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Nihat Gumus, Ayse Caglayan Gumus
Pág. 467 - 478
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Nuri Lesmono Hidayah,Harits Noordin 10.21831/economia.v14i1.16226
Pág. 1 - 15
Abstract: The Effect of Change in Stock Ownership Because of Stock Split on Stock Liquidity. This study aimed to determine the effect of the stock split on stock trading by considering stock ownership proportion in companies listed in the Indonesian Stoc...
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Ritika Jaiswal,Rashmi Uchil
Pág. 144 - 150
This study incorporates the regime switching framework to investigate the hedge and safe haven property of gold futures against the stock and bond market movements. The Markov-Switching Vector Autoregression (MS-VAR) model is adopted, which splits the wh...
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Naning Margasari,Muniya Alteza,Musaroh Musaroh 10.21831/economia.v11i2.7956
Pág. 132 - 142
Abstrak: Sinyal Laba dalam Peristiwa Pemecahan Saham di Bursa Efek Indonesia. Penelitian ini bertujuan untuk menguji pengaruh informasi privat dalam peristiwa pemecahan saham yang diproksikan dengan split factor signal terhadap kinerja keuangan perusahaa...
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Muniya Alteza,Lina Nur Hidayati,Arum Darmawati 10.21831/economia.v10i1.4096
Pág. 81 - 95
Abstrak: Perubahan Likuiditas Akibat Pemecahan Saham: Studi di Pasar Modal Indonesia. Penelitian ini ingin mengetahui pengaruh pemecahan saham terhadap likuiditas dalam jangka pendek; pengaruh pemecahan saham, ukuran perusahaan dan return saham secara si...
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Ronald Stunda
Pág. 203 - 209
Recent research has investigated whether or not there is a distinct ?Wal-Mart Effect? in the securities market. That is, does Wal-Mart possess an advantage over its competitors in analyzing security prices? A factor associated with this notion centers ar...
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Kelmara Mendes Vieira,João Luiz Becker
Pág. 69 - 104
This work develops a hybrid model of structural equations able to take simultaneously the hypotheses of signaling, liquidity, and optimal price level to explain the reaction to the stock dividends and stock splits. In the measurement model four construct...
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T. A. Cross,C. Firer
AbstractThe objective of this study was to carry out an investigation into the excess return behaviour of companies on the Johannesburg Stock Exchange which split their shares in the period 1972 - 1984. The concept of an event study was used in the analy...
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