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Articoli di riviste sul tema "Announcement effect"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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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.

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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

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11

Kalyani, Dr P., Dr T. Suchitra Rani, and Mr Bhavesh Agarwal. "THE EFFECT OF DIVIDEND ANNOUNCEMENT ON STOCK RETURN – A STUDY ON SELECT DAIRY COMPANIES LISTED ON BSE." BSSS Journal of Management 13, no. 1 (2022): 1–8. http://dx.doi.org/10.51767/jm1301.

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Empirical evidences on dividend policies support diversified thoughts on the impact of dividend pay-out on the share price of a company. Along with the dividend pay-outs, the reaction of markets to the announcement of dividend is an important factor driving the stock returns of a company. Previous research shows mixed results signalling the effect of dividend announcements on stock returns. The current study aims to examine the effect of dividend announcements on stock returns with reference to Indian Dairy companies. A sample of 30 final dividend announcements made by seven popular dairy food

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Darmawan, Mr. "DIVIDEND OMISSION ANNOUNCEMENT EFFECT TO MARKET REACTION IN INDONESIA STOCK EXCHANGE." IJBE (Integrated Journal of Business and Economics) 2, no. 2 (2018): 14. http://dx.doi.org/10.33019/ijbe.v2i2.72.

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This study examined the signalling theory about how the market / investors respond to dividend announcements made by companies listed on the Indonesia Stock Exchange during the period 2008-2012. This period was chosen because the economy and economic growth of Indonesia is relatively stable. In general, the objective of this research is to develop new theoretical approaches, in an effort to resolve the conceptual controversies regarding the impact of dividend policy on firm value. That in detail, in particular, objective: To analyze and empirically test the market reaction to the announcement

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Darmawan. "Dividend Omission Announcement Effect to Market Reaction in Indonesia Stock Exchange." Integrated Journal of Business and Economics 2, no. 2 (2018): 14–28. https://doi.org/10.5281/zenodo.1258227.

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<em>This study examined the signalling theory about how the market / investors respond to dividend announcements made by companies listed on the Indonesia Stock Exchange during the period 2008-2012. </em><em>This period was chosen because the economy and economic growth of Indonesia is relatively stable. </em><em>In general, the objective of this research is to develop new theoretical approaches, in an effort to resolve the conceptual controversies regarding the impact of dividend policy on firm value. That in detail, in particular, objective: To analyze and empirically test the market reactio

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14

Yang, Xiangyang, Zheng Zhang, Siqi Rao, Bei Liu, and Yueyue Li. "How Does Environmental Information Disclosure Affect Pollution Emissions: Firm-Level Evidence from China." International Journal of Environmental Research and Public Health 19, no. 19 (2022): 12763. http://dx.doi.org/10.3390/ijerph191912763.

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This paper uses the environmental information announcement system as a quasi-natural experiment, cleaning China’s Industrial Enterprise Pollution Database, a unique and comprehensive firm-level database, and merges it with China’s Industrial Enterprise Database. Then, we use the difference-in-differences model to test the effect of environmental information announcements on firm pollution emissions and the transmission mechanism. The empirical results found that environmental information announcement has a significant environmental performance improvement effect. That is, environmental informa

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15

Murharsito, Murharsito. "Pengaruh Pengumuman Pembatasan Aktivitas Masyarakat dan Restrukturisasi Kredit terhadap Tingkat Bunga Antar Bank." Balance Vocation Accounting Journal 6, no. 2 (2023): 172. http://dx.doi.org/10.31000/bvaj.v6i2.7265.

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This study aimed to analyze the effect of public activity restriction announcements and credit restructuring on interbank interest rates in Indonesia during the Covid-19 pandemic. This study used the event study method by analyzing changes in interbank interest rates 5 days before and after the announcement event. The announcement of restrictions on community activities consisted of the announcement of the first Covid-19 case in Indonesia, the first PSBB, the second PSBB and emergency PPKM. Meanwhile, the announcement of credit restructuring consisted of a presidential announcement regarding c

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Chavali, Kavita, and Nusratunnisa . "Impact of Dividends on Share Price Performance of Companies in Indian Context." SDMIMD Journal of Management 4, no. 1 (2013): 4. http://dx.doi.org/10.18311/sdmimd/2013/2681.

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The study aims at finding the impact of dividends (cash and stock) on share price performance of companies in the Indian context. A sample of 67 fast moving consumer goods companies who made dividend announcements from April 2007 to August 2011 are taken. In this study, the Market Model Event Study Methodology has been employed to measure the effect of dividend announcements and its impact on the share price with a 41-day event window is taken. The stock price data is collected for 20 days prior to the dividend announcement, the share price on the announcement date (<em>An date</em&gt

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B., Suresha, Kavitha Desai, Rejoice Thomas, Nijumon K John, and Elizabeth Renju Koshy. "Announcement effect of tender offer share buyback around turmoil period – evidence from India." Investment Management and Financial Innovations 21, no. 3 (2024): 160–69. http://dx.doi.org/10.21511/imfi.21(3).2024.14.

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The announcement of a buyback informs the market about the company’s decision to repurchase its own shares. This announcement highlights the company’s price valuation and the inefficiencies that exist in the market. This study examines the share buyback announcement effect during the COVID-19 period. The study considered the stocks listed in the National Stock Exchange (NSE) that offered share buyback under tender offer mode during the pre-pandemic period between April 2016 and February 2020 and the post-pandemic period between March 2020 and March 2022. 75 firms in the pre-pandemic period and

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18

Gunalp, Burak, Eyup Kadioglu, and Saim Kılıç. "Nakit Temettü Bilgisinin Hisse Senedi Getirisi Üzerinde Önemli Bir Etkisi Olup Olmadığının İMKB'de Test Edilmesi." Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 28, no. 2 (2010): 47–69. https://doi.org/10.5281/zenodo.4677528.

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This study investigates the information content of the cash dividend in the Turkish capital markets by using regression analysis. Data used in the study consist of 321 cash dividend announcements and relevant prices of 83 companies traded in Istanbul Stock Exchange during the 2003-2007 period. The main findings of the study are as follows: First, there is a significant negative relationship between cash dividend and abnormal return after the announcement. The announcement of a higher cash dividend per share results in a significant higher negative abnormal return and the announcement of a lowe

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19

Ball, Ray, and Eli Bartov. "The Earnings Event-Time Seasonal and the Calendar-Time Seasonal in Stock Returns: Naive Use of Earnings Information or Announcement Timing Effect?" Journal of Accounting, Auditing & Finance 10, no. 4 (1995): 677–98. http://dx.doi.org/10.1177/0148558x9501000401.

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We document a pattern in the day-of-the-week timing of future earnings announcements that is predictable from knowledge of the current quarter's earnings. The pattern mimics the predictable (+, +, 0, -) dependence previously reported in both seasonally differenced quarterly earnings themselves and in estimated abnormal returns at future quarterly earnings announcement dates (the “SUE effect”; see Rendleman, Jones, and Latané [1987]; Bernard and Thomas [1990]). The predictability of abnormal returns at future earnings announcement dates therefore is not independent of the well-documented day-of

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Zdaniuk, Agnes, and Nita Chhinzer. "The effect of explanations and CEO presence on stock market reactions to downsizing." Journal of Organizational Change Management 32, no. 4 (2019): 441–56. http://dx.doi.org/10.1108/jocm-06-2018-0161.

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Purpose The purpose of this paper is to examine whether the type of explanation (excuses, justifications, apologies and denials) provided for downsizing and the source of the announcement (CEO vs other organizational members) influences shareholders’ market reactions to downsizing announcements. Design/methodology/approach In total, 388 media-based downsizing announcements from 2006–2015 were coded for explanation type and source of message. Cumulative average return was used to assess the impact of downsizing on market reactions the day after the announcement. Findings As predicted, and consi

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Aamir, Muhammad, and Syed Zullfiqar Ali Shah. "DIVIDEND ANNOUNCEMENTS AND THE ABNORMAL STOCK RETURNS FOR THE EVENT FIRM AND ITS RIVALS." Australian Journal of Business and Management Research 01, no. 08 (2012): 72–76. http://dx.doi.org/10.52283/nswrca.ajbmr.20110108a08.

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Impact of dividend announcement on stock prices is pronounced in various studies conducted by various researchers. Event study has been conducted in this paper on 26 announcements and the firms were belonging to cement and oil and gas sector of Pakistan. In this study data span of 2004-2008 has been covered. Impact of dividend announcement on stock prices of event and rival firms has been analysed and it has been found that dividend announcement depicts positive impact on share prices of the companies at the time of announcement as well as immediately after such announcements. Performance of e

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Neururer, Thaddeus, George Papadakis, and Edward J. Riedl. "The Effect of Reporting Streaks on Ex Ante Uncertainty." Management Science 66, no. 8 (2020): 3771–87. http://dx.doi.org/10.1287/mnsc.2019.3320.

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This paper predicts and finds that investor uncertainty surrounding a key information release event—the earnings announcement—is decreasing in a firm’s reporting streak. We use two proxies related to investor ex ante uncertainty and corresponding pricing of such uncertainty: option-implied volatilities and variance risk premiums; both are measured with maturities surrounding the impending quarterly earnings announcement. Consistent with prior research, we measure reporting streak as the number of consecutive quarters the firm meets or beats the consensus analyst earnings-per-share forecast. Em

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Ngwakwe, Collins C. "The Effect of Earnings Announcement on the Market Value of Corporate Stock." Oblik i finansi, no. 3(105) (2024): 96–102. http://dx.doi.org/10.33146/2307-9878-2024-3(105)-96-102.

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On June 18, 2024, Nvidia's stock was momentarily crowned as the world's most valuable stock – surpassing other technology companies. Accordingly, this paper aims to analyze the differential effect of Nvidia's earnings announcement on the company's stock price following the earnings announcement. The research is anchored on the prior theory of efficient market hypothesis – which emphasizes the effect of information on stock prices. The paper applied a quantitative differential approach. The earnings announcement was used as the basis for differential stock price analysis because, based on previ

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Gupta, Jyoti, and Florian Wagner. "The Announcement Effect of Open-Market Share Buybacks: The Case for European Firms." International Journal of Economics and Finance 10, no. 8 (2018): 117. http://dx.doi.org/10.5539/ijef.v10n8p117.

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Using a comprehensive sample of 1830 open-market repurchases of 15 European countries encompassing the period from 1998 until 2013, we analyzed the magnitude and determinants of the share price reaction on announcement. Our results indicate that buyback announcements in Europe lead on average to a significantly positive abnormal return of 0.92% on announcement day, however, decreasing in firm size and announcement frequency. Additionally, our findings show that the market does not particularly greet the distribution of excess cash to shareholders, but rather when companies take advantage of un

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Luo, Yan, and Linying Zhou. "Managerial ability, tone of earnings announcements, and market reaction." Asian Review of Accounting 25, no. 4 (2017): 454–71. http://dx.doi.org/10.1108/ara-07-2016-0078.

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Purpose The purpose of this paper is to examine the effect of managerial ability on the tone of earnings announcements and on the market response to the tone. Design/methodology/approach This study constructs a model of the determinants of earnings announcement tone in order to examine whether managerial ability plays a significant role in determining earnings announcement tone. Further, to test whether the market response to the tone of earnings announcements is affected by managerial ability, this study also examines the interactive term between earnings announcement tone and managerial abil

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Kumar, Pushpender, Noella Nazareth, and Harsh Pratap Singh. "Do Monetary Policy Announcements Affect Stock Market Performance: Evidence from Emerging Economy." Journal of Commerce and Accounting Research 14, no. 4 (2025): 65–76. https://doi.org/10.21863/jcar/2025.14.4.007.

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This study aims to examine the effect of monetary policy announcements on returns in the Indian stock market. An event study methodology is employed to evaluate the influence of such announcements. The research utilises daily time series data from broad market indices like the Nifty 50, Nifty 100, Nifty 200, and Nifty 500 to represent the Indian stock market, alongside sectoral indices including Nifty Auto, Nifty Bank, Nifty Financial Services, Nifty FMCG, Nifty IT, Nifty Media, Nifty Metal, Nifty Pharma, Nifty Private Bank, Nifty PSU Bank, and Nifty Realty. The results reveal that a reduction

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Khriplia, Tatiana Sergeevna. "The potential of speech impact of the lexical system of language in public service announcement of the People's Republic of China." Communication studies 11, no. 2 (2024): 332–44. http://dx.doi.org/10.24147/2413-6182.2024.11(2).332-344.

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The article presents an analysis of lexical methods of speech impact in public service announcement of the People's Republic of China. The empirical basis of the study was made up of announcement texts dedicated to the ideologies of the “Chinese dream” and “core values of socialism”. The purpose of the study was to determine the features of impact techniques implemented at the lexical level, taking into account the specifics of Chinese public service announcement. To achieve this purpose, the following tasks were set: determining the types of evaluative vocabulary used in the analyzed announce

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Puspitaningtyas, Zarah. "Empirical evidence of market reactions based on signaling theory in Indonesia stock exchange." Investment Management and Financial Innovations 16, no. 2 (2019): 66–77. http://dx.doi.org/10.21511/imfi.16(2).2019.06.

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Signaling theory assumes that it is necessary to signal investors to how they perceive company’s prospects. One of them is dividend announcements. The announcement of dividends is predicted to be a signal for investors in the investment decision making process. This study aims to determine and analyze the effect of dividend announcements, both increases and decreases in dividends, on stock returns. This study is intended to find empirical evidence about market reactions based on signaling theory in Indonesia Stock Exchange on the period 2017. The analysis of this study uses the event study met

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Bello, Mohammed Aminu, Aminu Kado Kurfi, and Bashir Tijjani. "CORPORATE GOVERNANCE AND STOCK MARKET REACTION TO SEASONED EQUITY OFFERING ANNOUNCEMENT BY FIRMS IN NIGERIA." Malaysian Management Journal 25 (July 9, 2021): 73–98. http://dx.doi.org/10.32890/mmj2021.25.4.

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This study examined the effect of corporate governance variables of board independence, institutional ownership, managerial ownership, board size, and director expertise on the market reaction to seasoned equity offering (SEO) announcements by firms in the Nigerian stock market. The event study methodology was employed, and abnormal returns were computed using the market model. A total of 62 announcements by 38 firms listed on the Nigerian stock exchange from 1st January 2006 to 31st December 2016 were included in the analysis. The study recorded significant positive cumulative abnormal return

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Kryzanowski, Lawrence, and Ying Lu. "In government we trust: rise and fall of Canadian business income trust conversions." Managerial Finance 35, no. 9 (2009): 784–802. http://dx.doi.org/10.1108/03074350910973702.

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PurposeThe purpose of this paper is to assess the market impact of announcements that publicly traded limited liability firms would convert to business income trusts, and to test the robustness of the tax motive as the primary determinant of any conversion announcement effects by estimating the market impact of the announcement by the Canadian Federal Government that the corporate income of Canadian income trusts would be taxed at the trust level.Design/methodology/approachEvent‐study methodology (including various tests of robustness) is used to examine the market impacts of the initial conve

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Rahmatullah, Dedy, and Diny Ghuzini. "Exchange rate responses to macroeconomic announcement on the COVID-19 pandemic." Jurnal Ekonomi dan Bisnis 26, no. 1 (2023): 45–66. http://dx.doi.org/10.24914/jeb.v26i1.4868.

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This study examines the effects of macroeconomic announcements on the USD/IDR exchange rate before and during the COVID-19 pandemic, and the difference between the impact of positive and negative announcements on the exchange rate. To measure the macroeconomic announcement, a surprise component is used, that is the difference between actual data and market forecasts. The data in this research are daily time series from 1 January 2014 to 30 November 2020. The actual data and market forecasts for each indicator are obtained from Bloomberg. To test the exchange rate response to the macroeconomic

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Usman, Bahtiar. "TICK SIZE DAN KUALITAS PASAR DI BURSA EFEK JAKARTA." Media Riset Bisnis & Manajemen 7, no. 2 (2007): 197–214. http://dx.doi.org/10.25105/mrbm.v7i2.1052.

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The purpose of this study is to analyze the impact of a tick size change announcement to capital market quality using data from firms listed in Bursa Effect Jakarta. Database classified firms by stock volume level and price level. Generally, there is no evidence to prove that a tick size change announcement have an influence to capital market quality, but for special case we can prove that a tick size change announcement tend to influence capital market quality: i.e for firm that have lower price stock, the reducing tick size announcement will decrease capital market quality and from regressio

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Pathak, Hari Prasad, and Sweta Gupta. "Rights Offering and Its Effect on Share Price Movement: A Study of Commercial Banks." Journal of Nepalese Business Studies 11, no. 1 (2018): 1–13. http://dx.doi.org/10.3126/jnbs.v11i1.24195.

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This paper examines the effect of rights share issue on share price movement in the banking sector covering the period 2007/08 to 2016/17. In order to find out the share price movement in different selected points of time, pre and post right issue and price relatives were calculated considering the price of 90 days before the right announcement date as the beginning index. Five different points of time were selected to observe the share price movements assuming the announcement date as the reference point of time. Stock price data were obtained from the website of NEPSE. The paper uses correla

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Eren, Binali Selman. "The Impact of Mergers and Acquisitions on Acquirers’ Stock Returns: Evidence from Türkiye." Sosyoekonomi 33, no. 64 (2025): 103–30. https://doi.org/10.17233/sosyoekonomi.2025.02.05.

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This study investigates investors’ reactions to domestic merger and acquisition (M&A) announcements in Türkiye between 2016 and 2023. The study analyses investor reactions using the event study method. The analysis encompasses 91 domestic acquisition announcements. The acquirers' abnormal returns are calculated using the market model and evaluated using a comprehensive set of test statistics. The analysis results indicate that abnormal returns are generally positive and significant before the M&A announcement date. Nevertheless, this effect does not persist after the first announcement

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Sun, Ke. "Do Rating Change Announcements Transfer Effective Information? Test on the Effectiveness and Sustainability of Credit Rating in China." Sustainability 14, no. 21 (2022): 14086. http://dx.doi.org/10.3390/su142114086.

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Abstract (sommario):

China is commonly viewed as a country with weak legal institutions and disclosure regulations. The validity and effectiveness of credit rating in China are controversial topics. Bond ratings provide information about the quality and marketability of bond issues. This paper studies the effects of rating change announcements on the price of fixed-income enterprise bonds to test the effectiveness and sustainability of credit rating in China. The results show that upgrade and downgrade announcements have an asymmetric effect on bond prices. Downgrade announcements have transferred new information

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Raza, Sohail, and Shahzad Munir. "The Impact of U.S. Quantitative Easing (QE) Announcements on Indian Government Bond Yields." Asian Journal of Economics, Business and Accounting 23, no. 19 (2023): 179–206. http://dx.doi.org/10.9734/ajeba/2023/v23i191083.

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This study investigates the impact of U.S. Quantitative Easing (QE) announcements on Indian Treasury yields. Two outstanding channels of spillover effects on bond yields documented in the existing literature are signalingchannel and portfolio balance channel. This study decomposes Indian Treasury yields into yield expectationsand risk premia to measure spillover effects of U.S. QE announcements. The impact on yield expectationmeasures signaling effect while the impact on risk premia measures portfolio balance effect. It is observed that FOMC announcements of Federal Reserve’s Quantitative Easi

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Chai, Daniel, Ziyang Lin, and Chris Veld. "Value-creation through spin-offs: Australian evidence." Australian Journal of Management 43, no. 3 (2017): 353–72. http://dx.doi.org/10.1177/0312896217729728.

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Abstract (sommario):

We examine announcement effects and the long-run stock performance associated with spin-offs for companies listed on the Australian Securities Exchange. The 3-day announcement effect is a significantly positive 2.93%. Contrary to previous studies, we find no differences between ex post completed and non-completed spin-off announcements. The abnormal returns do not seem to be related to factors found significant in previous studies, such as an increase in industrial or geographical focus, information asymmetry, and the amount of bank debt of the parent company. There is some evidence that Austr

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Tay, Liang-Mui, Chin-Hong Puah, Rayenda Khresna Brahmana, and Nurul Izza Abdul Malek. "The effect of white collar crime announcement on stock price performance." Journal of Financial Crime 23, no. 4 (2016): 1126–39. http://dx.doi.org/10.1108/jfc-03-2015-0016.

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Purpose The purpose of this paper is to investigate the connection between ethics and profitability by examining the association between published reports on white-collar crime and the share-price performance of the Malaysian-listed companies. This study aims to examine the role of white-collar crime in Malaysian-listed companies on its stock-price reaction. Design/methodology/approach Following prior research, even study methodology is used to exploit the stock-price reaction on the white-collar crime announcement. The daily bases of average abnormal returns (AARs) and cumulative average abno

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Zhang, Li. "The Effect of Ex Ante Management Forecast Accuracy on the Post-Earnings-Announcement Drift." Accounting Review 87, no. 5 (2012): 1791–818. http://dx.doi.org/10.2308/accr-50197.

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ABSTRACT I examine the effect of ex ante management forecast accuracy on the post-earnings-announcement drift when management forecasts about next quarter's earnings are bundled with current quarter's earnings announcements. I build a composite measure of ex ante management forecast accuracy that takes into account forecast ability, forecast difficulty, and forecast environment. The results show that the bundled forecasts with higher ex ante accuracy mitigate investors' under-reaction to current earnings and reduce the magnitude of the post-earnings-announcement drift. Data Availability: The d

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Park, Sorah. "Differential Effect Of The Sarbanes-Oxley Act On Individual And Institutional Investors." Journal of Applied Business Research (JABR) 32, no. 2 (2016): 517. http://dx.doi.org/10.19030/jabr.v32i2.9593.

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This study investigates the differential effect of the Sarbanes-Oxley Act of 2002 (“SOX”) on unsophisticated individual investors and sophisticated institutional investors. I examine the relationship between abnormal stock returns around quarterly earnings announcements before and after SOX and investor sophistication. Empirical test results show that SOX positively affected stock returns reaction around the quarterly earnings announcement, consistent with prior literature. However, the increased stock returns reaction in the post-SOX period appears to be unrelated to individual investors. I f

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41

Алешина, Н. А. "Model checking for coalition announcement logic." Logical Investigations 24, no. 2 (2018): 59–69. http://dx.doi.org/10.21146/2074-1472-2018-24-2-59-69.

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This talk is based on joint work with Rustam Galimullin and Hans van Ditmarsh, published in the German Conference on Artificial Intelligence (KI 2018). First I will introduce background and motivation for the work. I will introduce multi-agent Epistemic Logic (EL) for representing knowledge of (idealised) agents, Public Announcement Logic (PAL) for modelling knowledge change after truthful announcements, Group Announcement Logic (GAL) for modelling what kinds of changes in other agents’ knowledge a group of agents can effect, and Coalition Announcement Logic (CAL) which is the main subject of

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Chi, Sabrina S., and Devin M. Shanthikumar. "Local Bias in Google Search and the Market Response around Earnings Announcements." Accounting Review 92, no. 4 (2016): 115–43. http://dx.doi.org/10.2308/accr-51632.

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ABSTRACT We examine the impact of distance on internet search, and the effect of the “local bias” in search on the stock market response around earnings announcements. We find significant local bias in search behavior. Motivated by theories explaining local bias, local information advantage, and familiarity bias, we predict and find that firms with higher local bias in search experience higher bid-ask spreads, lower trading volumes, and lower earnings response coefficients at the time of earnings announcements, consistent with non-local investors relying more than locals on public information

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Chhetri, Shanti Devi, and Ravindra Prasad Baral. "Event Study of Effect of Merger Announcement on Stock Price in Nepal." Journal of Business and Management 5 (December 31, 2018): 64–73. http://dx.doi.org/10.3126/jbm.v5i0.27390.

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Abstract (sommario):

Events like merger and acquisition affect the value of merging firms and also generate a positive or negative wealth effect for shareholders of firms involved. The purpose of this study is to investigate whether a merger announcement has generated wealth effects for the shareholders of bidding and target firms as well as it has aimed to assess the impact on overall banking sector. Two models; mean adjusted model and market risk adjusted model has been used in the study employing the ‘event study’ methodology to examine whether there is presence of abnormal return associated with merger announc

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Riyani, Yani. "Pengaruh Pengumuman Kebijakan Dividen terhadap Volatilitas Harga Saham." Eksos 15, no. 2 (2020): 85–94. http://dx.doi.org/10.31573/eksos.v15i2.85.

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Abstract (sommario):

This study aims to determine the effect of dividend policy announcements on stock price volatility. This research is an event study, with a period of observation 10 days before and after dividend announcement. According to the purposive sampling of 30 companies incorporated in the JII there are 20 companies that meet the criteria to be sampled. The variable used in this study is dividend policy announcements which are proxied by abnormal returns and stock price volatility. By using simple linear regression analysis, the results of the study found that the dividend announcement policy affects t

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45

Josephat, Lotto. "How Does Stock Market React to Dividend Announcement? An Empirical Evidence from Tanzania Listed Firms." Economics and Business Quarterly Reviews 6, no. 3 (2023): 86–97. https://doi.org/10.31014/aior.1992.06.03.522.

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Abstract (sommario):

This paper aimed at examining the reaction of corporate stock return on dividend announcement for listed firms in Dar Es Salaam Stock Exchange (DSE) between 2010 and 2019. The study employed the event study methodology to assess the impact of the information on the stock return. The results clearly show that the effect of dividend announcement on the stock return is positive around the announcement date, and that the stock price moves up as long as the announcement date approaches and then starts decreasing from this date onwards. This immediately confirms the consequence of dividend announcem

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46

Jarboui, Anis, and Emna Mnif. "Cryptocurrency bubble risk and the FOMC announcements during COVID-19 black swan event." Journal of Investment Compliance 22, no. 1 (2021): 95–108. http://dx.doi.org/10.1108/joic-12-2020-0048.

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Abstract (sommario):

Purpose After the COVID-19 outbreak, the Federal Reserve has undertaken several monetary policies to alleviate the pandemic consequences on the markets. This paper aims to evaluate the effects of the Federal Reserve monetary policy on the cryptocurrency dynamics during the COVID19 pandemic. Design/methodology/approach We examine the response and feedback effects via an event study methodology. For this purpose, abnormal returns (AR) and cumulative abnormal returns (CARs) around the first FOMC (Federal Open Market Committee) announcement related to the COVID-19 pandemic for the top five cryptoc

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47

Högholm, Kenneth, and Johan Knif. "Short Term Announcement Returns to the Bidder**." Journal of Corporate Governance, Insurance, and Risk Management 3, no. 2 (2016): 17–45. http://dx.doi.org/10.56578/jcgirm030202.

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Abstract (sommario):

In this paper we investigate the short term abnormal return to the bidding firm’s shareholders in takeover transactions in Finland during the time period from January 2000 to December 2013. Specific features of the market for corporate acquisitions in Finland are that almost all of the transactions are friendly acquisitions and usually aim for 100 % of the target company. We estimate the abnormal return around 314 individual takeover announcements and investigate determinants of the abnormal returns. Our results show that the takeover announcement on average yields a positive abnormal return t

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48

Högholm, Kenneth. "Bidder’s Gain in Public M&A Transactions: Does Size Matter?" International Journal of Economics and Finance 8, no. 5 (2016): 1. http://dx.doi.org/10.5539/ijef.v8n5p1.

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Abstract (sommario):

<em></em>In this paper we investigate the short term abnormal return to the bidding firm’s shareholders in takeovers made by a Finnish company during the time period from January 2000 to December 2013. Specifically, we study takeover transactions involving publicly traded target companies, and are particularly interested in the relationship between the abnormal return to bidder’s shareholders and the size of the transaction. Specific features of the market for corporate acquisitions in Finland are that almost all transactions are friendly acquisitions and usually aim for 100% of th

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49

Hasan, Fakhrul. "Using UK Data to Study the Effects of Dividends Announcements on Stock Market Returns." Journal of Prediction Markets 16, no. 2 (2022): 47–75. http://dx.doi.org/10.5750/jpm.v16i2.1945.

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Abstract (sommario):

Using a sample of firms listed on the FTSE-350, this study examines the effects of dividends announcements on the London Stock Exchange (LSE) during the period from 1990 to 2019. We use the dividend-signalling hypothesis to test whether dividends announcements have any effects on stock returns. Our results suggest that dividend increase announcements have a positive effect on stock returns, and dividend decrease announcement reduce stock returns. On average, a dividend increase is estimated to increase stock returns by 6 basis points and a dividend decrease is estimated to reduce stock returns

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50

Fauzi, Helmi, and Eka Pria Anas. "The Impact of Spin-Off Announcement Toward Stock Performance: Evidence from Global Telecommunication Companies." Journal of Economics, Finance and Accounting Studies 6, no. 3 (2024): 153–66. http://dx.doi.org/10.32996/jefas.2024.6.3.12.

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Abstract (sommario):

This study aims to give telecommunication companies insight into how markets react toward spin-off announcements as one of the considerations for whether to spin-off or continue to be a vertically integrated telecommunication company. Analysis method is based on a prior study by measuring the announcement effect using event study methodology. The novelty of this study is that the scope is global, and it focuses on spin-off announcements on telecommunication companies. This study shows empirical evidence of the spin-off announcement effect based on a sample of 50 spin-off events from telecommun

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