Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model

F Jareño - Applied Economics, 2008 - Taylor & Francis
This study is focussed on estimating the real interest and inflation sensitivity in Spanish
market, proposing an extension of the Stone two-factor model and controlling for size and …

Cash dividend announcements and stock return volatility: evidence from India

S Anwar, S Singh, PK Jain - Procedia Economics and Finance, 2015 - Elsevier
It is generally accepted that cash dividend announcements are indicative of the future
financial performance of the firm. Using 'event study methodology', the study has examined …

[PDF][PDF] Effect of dividend and repurchase announcements on the Polish stock market

H Gurgul, P Majdosz - Badania operacyjne i decyzje, 2005 - Citeseer
The main aim of this paper is to explore the informational content of dividend and buy back
announcements. Many previous studies have dealt with this subject and a distinctive …

Interest and inflation risk: Investor behavior

MO González, F Jareño, FS Skinner - Frontiers in psychology, 2016 - frontiersin.org
We examine investor behavior under interest and inflation risk in different scenarios. To that
end, we analyze the relation between stock returns and unexpected changes in nominal and …

The impact of analyst recommendations on stock prices in Austria (2000–2014): evidence from a small and thinly traded market

M Murg, M Pachler, ACM Zeitlberger - Central European Journal of …, 2016 - Springer
Using a individually collected database for stock recommendations with more than 8,000
research reports issued over the period 2000–2014 on stocks listed in the Austrian Traded …

Explanatory factors of the inflation news impact on stock returns by sector: the Spanish case

A Díaz, F Jareno - Research in International Business and Finance, 2009 - Elsevier
We study the short run response of daily stock prices on the Spanish market to the
announcements of inflation news at an industrial level, deepening the potential explanatory …

Stock returns-inflation nexus in Indonesia: Evidence from conventional and Islamic stocks

MSA Majid - Entrepreneurial Business and Economics Review, 2021 - ceeol.com
Objective: The objective of the article is to empirically explore the effects of actual, expected,
and unexpected inflation on conventional and Islamic stock markets in Indonesia. Research …

Signalling power of cash dividend announcements and risk: evidence from India

S Anwar, S Singh, PK Jain - International Journal of …, 2016 - inderscienceonline.com
An increasingly important issue in the study of financial markets is to understand the causes
of the apparent abnormal equity price drifts or anomalies that are shown to follow various …

[HTML][HTML] Stock Return and Investor's Strategies to Firm Specific Announcements: A Study of S&P BS E SENSEX

S Patil, V Bagodi - Финансы: теория и практика, 2024 - cyberleninka.ru
The objective is to investigate the effect of news on stock behaviour in terms of price and
volume traded. Further, it is intended to explore the strategies adopted by the investors for …

On the relationship between stock returns and trading volume: A case study

AM Tehranchian, M Behravesh… - … Online Journal of …, 2014 - european-science.com
This article focuses on the experiment about the causality relationship between the stock
returns and the trading volume of the member companies at Tehran Stock Market …