Relevant bibliographies by topics / The efficient market hypothesis and the signaling theory

Contents

  1. Journal articles

Academic literature on the topic 'The efficient market hypothesis and the signaling theory'

Author: Grafiati
Published: 4 June 2021
Last updated: 18 February 2022

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 'The efficient market hypothesis and the signaling theory.'

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 "The efficient market hypothesis and the signaling theory"

1

Swandari Budiarso, Novi, Abdul Wahab Hasyim, Rusman Soleman, Irfan Zam Zam, and Winston Pontoh. "Investor behavior under the Covid-19 pandemic: the case of Indonesia." Investment Management and Financial Innovations 17, no. 3 (2020): 308–18. http://dx.doi.org/10.21511/imfi.17(3).2020.23.

Full text
Abstract:
This study begins with the assumption that the existence of abnormal circumstances will force investors to take measures to protect their investments in the capital market. Recently, the stock index in the Indonesian market has been declining and continued to fall until the end of April 2020 due to the impact of the Covid-19 pandemic. In terms of efficient market theory, prospect theory and signaling theory, this study aims to analyze the relationship between risk and return in the Indonesian capital market during the Covid-19 pandemic as a manifestation of investor behavior. To test hypothese
APA, Harvard, Vancouver, ISO, and other styles
2

Yasar, Burze, Thomas Martin, and Timothy Kiessling. "An empirical test of signalling theory." Management Research Review 43, no. 11 (2020): 1309–35. http://dx.doi.org/10.1108/mrr-08-2019-0338.

Full text
Abstract:
Purpose This study aims to support and extend signalling theory because of information asymmetry. This study also aims to answer the call to further negative signalling and explore immediate reactions to signals, thus alleviating a gap with regard to temporality of signalling. Design/methodology/approach The study used two separate data sources, the S&P 500 and 51,500 pages of the public papers between 1981 and 1999, nearly 20 years of data. Inter-rater reliability, controlled for all macroeconomic announcements identified in the literature, is used, and the data are empirically tested usi
APA, Harvard, Vancouver, ISO, and other styles
3

John O. Messo, Raude, and John Byaruhanga. "Earnings Announcement and the Performance of Security Prices of Companies Listed on the Nairobi Securities Exchange, Kenya." International Journal of Business and Management 14, no. 9 (2019): 188. http://dx.doi.org/10.5539/ijbm.v14n9p188.

Full text
Abstract:
Security price performance is a significant economic activity which measures the company’s wealth and plays a vital role in economic growth. Security price performance reflects investor perception to earn and grow returns in the future. However, this is not the case for the NSE, Kenya N20 share index, which for the past two to three years experienced declines in security prices prompting this study to investigate the effect of Earnings Announcements on the Performance of Security Prices of companies listed on the NSE, Kenya. The study applied the Dividend Signaling Theory, the Effici
APA, Harvard, Vancouver, ISO, and other styles
4

Jeong, Bong-Keun, and Ying Lu. "The Impact of Radio Frequency Identification (RFID) Investment Announcements on the Market Value of the Firm." Journal of Theoretical and Applied Electronic Commerce Research 3, no. 1 (2008): 41–54. http://dx.doi.org/10.3390/jtaer3010006.

Full text
Abstract:
This paper examines the impact of RFID investment announcements on the market value of the firms and explores industry effects of the positive abnormal returns to firms making the announcements. Drawing upon the efficient market theory, market signaling hypothesis, and prior empirical studies, we employ event study methodology to analyze RFID investment announcements over a six-year period from 2001 to 2006. In this paper, we present preliminary results that demonstrate an overall positive abnormal return to RFID investment announcements over the three-day event window. In addition, industry d
APA, Harvard, Vancouver, ISO, and other styles
5

Kustono, Alwan Sri. "Motive behind Earnings Management Practices: Case in Public Property and Real Estate Companies in Indonesia." AKRUAL: Jurnal Akuntansi 12, no. 1 (2020): 49. http://dx.doi.org/10.26740/jaj.v12n1.p49-64.

Full text
Abstract:
This study examines the antecedents and consequence variables of earnings management. This study is expected to explain the motive of earnings management practices by public property and real estate companies in Indonesia: opportunistic or efficient. The theory which is the basis for developing the hypotheses ise agency, positive accounting, and signaling theories simultaneously. This study is explanatory research which aims to explain the causal relationship between variables through hypothesis testing. Data of this research are financial statements of public companies in the property and rea
APA, Harvard, Vancouver, ISO, and other styles
6

James, Kevin R., and Marcela Valenzuela. "The Efficient IPO Market Hypothesis: Theory and Evidence." Journal of Financial and Quantitative Analysis 55, no. 7 (2020): 2304–33. http://dx.doi.org/10.1017/s0022109019000784.

Full text
Abstract:
We derive the optimal underwriting method and the quantitative initial public offering (IPO) pricing rule that this method implies in a market with informational frictions consisting of fully rational banks, issuers, and investors. In an efficient IPO market, an issuer’s expected initial return will be determined entirely by the combination of this pricing rule and issuer fundamentals. Applying this rule, we find that we can explain the quantitative magnitude of the principal aspects of the time-series and cross-sectional variation in IPO average initial returns. We conclude that the IPO marke
APA, Harvard, Vancouver, ISO, and other styles
7

GULKO, LES. "THE ENTROPIC MARKET HYPOTHESIS." International Journal of Theoretical and Applied Finance 02, no. 03 (1999): 293–329. http://dx.doi.org/10.1142/s0219024999000170.

Full text
Abstract:
Information theory teaches that entropy is the fundamental limit for data compression, and electrical engineers routinely use entropy as a criterion for efficient storage and transmission of information. Since modern financial theory teaches that competitive market prices store and transmit information with some efficiency, should financial economists be concerned with entropy? This paper presents a market model in which entropy emerges endogenously as a condition for the operational efficiency of price discovery while entropy maximization emerges as a condition for the informational efficienc
APA, Harvard, Vancouver, ISO, and other styles
8

Das, Amaresh. "Martingales, Efficient Market Hypothesis and Kolmogorov’s Complexity Theory." Information Management and Business Review 2, no. 6 (2011): 252–58. http://dx.doi.org/10.22610/imbr.v2i6.905.

Full text
Abstract:
Efficient market theory states that financial markets can process information instantly. Empirical observations have challenged the stricter form of the efficient market hypothesis (EMH). These empirical observations and theoretical considerations show that price changes are difficult to predict if one starts from the time series of price changes. This paper provides an explanation in terms of algorithmic complexity theory of Kolmogorov that makes a clearer connection between the efficient market hypothesis and the unpredictable character of stock returns.
APA, Harvard, Vancouver, ISO, and other styles
9

Pradana, Bayu Laksma. "ADAPTIVE MARKET? A NEW HYPOTHESIS?" Jurnal Bina Akuntansi 5, no. 1 (2018): 150–63. http://dx.doi.org/10.52859/jba.v5i1.38.

Full text
Abstract:
The efficient market hypothesis (EMH) has been challenged by behaviourists for decades. Is market predictable? and how rational human beings prone to make flaws in making decisions are two general questions that still debatable until nowadays. A long argument between Rationalists and Behaviorists. A new theory emerged to find a way out and became the “middle way”. It gave justifications that those previous theories have both their own strengths and also weakneses. Combining biology, neuro science, and evolution, The MIT Professor seemed to believe that finance and market today are more like ev
APA, Harvard, Vancouver, ISO, and other styles
10

Cohen, Lloyd R. "Why Tender Offers? The Efficient Market Hypothesis, the Supply of Stock, and Signaling." Journal of Legal Studies 19, no. 1 (1990): 113–43. http://dx.doi.org/10.1086/467844.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources
You might also be interested in the extended bibliographies on the topic 'The efficient market hypothesis and the signaling theory' for particular source types:
Journal articles
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