Keyword: stock prices

Found 15 papers in total
Target financial independence and takeover pricing
Target financial independence and takeover pricing
2015,
In a large sample of U.S. takeovers, we find that acquisitions of targets with greater...
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
2014,
Multifractal models have recently been introduced as a new type of...
Are we using the wrong letters? An analysis of executive stock option Greeks
Are we using the wrong letters? An analysis of executive stock option Greeks
2014,
Greek letters, in particular delta and vega based on the Black–Scholes model...
The relationship between information technology capability, inventory efficiency, and shareholder wealth: A firm-level empirical analysis
The relationship between information technology capability, inventory efficiency, and shareholder wealth: A firm-level empirical analysis
2013,
Inventories represent an important strategic resource for firms, with implications for...
Automated news reading: Stock price prediction based on financial news using context-capturing features
Automated news reading: Stock price prediction based on financial news using context-capturing features
2013,
We examine whether stock price prediction based on textual information in financial...
Dividend Smoothing and Predictability
Dividend Smoothing and Predictability
2012,
The relative predictability of returns and dividends is a central issue because it...
Intertemporal CAPM with Conditioning Variables
Intertemporal CAPM with Conditioning Variables
2013,
This paper derives and tests an intertemporal capital asset pricing model (ICAPM)...
Financial Distress and the Cross-section of Equity Returns
Financial Distress and the Cross-section of Equity Returns
2011,
We explicitly consider financial leverage in a simple equity valuation model and study...
Who Drove and Burst the Tech Bubble?
Who Drove and Burst the Tech Bubble?
2011,
From 1997 to March 2000, as technology stocks rose more than five‐fold,...
In Search of Attention
In Search of Attention
2011,
We propose a new and direct measure of investor attention using search frequency in...
Differences of opinion, overconfidence, and the high-volume premium
Differences of opinion, overconfidence, and the high-volume premium
2011,
We argue that both differences of opinion and overconfidence lead to...
Institutional trading and opening price behavior: evidence from a fast-emerging market
Institutional trading and opening price behavior: evidence from a fast-emerging market
2011,
Using daily and intraday data, we investigate the cross‐sectional relation...
Information asymmetry, dividend status, and SEO announcement-day returns
Information asymmetry, dividend status, and SEO announcement-day returns
2011,
We analyze the relation between the dividend‐paying status of a firm and the...
Patterns in stock market movements tested as random number generators
Patterns in stock market movements tested as random number generators
2013,
This paper shows that tests of Random Number Generators (RNGs) may be used to test the...
Forecast accuracy uncertainty and momentum
Forecast accuracy uncertainty and momentum
2009,
We demonstrate that stock price momentum and earnings momentum can result from...
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