or the sheer number of elements in a cultural trait, ...
9
Exploiting Simulation for Product Returns in SMEs
... product returns can have a negative effect on business and become a painful process for managers to deal with the returns goods, but a well thought out procedure for product returns can ensure an ...
6
Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries
... In all four cases, the coefficient that captures the calendar effect fluctuates significantly, as the windows of observations evolve. In the case of Iceland/October, the coefficient becomes positive both in the 9 th and ...
32
Returns to Vocational Education in Portugal
... Another stream of the literature focuses on the returns to training. That is, beyond indiv iduals’ educational attainment, some authors were interested in estimating the impact of participating in different types ...
34
On impatience, education, returns, and inequality
... When running our model with the ncw returns structure, calibrating it to mach the US wealth Gini index anel the college wage premium, we find much more realistic[r] ...
40
Abnormal parietal function in conversion paresis.
... The cerebral activation patterns of patients and feigners suggest a difference between the groups with respect to (a) the degree of free selection of movement in space compared to normal movement and (b) the degree of ...
19
Campaign donation and government contracts in Brazilian states
... Without considering the individual ambitions that influence the relationships between political players, there is a substantial difference between the costs of electoral campaigns at the sub-national and federal levels. ...
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