Relevant bibliographies by topics / Announcement effect

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Announcement effect'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Announcement effect.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Announcement effect"

1

Targanski, Klara Petra Theodora, and Werner R. Murhadi. "Sustainable and responsible investment in Indonesia and Malaysia: an event study on SRI-KEHATI and FTSE4GBM Indices." Jurnal Siasat Bisnis 25, no. 1 (2021): 69–78. http://dx.doi.org/10.20885/jsb.vol25.iss1.art6.

Full text
Abstract:
The purpose of this research is to examine the effect of SRI index on abnormal return of added to and deleted stocks of two countries, Indonesia (SRI-KEHATI) and Malaysia (FTSE4GBM). The effect was examined using CAAR of the stock around index announcement. This research was conducted using event study methodology. The samples used in this research are all the stocks that were added to and deleted from SRI-KEHATI index on 2009-2018 announcements and FTSE4GBM index on 2014-2018 announcements. The result of hypothesis test shows that SRI index announcement has negative significant effect to the
APA, Harvard, Vancouver, ISO, and other styles
2

Ding, David K., Hardjo Koerniadi, and Chandrasekhar Krishnamurti. "What Drives the Declining Wealth Effect of Subsequent Share Repurchase Announcements?" Journal of Risk and Financial Management 13, no. 8 (2020): 176. http://dx.doi.org/10.3390/jrfm13080176.

Full text
Abstract:
Recent academic studies document that open market share repurchase announcements in the United States generate significantly lower returns than those reported in earlier studies. We find that the lower announcement return is associated with an increasing number of subsequent announcements in the more recent periods. Although the announcement period return from the initial announcement is positive, subsequent announcement returns are significantly decreasing. Further, we find that the decreasing returns of subsequent announcements are attributed to firms with negative past repurchase announceme
APA, Harvard, Vancouver, ISO, and other styles
3

Frederickson, James R., and Leon Zolotoy. "Competing Earnings Announcements: Which Announcement Do Investors Process First?" Accounting Review 91, no. 2 (2015): 441–62. http://dx.doi.org/10.2308/accr-51190.

Full text
Abstract:
ABSTRACT Consistent with investors having limited attention, we posit that when faced with competing earnings announcements, investors behave as if they queue the announcements based on a firm or earnings announcement attribute. We focus on two potential queuing attributes: (1) firm visibility, and (2) the expected cost of processing the earnings announcements. We find no support for queuing based on the latter, but find a statistically significant and economically meaningful queuing effect based on firm visibility. Earnings announcements made by firms that are more visible than a given firm—b
APA, Harvard, Vancouver, ISO, and other styles
4

Yeh, Yin-Hua, Pei-Gi Shu, Fu-Sheng Ho, and Yu-Hui Su. "Board Structure, Intra-Industry Competition, and the R&D Announcement Effect." Review of Pacific Basin Financial Markets and Policies 15, no. 02 (2012): 1250011. http://dx.doi.org/10.1142/s0219091512500117.

Full text
Abstract:
The main purpose of this paper is to investigate how investors perceive and respond to a firm's R&D announcement. We propose that board structure and intra-industry competition jointly dictate the announcement return. In addition, we assume that investors prefer carefully scrutinized R&D investments to mitigate asymmetric-information risks. Finally, we assume that investors prefer a sustainable R&D investment to prevent intense intra-industry competition and to ensure profit potential. We use a sample of 229 announcements made by 116 Taiwanese listed firms to verify our postulation
APA, Harvard, Vancouver, ISO, and other styles
5

Spurlin, W. Paul. "Signaling Strength And The Announced Size Of An Open-Market Repurchase." Journal of Applied Business Research (JABR) 32, no. 5 (2016): 1547. http://dx.doi.org/10.19030/jabr.v32i5.9779.

Full text
Abstract:
An open question exists as to whether the announced size of an open-market repurchase (OMR) possesses positive signaling effects. Relying on short sales that occur during the five trading days that follow an OMR announcement as an indication of the signaling effect of the size of the OMR program, I find that post-announcement short sales tend to decrease with positive returns surrounding OMR announcements but that post-announcement short sales do not decrease with the announced size of an OMR program. Therefore, I conclude that while announcements of OMR programs serve as positive signals, in
APA, Harvard, Vancouver, ISO, and other styles
6

Cornejo-Saavedra, Edinson Edgardo, Jorge Andrés Muñoz Mendoza, Carlos Leandro Delgado Fuentealba, Sandra María Sepúlveda Yelpo, and Carmen Lissette Veloso Ramos. "Announcements Effect of Corporate Bond Issuance on Stock Returns: Evidence from Chile." Cuadernos de Administración 37, no. 71 (2021): e2411242. http://dx.doi.org/10.25100/cdea.v37i71.11242.

Full text
Abstract:
This study measures the announcement effect of corporate bond issuance on stock returns for companies listed on the Santiago de Chile Stock Exchange (BCS). The sample is made up of 29 firms and 87 corporate bond issuance announcements during the 2010-2017 period. The announcement effect of corporate bond issuance on stock return is measured by an event study. This methodology allows to calculate abnormal returns for the days of the event period. The results show that the average abnormal return on the day of the announcement is negative (between -0.09% and -0.03%), but it is not statistically
APA, Harvard, Vancouver, ISO, and other styles
7

Das, Santu, Jamini Kanta Pattanayak, and Pramod Pathak. "Effect of quarterly earnings announcement under different market conditions." Journal of Indian Business Research 6, no. 2 (2014): 128–54. http://dx.doi.org/10.1108/jibr-09-2013-0087.

Full text
Abstract:
Purpose – The main purpose of this research study is to investigate the impact of quarterly earnings announcements on stock price movement of the firms constituting the SENSEX under two different market conditions – booming followed by recessionary. Analysis of price effect of quarterly earnings announcements during the five-year period prior to trading suspension, which is also characterized by a booming market condition have been made. Similar analysis during the five-year period following the trading suspension and marked by recessionary market condition has also been carried out side by si
APA, Harvard, Vancouver, ISO, and other styles
8

Haron, Razali, and Salami Mansurat Ayojimi. "The effect of GST announcement on stock market volatility: evidence from intraday data." Journal of Advances in Management Research 16, no. 3 (2019): 313–28. http://dx.doi.org/10.1108/jamr-11-2017-0102.

Full text
Abstract:
Purpose The purpose of this paper is to examine the effect of GST announcements (pre and post) on Malaysian stock market index. This study also utilised intraday data to look into intraday market volatility post-GST announcement. Design/methodology/approach Both daily closing prices and intraday data of different frequencies are used to capture the extent of stock market volatility as well as the subsided period of the volatility. The period of study ranges from June 2009 to November 2016 and empirical estimation is based on the GARCH (1, 1) model for the pre- and post-GST announcements. Findi
APA, Harvard, Vancouver, ISO, and other styles
9

Punwasi, Kiran, and Pradeep Brijlal. "The market reactions to share repurchase announcements on the JSE: an event study." Investment Management and Financial Innovations 13, no. 1 (2016): 191–205. http://dx.doi.org/10.21511/imfi.13(1-1).2016.06.

Full text
Abstract:
This study examines the market reactions to share repurchase announcements made by companies listed on the Johannesburg Stock Exchange from the years 2003 to 2012. The authors use an event study methodology and the Capital Asset Pricing Model to determine if there was an announcement effect when a share repurchase announcement is made. The analyses reveal that consistent with signalling theory and the announcement effect, share repurchase announcements are associated with positive abnormal returns. The average abnormal return and cumulative average abnormal return noted was 0.46% and 3.81%, re
APA, Harvard, Vancouver, ISO, and other styles
10

C. Yook, Ken, and Partha Gangopadhyay. "The wealth effects of accelerated stock repurchases." Managerial Finance 40, no. 5 (2014): 434–53. http://dx.doi.org/10.1108/mf-07-2013-0192.

Full text
Abstract:
Purpose – The wealth effect of accelerated stock repurchase (ASR) documented by previous studies is not as large as the authors would have expected. The authors believe that there are potentially important sampling problems in the previous studies, which make the results less reliable. Identifying a number of factors that can possibly affect the announcement-period returns, the purpose of this paper is to reexamine the wealth effect of ASRs. Design/methodology/approach – The paper identifies a number of factors that can possibly affect the announcement-period returns to ASRs which include: whe
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Announcement effect"

1

Lebre, Frederico Salazar. "The Fed policy announcement effect on the equity market." Master's thesis, NSBE - UNL, 2009. http://hdl.handle.net/10362/9505.

Full text
Abstract:
A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>Fed Policy announcements have always created controversy when analyzing its effects on asset prices. This project analyzes the relationship between the Fed announcements and the stock market’s return. We use an econometric methodology suggested by Kenneth Kuttner (2000) that uses the futures market to divide the announcement in two parts the expected and unexpected component. The relationship between the equity market reaction and the Fed polic
APA, Harvard, Vancouver, ISO, and other styles
2

Nyanga, Sibonginkosi. "Share repurchases announcement and the signaling effect in South Africa." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/64904.

Full text
Abstract:
This research sought to test whether the observed evidence and documented academic thinking on share repurchases around the signaling hypothesis could be applied in a country like South Africa among the firms listed on the Johannesburg Stock Exchange (JSE). The study also sought to ascertain whether there is a statistically meaningful outperformance of a portfolio composed of shares mimicking firms that announced share repurchases against the Equal Weighted All-Share Index (J203) over the research period. 209 share buyback announcement conducted by 82 JSE listed companies from January 2003 to
APA, Harvard, Vancouver, ISO, and other styles
3

Tan, Juan Edward Banking &amp Finance Australian School of Business UNSW. "The announcement effect of private placements of hybrid securities in Australia." Awarded by:University of New South Wales. Banking and Finance, 2004. http://handle.unsw.edu.au/1959.4/20549.

Full text
Abstract:
This thesis investigates the share price response to the announcement of private placements of hybrid securities in Australia. Firstly, the size and direction of the share price response is examined. Secondly, the determinants of the share price response are examined. Where possible, comparisons are made to evidence from international markets. The sample of data tested consists of 43 announcements of convertible debt issues, 39 announcements of preference share issues and 19 announcements of option issues made between 1983 and 2000 by Australian firms. The analysis of the share price impa
APA, Harvard, Vancouver, ISO, and other styles
4

Lee, Kuo-An, and 李國安. "The Announcement Effect of ECFA." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/38326901892281648949.

Full text
Abstract:
碩士<br>國立交通大學<br>管理科學系所<br>99<br>Free trade agreements have developed around the world. ECFA is one of free trade agreements . Because of the special relations between Taiwan and China, this study use event study and four event days which is the actual date of the ECFA meeting includes the signing date . In this study, using total 17 industries and 86 companies which include chemical, plastics, machinery, textiles, petroleum, steel, automobile and other industries as samples. Those 17 companies are benefit in ECFA. This study is discussing how does Taiwan stock market and investors react in thi
APA, Harvard, Vancouver, ISO, and other styles
5

Lee, Chung-Tai, and 李忠泰. "The Announcement Effect of Stock-Repurchase." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/96414285983244437620.

Full text
Abstract:
碩士<br>朝陽科技大學<br>財務金融系碩士班<br>89<br>Abstract This paper uses the methodology of event-study to study the announcement effects of stock repurchases and to investigate the relationship between abnormal return and factors including the board holding, the change of insiders’ holding, the earnings to price ratio, the sector, and the firm’s individual risk. The purposes of this research are to examine： （1） if there is abnormal return after the announcement of stock-repurchase, （2） which factors would affect the magnitude of abnormal return after the annou
APA, Harvard, Vancouver, ISO, and other styles
6

Sung, Min-Che, and 宋明哲. "The Announcement Effect of Alerted Stock." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/59482450564052331002.

Full text
Abstract:
碩士<br>朝陽科技大學<br>財務金融系碩士班<br>89<br>Recent studies have indicated that the alerted securities had announcement effects. The investors who take the alerted announcement of the abnormal trading as investment strategy, earn significantly abnormal return in a short period. This paper examines weather the alerted announcement of the abnormal trading has announcement effect, and tries to identify the determinates of the abnormal return using event study methodology and multiple regression, this paper exams the alerted securities of Taiwan during January 1996 to 2001 and test weather the abnormal retur
APA, Harvard, Vancouver, ISO, and other styles
7

"Announcement effect of MBO in China." 2008. http://library.cuhk.edu.hk/record=b5896781.

Full text
Abstract:
Huang, Fang.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.<br>Includes bibliographical references (leaves 35-39).<br>Abstracts in English and Chinese.<br>Chapter 1. --- Introduction --- p.7<br>Chapter 2. --- Review of literatures and regulations --- p.12<br>Chapter 2.1. --- MBO in the US --- p.12<br>Chapter 2.2. --- MBO in China --- p.14<br>Chapter 3. --- Data selection and sources --- p.16<br>Chapter 4. --- Announcement effect of MBO --- p.17<br>Chapter 4.1. --- Research method --- p.18<br>Chapter 4.2. --- Group division of MBO companies --- p.18<br>Chapter 4.2.1. --- Di
APA, Harvard, Vancouver, ISO, and other styles
8

Tsai, Wen-Siou, and 蔡汶修. "Media Attention and SEO Announcement Effect." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/36682311104037929825.

Full text
Abstract:
碩士<br>國立高雄第一科技大學<br>財務管理研究所<br>102<br>This paper tests information signaling hypothesis by studying the impact of the pre-announcement media attention on share-price reaction during seasoned equity offerings (SEOs) announcements. In a sample of Taiwan firms that under take SEOs announcements from 1996 through 2011, we find that the average pre-announcement abnormal return for firms with pre-announcement media attention (positive) is significantly higher. Consistent with the information signaling hypothesis, our evidence suggests that market investors tend to view media attention as a channel t
APA, Harvard, Vancouver, ISO, and other styles
9

Chu, Chien-Lin, and 朱建霖. "The Announcement Effect of Securities Trust." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/90182202574496023791.

Full text
Abstract:
碩士<br>長榮大學<br>經營管理研究所<br>103<br>Through an event-study analysis, this paper investigates the market reactions to CEOs and presidents of listed and over-the-counter firms issuing initial securities trust in Taiwan for the first time. The objective is to determine whether this strategy is adopted to transmit positive firm information, reduce taxes, or enable the transfer of assets. Empirical results reveal that issuing a securities trust reduces taxes and enables CEOs and presidents to convey positive information about the long-term performance of their firm. However, the short-term performance
APA, Harvard, Vancouver, ISO, and other styles
10

Chang, Ai-Ling, and 張愛玲. "The Weekend Effect of Earnings Announcement." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/59554216888682946730.

Full text
Abstract:
碩士<br>銘傳大學<br>財務金融學系碩士班<br>98<br>The firm may manipulate investors’ weaken attention before weekend or holiday on earnings announcement date. That is, the firm with poor earnings tends to announce this bad news on Friday and mitigate the price falling. Based on the view, this study investigates the relationship between earnings announcement date and stocks markets reaction during the period from 2001 to 2009. The empirical results show the investors regard Friday announcement as negative signal since the abnormal returns are significantly less than non-Friday announcement.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Announcement effect"

1

Toussaint, Roland. Further evidence on the announcement effect of equity issues in Germany. University College Dublin, 1995.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Wood, Douglas. Effect of regulatory announcements on returns. Manchester Business School, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Fleming, Michael J. The term structure of announcement effects. Bank for International Settlements, Monetary and Economic Dept., 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Fleming, Michael J. The term structure of announcement effects. Federal Reserve Bank of New York, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Wood, Douglas. Effects of regulatory announcements on returns. Manchester BusinessSchool, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Angelini, P. Liquidity and announcement effects in the euro area. Banca d'Italia, 2002.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Chan, Keith K. W. Australian dividend reinvestment plans: The announcement effects of differing discount rates. Monash University, School of Banking & Finance, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Payne, Richard. Announcement effects and seasonality in the intra-day foreign exchange market. LondonSchool of Economics, Financial Markets Group, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Blouin, Jennifer L. Capital gains taxes and stock reactions to quarterly earning announcements. National Bureau of Economic Research, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Hashimoto, Yuko. Effects of Japanese macroeconomic announcements on the dollar/yen exchange rate. National Bureau of Economic Research, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Announcement effect"

1

Song, Pengcheng. "Announcement Effect." In Private Placement of Public Equity in China. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-55093-5_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Függer, Matthias, Alexander Kößler, Thomas Nowak, and Martin Zeiner. "Brief Announcement: The Degrading Effect of Forgetting on a Synchronizer." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33536-5_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Beyhaghi, Hedyeh, Nishanth Dikkala, and Éva Tardos. "Brief Announcement: Effect of Strategic Grading and Early Offers in Matching Markets." In Algorithmic Game Theory. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-48433-3_24.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Visser, Martine, and Alex Child. "The announcement effect: Early warnings of future thresholds under different framing and risk contexts." In Behavioural Economics and the Environment. Routledge, 2022. http://dx.doi.org/10.4324/9781003172741-13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Mestel, Roland, Henryk Gurgul, and Christoph Schleicher. "Capital Market Efficiency — An Empirical Analysis of the Dividend Announcement Effect for the Austrian Stock Market." In Operations Research Proceedings 2002. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55537-4_51.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Azuma, Takahiro, Katsuhiko Okada, and Yukinobu Hamuro. "Is No News Good News? The Streaming News Effect on Investor Behavior Surrounding Analyst Stock Revision Announcement." In Behavioral Interactions, Markets, and Economic Dynamics. Springer Japan, 2016. http://dx.doi.org/10.1007/978-4-431-55501-8_20.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Lakshmi, Devarakonda, Lakshmi Rawat, and Pankaj Sahu. "Effect of first lockdown announcement on the Indian stock market: An investigation of select 40 companies across nine sectors." In Building Resilient Organizations. Routledge, 2022. http://dx.doi.org/10.4324/9781003313663-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Schaefers, Tobias, Joe Cobbs, and Mark D. Groza. "Construal Level Effects in Sponsorship Announcements." In Looking Forward, Looking Back: Drawing on the Past to Shape the Future of Marketing. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24184-5_178.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Perumpral, Shalinl, Howard W. Combs, and Khalil Torabzadeh. "The Effect of Celebrity Endorsement Announcements oh Stock Prices." In Proceedings of the 1989 Academy of Marketing Science (AMS) Annual Conference. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-17055-8_64.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Liao, Mei-Hua, Xiang-Ling Zhan, and Hidekazu Sone. "The Effects of CSR Announcement on Long-Life Business." In Innovative Mobile and Internet Services in Ubiquitous Computing. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-61542-4_73.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Announcement effect"

1

Lin, J. Barry. "THE CURIOUS ANNOUNCEMENT EFFECT OF COMBINED SEOS." In 6th Business & Management Conference, Geneva. International Institute of Social and Economic Sciences, 2017. http://dx.doi.org/10.20472/bmc.2017.006.008.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Xu, Tian. "Limited Attention, Competitive Information and Earnings Announcement Effect." In 2021 6th International Conference on Social Sciences and Economic Development (ICSSED 2021). Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.210407.033.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Zhao, Yuling. "Multiscale Event Study of Private Placement Announcement Effect." In 2nd International Conference on Computer and Information Applications (ICCIA 2012). Atlantis Press, 2012. http://dx.doi.org/10.2991/iccia.2012.252.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Pinayani, Ani. "Bonus Share Issues and Announcement Effect in Indonesia Stock Exchange." In 2nd International Conference on Economic Education and Entrepreneurship. SCITEPRESS - Science and Technology Publications, 2017. http://dx.doi.org/10.5220/0006881401050109.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Kaźmierska-Jóźwiak, Bogna, and Elzbieta Wrońska-Bukalska. "EFFECT OF REPURCHASE ANNOUNCEMENT ON THE POLISH ALTERNATIVE STOCK MARKET." In 8th Economics & Finance Conference, London. International Institute of Social and Economic Sciences, 2017. http://dx.doi.org/10.20472/efc.2017.008.004.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Zuguang, Hu, and Minhaz Uddin Ahmed. "Dividend Announcement Effect on Stock Return: An Event Study on Shanghai Stock Exchange." In 2010 Second Global Congress on Intelligent Systems (GCIS). IEEE, 2010. http://dx.doi.org/10.1109/gcis.2010.26.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Xuefeng, He, Jiu Lili, and Han Shuangjiang. "Wealth effect of announcement of incentive policy of energy: evidence from China market." In 2013 International Conference of Information Science and Management Engineering. WIT Press, 2013. http://dx.doi.org/10.2495/isme133643.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Zhao, Yuling. "A new approach for event study of private placement announcement effect: Evidence from China." In International Conference on Education, Management and Computing Technology (ICEMCT-15). Atlantis Press, 2015. http://dx.doi.org/10.2991/icemct-15.2015.9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Peng, Li, and You-liang Li. "The Study of Announcement Effect of Block Transfers: Evidence from China after Equity Splitting Reform." In 2010 International Conference on Intelligent Computation Technology and Automation (ICICTA). IEEE, 2010. http://dx.doi.org/10.1109/icicta.2010.81.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Lobo, Bruno, Elisabete Vieira, and Jonas Oliveira. "The Effect of the Announcement of Mergers and Acquisitions on Abnormal Returns : A Bibliometric Analysis." In 2023 18th Iberian Conference on Information Systems and Technologies (CISTI). IEEE, 2023. http://dx.doi.org/10.23919/cisti58278.2023.10211668.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Announcement effect"

1

Thornton, Daniel L. The Information Content of Discount Rate Announcements: What Is Behind the Announcement Effect. Federal Reserve Bank of St. Louis, 1992. http://dx.doi.org/10.20955/wp.1992.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Thornton, Daniel L. The Information Content of Discount Rate Announcements: What Is Behind the Announcement Effect. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.032.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Rincón-Torres, Andrey Duván, Luisa María de la Hortúa-Pulido, Kimberly Rojas-Silva, and Juan Manuel Julio-Román. The Low Frequency Effect of Macroeconomic News on Colombian Government Bond Yields. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1263.

Full text
Abstract:
We study the effect of macroeconomic announcements surprises on Colombian treasury bond spot rates in the medium term. For this, we employ a two-step regression approach proposed by Altavilla, Giannone and Modugno (2017), which takes into account the high frequency response to these surprises while filtering out the noise in the estimation of its medium to long term effect. We found that the share of variation of one day Colombian treasury bond spot rates changes explained by these surprises lies below 10%. Moreover, Colombian macroeconomic announcement surprises other than the nominal exchang
APA, Harvard, Vancouver, ISO, and other styles
4

Bermudez-Cespedes, Juan Pablo, Luis Fernando Melo-Velandia, and Daniel Parra-Amado. Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations? Banco de la República, 2025. https://doi.org/10.32468/be.1315.

Full text
Abstract:
This research investigates the influence of natural disasters and climate-related announcements, particularly those associated with the El Niño Southern Oscillation (ENSO), on inflation expectations within the Colombian economy. Employing an event study framework, we analyze daily data on inflation expectations derived from the Colombian public debt market spanning October 2004 to August 2022, in conjunction with the Emergency Events Database (EM-DAT) and ENSO announcements from international agencies. Our findings provide evidence that both types of events significantly influence the mean of
APA, Harvard, Vancouver, ISO, and other styles
5

Lutz, Carsten. Complexity and Succinctness of Public Announcement Logic. Technische Universität Dresden, 2005. http://dx.doi.org/10.25368/2022.152.

Full text
Abstract:
There is a recent trend of extending epistemic logic (EL) with dynamic operators that allow to express the evolution of knowledge and belief induced by knowledge-changing actions. The most basic such extension is public announcement logic (PAL), which is obtained from EL by adding an operator for truthful publix announcements. In this paper, we consider the computational complexity of PAL and show that it coincides with that of EL. This holds in the single- and multi-agent case, and also in the presence of common knowledge operators. We also prove that there are properties that can be expresse
APA, Harvard, Vancouver, ISO, and other styles
6

Jaramillo-Echeverri, Juliana. Waves of Change? Radio announcements and fertility decline. Banco de la República, 2024. http://dx.doi.org/10.32468/chee.65.

Full text
Abstract:
Can radio campaigns affect fertility? This paper examines the impact of a national radio campaign promoting family planning clinics in late 1960s Colombia on the country's rapid fertility decline. The campaign, initiated by Profamilia in 1969, provided information about the location of clinics without giving detailed contraceptive information. Using data from the full count 1973 census and information on clinic locations and radio programs, the study leverages exogenous variation in radio signal strength to estimate the campaign's effect on fertility. I follow a difference-in-differences strat
APA, Harvard, Vancouver, ISO, and other styles
7

Melosi, Leonardo, Hiroshi Morita, and Francesco Zanetti. The Signaling Effects of Fiscal Announcements. Federal Reserve Bank of Chicago, 2022. http://dx.doi.org/10.21033/wp-2022-38.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Pinzón-Puerto, Freddy, and Mauricio Villamizar-Villegas. Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. Banco de la República Colombia, 2023. http://dx.doi.org/10.32468/be.1223.

Full text
Abstract:
We revisit an old question but with a new identification strategy, namely the difference in exchange rate effects between announced (“vocal”) and secret (“dirty”) foreign exchange intervention. Using a Regression Discontinuity Design, we exploit a rule-based intervention mechanism enacted by the Central Bank of Colombia that, under observable and deterministic conditions, triggered either the issuance of FX options or the ability to exercise them. We take the former (issuance) as central bank announcements under a sharp setting, since the rule and information that triggered the issuance of opt
APA, Harvard, Vancouver, ISO, and other styles
9

Gómez, Camilo, Mariana Escobar-Villarraga, and Ligia Alba Melo-Becerra. Cross-Border Effects of Fed Capital Requirements on Emerging Market Banks’ Funding: The Colombian Case. Banco de la República, 2025. https://doi.org/10.32468/be.1321.

Full text
Abstract:
This paper examines the impact of the Federal Reserve’s 2022 capital requirements on Colombian banks’ access to foreign credit lines. These measures, more stringent than in previous years, introduced a stronger stress capital buffer in response to global recession risks and inflationary pressures. A key contribution of the study is its distinction between the announcement, publication, and implementation phases of these regulations, highlighting how expectations, information flows, and uncertainty shape banks’ financial strategies. Using a Synthetic Difference-in-Differences (SDID) approach, t
APA, Harvard, Vancouver, ISO, and other styles
10

Andersen, Torben, Tim Bollerslev, Francis Diebold, and Clara Vega. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w8959.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Announcement effect' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography