by Stockholm University, Institute for International Economic Studies in Stockholm .
Written in English
|Statement||by Magnus Dahlquist and Peter Sellin.|
|Series||International economics seminar paper series / Stockholm University, Institute for International Economic Studies -- no.583, International economics seminar paper (Stockholm University, Institute for International Economic Studies) -- no.583.|
An Investigation of the Spanish Stock Market Seasonalities Article in Journal of Business Finance & Accounting 13(2) - December with 27 Reads How we measure 'reads'. Khalid Al-Saad & Imad Moosa, "Seasonality in stock returns: evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages Lijuan Zhang & Mark Wilson, "Does the accruals quality premium arise from information risk?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(2), pages Financial Statement Information, the Prediction of Book Return on Owners' Equity and Market Efficiency: The Swedish Case Article in Journal of Business Finance & Accounting 35() Partch, M. Megan. "The Creation Of A Class Of Limited Voting Common Stock And Shareholder Wealth," Journal of Financial Economics, , v18(2), Penman, Stephen H. "The Distribution Of Earnings News Over Time And Seasonalities In Aggregate Stock Returns," Journal of Financial Economics, , v18(2),
"Volatility Increases Subsequent to Stock Splits: An Empirical Aberration," Journal of Financial Economics (June ), (with James Ohlson). "The Distribution of Earnings News over Time and Seasonalities in Aggregate Stock Returns," Journal of Financial . Penman, S. H., , The Distribution Of Earnings News Over Time And Seasonalities In Aggregate Stock Returns, Journal of Financial Economics, v18(2), Rendleman, R.J., C.P. Jones and H.A. Latene, , Empirical Anomalies based on Unexpected Earnings and the Importance of Risk Adjustments, Journal of Financial Economics. E Campus Center Dr. Salt Lake City, UT United States. Stephen Penman is the George O. May Professor in the Graduate School of Business, Columbia University where he is also co-director of the Center for Excellence in Accounting and Security Analysis and director of the Masters Program in Accounting and Fundamental Analysis. Prior to his appointment at Columbia in , Penman was the L.H. Penney Professor in the Walter A. Haas.
This study examines the determinants and implications of the information disclosed in interim reports submitted to the Helsinki Stock Exchange in the period The determinants part of the work is based primarily on prior literature, firm attributes, and the development of the institutional regime. Specifically, nine classes of determinants of disclosure are derived. - Firm Expansion and Stock Price Momentum. Review of Finance, 4(18): , With Salla Pöyry. - Equity Premium in Finland and Long-Term Performance of the Finnish Equity and Money Markets. Cliometrica, 2(8), , With Mika Vaihekoski. -Volatility Risk Premium, Risk Aversion and the Cross-section of Stock Returns. announcements with intraday stock prices from Nasdaq Nordic from 2 January to 31 December In particular, we analyze three sets of stocks separately: i) 20 large-cap Danish companies traded on the Copenhagen exchange, ii) 28 large-cap Swedish companies traded on the Stockholm exchange, and iii) 29 large-cap Finnish companies traded on the. 1. Introduction. During the recent financial crisis, shareholders of banks suffered extreme losses on their investments. Not surprisingly, several recent studies in the financial economics literature (see, e.g., Fahlenbrach and Stulz, , Beltratti and Stulz, , Fahlenbrach et al., , Berger and Bouwman, ) have tried to explain the bad stock performance of banks during the crisis Cited by: