Using a new hand-collected data set, this study examines the stock price manipulation in the Taiwan Stock Exchange (TSE). We examine the characteristics of the manipulated stocks, and their impacts on market quality. The results show that manipulated stocks tend to be small. The stock prices rise throughout the manipulation period, followed by a price reversal. The average cumulative abnormal r...

Our objective is to explore the correlation between stock market and investors’ attention in China’s stock market through empirical analysis method. We use search volume (SV) to represent individual investors’ attention. We choose 1380 a-share stocks in SSE and SZSE from 2008 to 2011. After summarizing time series data of different cross-sections, we get the panel data. According to the fixed e...

one of the issues that in recent decades in the field of information economy is rapidly expanding economy under information and discussion in this major economic problem of asymmetric information is related. as we know in today's world information and trading stock market performance is the core. lateral velocity and symmetry of the main role of information and market efficiency is critical. on...

In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk” hypothesis or the positive expected risk-ret...

This study determined the value relevance of assets and liabilities after the adoption of IFRS among listed Nigerian firms. Ohlson Model (1995) model of stock price regressions tested the relationship between assets and liabilities with the stock price, which has been widely adopted by accounting researchers. A sample of 126 firms listed in Nigeria stock market is used for the study. Data is co...

The present study aims to investigate the association between political connections and related-party transactions for the firms listed on the Tehran Stock Exchange (TSE). Sample includes the 485 firm-year observations from companies listed on the Tehran Stock Exchange during the years 2013 to 2017 and research hypothesis was tested using multivariate regression model based on panel data.We fin...

Stock price has been found to provide important information about future economic activities. Fama (1981), Fischer and Merton (1984), and Barro (1990), among many others, document a positive relation between stock market return and subsequent growth in investment and output. These findings are consistent with rational expectations asset pricing models, in which stock price is equal to the sum o...

Predicting the stock market instrument price is a valuable but challenging machine learning task. Researchers use advanced techniques to improve generalization ability of prediction models. However, considering that highly depends on political and macroeconomic developments as well mood related investors, models only prices fail cover all factors affecting market. Therefore, accuracy prediction...