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Measuring Abnormal Daily Trading Volume for Samples of NYSE/ASE and NASDAQ Securities Using Parametric and Nonparametric Test Statistics
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- Quoc-Anh Do & Bang Dang Nguyen & Yen-Teik Lee & Kieu-Trang Nguyen, 2011.
"Out of Sight, Out of Mind:The Value of Political Connections in Social Networks,"
Working Papers
19-2011, Singapore Management University, School of Economics.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers hal-03460920, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," SciencePo Working papers Main hal-03460920, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2012. "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers 22-2012, Singapore Management University, School of Economics.
- Doumet, Markus & Limbach, Peter & Theissen, Erik, 2015. "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil," CFR Working Papers 15-14, University of Cologne, Centre for Financial Research (CFR).
- Ante, Lennart, 2023. "How Elon Musk's Twitter activity moves cryptocurrency markets," Technological Forecasting and Social Change, Elsevier, vol. 186(PA).
- Ernest N. Biktimirov & Yuanbin Xu, 2019. "Market reactions to changes in the Dow Jones industrial average index," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(5), pages 792-812, May.
- Moses, Olayinka & Houqe, Muhammad Nurul & van Zijl, Tony, 2018. "What is the economic value of the Extractive Industries Transparency Initiative (EITI) information disclosure?," Journal of Contemporary Accounting and Economics, Elsevier, vol. 14(2), pages 216-233.
- Claudio Raddatz, 2011.
"Multilateral Debt Relief through the Eyes of Financial Markets,"
The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1262-1288, November.
- Raddatz, Claudio, 2009. "Multilateral debt relief through the eyes of financial markets," Policy Research Working Paper Series 4872, The World Bank.
- Kolari, James W. & Pynnonen, Seppo, 2011. "Nonparametric rank tests for event studies," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 953-971.
- Carlos Alves & Victor Mendes & Paulo Pereira da Silva, 2015. "Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets," Applied Economics, Taylor & Francis Journals, vol. 47(12), pages 1213-1229, March.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2013.
"Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections,"
Working Papers
hal-03460972, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," SciencePo Working papers hal-03459955, HAL.
- Do, Quoc-Anh & Lee, Yen-Teik & Nguyen, Bang Dang, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," CEPR Discussion Papers 10526, C.E.P.R. Discussion Papers.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," Working Papers hal-03459955, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," Sciences Po publications 10526, Sciences Po.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2013. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," Sciences Po publications 15, Sciences Po.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2013. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," SciencePo Working papers hal-03460972, HAL.
- Chen, Jiun-Lin & Sanger, Gary C. & Song, Wei-Ling, 2019. "The relationship insurance role of financial conglomerates: Evidence from earnings announcements," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 505-527.
- Borochin, Paul & Golec, Joseph, 2016. "Using options to measure the full value-effect of an event: Application to Obamacare," Journal of Financial Economics, Elsevier, vol. 120(1), pages 169-193.
- José Manuel Feria-Domínguez & Pilar Paneque & María Gil-Hurtado, 2017. "Risk Perceptions on Hurricanes: Evidence from the U.S. Stock Market," IJERPH, MDPI, vol. 14(6), pages 1-18, June.
- Ernest Biktimirov & Boya Li, 2014. "Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 95-122, January.
- Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019. "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, vol. 43(C), pages 54-77.
- Dan Palmon & Ephraim Sudit & Ari Yezegel, 2009. "The value of columnists’ stock recommendations: an event study approach," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 209-232, October.
- Alex Dontoh & Fayez A. Elayan & Joshua Ronen & Tavy Ronen, 2021. "Unfair “Fair Value” in Illiquid Markets: Information Spillover Effects in Times of Crisis," Management Science, INFORMS, vol. 67(8), pages 5163-5193, August.
- repec:spo:wpecon:info:hdl:2441/7o52iohb7k6srk09n0dcia0po is not listed on IDEAS
- Donald Lien & Chun-Da Chen, 2020. "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, vol. 14(5), pages 1047-1075, October.
- Li, Xing & Hou, Keqiang, 2024. "Investors' opinion disagreement and abnormal trading around pre-earnings announcements," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2013.
"Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections,"
SciencePo Working papers Main
hal-03460972, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2013. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," Working Papers hal-03460972, HAL.
- Nguyen, Bang Dang & Do, Quoc-Anh & Lee, Yen-Teik, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," CEPR Discussion Papers 10526, C.E.P.R. Discussion Papers.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," SciencePo Working papers Main hal-03459955, HAL.
- Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen, 2015. "Political Connections and Firm Value: Evidence from the Regression Discontinuity Design of Close Gubernatorial Elections," Working Papers hal-03459955, HAL.
- Martynova, M. & Renneboog, L.D.R., 2006.
"The Performance of the European Market for Corporate Control : Evidence from the 5th Takeover Wave,"
Discussion Paper
2006-118, Tilburg University, Center for Economic Research.
- Martynova, M. & Renneboog, L.D.R., 2006. "The Performance of the European Market for Corporate Control : Evidence from the 5th Takeover Wave," Other publications TiSEM af864e61-b989-415e-ba58-7, Tilburg University, School of Economics and Management.
- Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2013, January-A.
- Guragai, Binod, 2022. "Market response to stock exchange listing deficiency notices: Evidence from Nasdaq," Advances in accounting, Elsevier, vol. 59(C).
- Martynova, M. & Renneboog, L.D.R., 2006.
"Mergers and Acquisitions in Europe,"
Other publications TiSEM
531d24e9-4f1e-4df3-80db-d, Tilburg University, School of Economics and Management.
- Martynova, M. & Renneboog, L.D.R., 2006. "Mergers and Acquisitions in Europe," Other publications TiSEM f33698ff-8dc9-4024-8a44-1, Tilburg University, School of Economics and Management.
- Martynova, M. & Renneboog, L.D.R., 2006. "Mergers and Acquisitions in Europe," Discussion Paper 2006-003, Tilburg University, Tilburg Law and Economic Center.
- Martynova, M. & Renneboog, L.D.R., 2006. "Mergers and Acquisitions in Europe," Discussion Paper 2006-6, Tilburg University, Center for Economic Research.
- Agapova, Anna & Kaprielyan, Margarita, 2020. "Stock volatility and trading," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Philippe Masset & Cédric Poretti & Jean‐Philippe Weisskopf, 2024. "In family we trust—In good and bad times," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 128-138, March.
- Vassilis A. Efthymiou & George N. Leledakis, 2014.
"The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
- Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
- Dayanandan, Ajit & Donker, Han & Karahan, Gökhan, 2017. "Do voluntary disclosures of bad news improve liquidity?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 16-29.
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022.
"Media abnormal tone, earnings announcements, and the stock market,"
Journal of Financial Markets, Elsevier, vol. 61(C).
- David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
- repec:hal:wpspec:info:hdl:2441/7o52iohb7k6srk09n0dcia0po is not listed on IDEAS
- Zhao, Zhongkuang & Li, Shuqi & Xiong, Heping, 2014. "Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 42(C), pages 333-342.
- Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 10, July-Dece.
- Pop, Adrian & Pop, Diana, 2009. "Requiem for market discipline and the specter of TBTF in Japanese banking," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1429-1459, November.
- repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09n0dcia0po is not listed on IDEAS
- Elayan, Fayez A. & Pacharn, Parunchana & Li, Jennifer & Brown, Kareen & Chen, Yijia, 2023. "The market response to mandatory disclosure of payments to foreign governments," The British Accounting Review, Elsevier, vol. 55(6).
- Giannini, Robert & Irvine, Paul & Shu, Tao, 2019. "The convergence and divergence of investors' opinions around earnings news: Evidence from a social network," Journal of Financial Markets, Elsevier, vol. 42(C), pages 94-120.
- Barry A.N. Bloom & Leonard A. Jackson, 2016. "Abnormal Stock Returns and Volume Activity Surrounding Lodging Firms' CEO Transition Announcements," Tourism Economics, , vol. 22(1), pages 141-161, February.
- Prevost, Andrew K. & Wongchoti, Udomsak & Marshall, Ben R., 2016. "Does institutional shareholder activism stimulate corporate information flow?," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 105-117.
- Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021. "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Saif Ullah & Nadia Massoud & Barry Scholnick, 2014. "The Impact of Fraudulent False Information on Equity Values," Journal of Business Ethics, Springer, vol. 120(2), pages 219-235, March.
- Danjue Clancey-Shang, 2022. "Information Spillovers Prior to M&A Announcements," JRFM, MDPI, vol. 15(10), pages 1-21, October.
- Xiao, Lu & Xu, Xiaolin & Xue, Weili, 2024. "Blockchain mania without bitcoins: Evidence from the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 67(PB).
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- Ruoyun (Lucy) Zhao & C Schmidt & C Terry, 2016. "Index effects: Evidence from Australia," Published Paper Series 2016-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Moritz Wagner & Xiaopeng Wei, 2020. "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics 20/19, University of Canterbury, Department of Economics and Finance.
- Imre Karafiath, 2009. "Detecting cumulative abnormal volume: a comparison of event study methods," Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 797-802.
- Gyoshev, Stanley & Kaplan, Todd R. & Szewczyk, Samuel & Tsetsekos, George, 2012. "Why Do Financial Intermediaries Buy Put Options from Companies?," MPRA Paper 43149, University Library of Munich, Germany.
- Martynova, M., 2006. "The market for corporate control and corporate governance regulation in Europe," Other publications TiSEM 8651e281-4914-41f2-ac14-1, Tilburg University, School of Economics and Management.
- Corrado, Charles J. & Truong, Cameron, 2008. "Conducting event studies with Asia-Pacific security market data," Pacific-Basin Finance Journal, Elsevier, vol. 16(5), pages 493-521, November.
- Agapova, Anna & Volkov, Nikanor, 2021. "Asymmetric tax-induced trading: The effect of capital gains tax changes," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 245-259.
- Lopatta, Kerstin & Kaspereit, Thomas, 2014. "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, vol. 41(C), pages 125-136.
- Nguyen, Quynh Trang & Lindset, Snorre & Eriksen, Sondre Hansen & Skara, Marie, 2024. "Can an influential and responsible investor indeed be influential through responsible investments? Evidence from a $1 trillion fund," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1120-1135.
- Seppo Pynnonen, 2022. "Non-Parametric Statistic for Testing Cumulative Abnormal Stock Returns," JRFM, MDPI, vol. 15(4), pages 1-14, March.
- Ante, Lennart & Fiedler, Ingo & Strehle, Elias, 2021. "The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin," Technological Forecasting and Social Change, Elsevier, vol. 170(C).
- Phillip Fuller & Ehab Yamani & Geungu Yu, 2019. "The impact of the new real estate sector on REITs: an event study," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 143-161, January.
- Neumann, John J. & Kenny, Peppi M., 2007. "Does Mad Money make the market go mad," The Quarterly Review of Economics and Finance, Elsevier, vol. 47(5), pages 602-615, December.
- José M. Feria-Domínguez & Enrique Jiménez-Rodríguez & Inés Merino Fdez-Galiano, 2016. "Financial Perceptions on Oil Spill Disasters: Isolating Corporate Reputational Risk," Sustainability, MDPI, vol. 8(11), pages 1-15, November.