Lombok’s Tsunami and Stock Abnormal Returns
نویسندگان
چکیده
منابع مشابه
Chaotic Test and Non-Linearity of Abnormal Stock Returns: Selecting an Optimal Chaos Model in Explaining Abnormal Stock Returns around the Release Date of Annual Financial Statements
For many investors, it is important to predict the future trend of abnormal stock returns. Thus, in this research, the abnormal stock returns of the listed companies in Tehran Stock Exchange were tested since 2008- 2017 using three hypotheses. The first and second hypotheses examined the non-linearity and non-randomness of the abnormal stock returns ′ trend around the release date of annual fin...
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Neural networks (NN) can be applied to the predication of stock market trends based on information from legal insider trading. These data are available because officers of companies are required by law to submit to the Securities Exchange Commission a record of the sales and purchases of their companies stock. Because purchases are more useful in this endeavor than are sales, all smallcap, midc...
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ژورنال
عنوان ژورنال: Accounting Analysis Journal
سال: 2021
ISSN: 2502-6216,2252-6765
DOI: 10.15294/aaj.v10i1.42584