scholarly journals Use of Different Trading Environments Around Interim Earnings Announcements on the Helsinki Stock Exchange

2002 ◽  
Author(s):  
Markku J. Vieru
Keyword(s):  
Stock Exchange ◽  
Earnings Announcements ◽  
Interim Earnings ◽  
Helsinki Stock Exchange

News Sentiment Incorporation in Real-Time Trading

2018 ◽  
Vol 26 (4) ◽  
pp. 18-35
Author(s):  
Arodh Lal Karn ◽  
YE Qiang ◽  
Rakshha Kumari Karna ◽  
Xiaolin Wang
Keyword(s):  
Stock Price ◽  
Stock Exchange ◽  
Price Change ◽  
Economic Science ◽  
Change Strategies ◽  
Technical Approach ◽  
For Profit ◽  
Helsinki Stock Exchange ◽  
Event Based ◽  
News Sentiment

This article describes how machines are the new breed of traders as news sentiment arrivals drive the stock price change. Strategies are the technical approach to search for profit from event-based speculations. This paper revisits these topics in a novel way and first uncovers distinctive characteristics of high frequency trading in Helsinki stock exchange insinuating the impression on positive recovers of event trading. Here is a better prediction by the incorporation of news on returns that proposed event trading strategy has significant effects on Finnish stock. This article contributes to the con temporarily embarked, upgrading form of practical paperwork on the take of news events in high economic science.

scholarly journals Earnings shocks: An event study on Boursa Kuwait

2021 ◽  
Vol 10 (3) ◽  
pp. 363-368
Author(s):  
Saad B F M AlHajraf
Keyword(s):  
Stock Prices ◽  
Important Implication ◽  
Stock Exchange ◽  
Earnings Announcements ◽  
Abnormal Returns ◽  
Rate Of Return ◽  
Study Results ◽  
Kuwait Stock Exchange ◽  
Before And After ◽  
Abnormal Rate

This study investigates the effects of earnings announcements on stock prices in Boursa Kuwait, formerly known as the Kuwait Stock Exchange (KSE).  The data spans the period 2018–2020, and both positive and negative earnings announcements are employed as shock events and their effects assessed. The study results show that there is a statistically abnormal rate of return before and after the earnings announcements and that most abnormal returns are just after the earnings announcement.  This most likely indicates that Boursa Kuwait is a semi-strong efficient stock market.  One important implication is an indication that insider-related trading might be absent in Boursa Kuwait. 

scholarly journals Structure of Investor Networks and Financial Crises

Entropy ◽  
2021 ◽  
Vol 23 (4) ◽  
pp. 381
Author(s):  
Kęstutis Baltakys ◽  
Hung Le Viet ◽  
Juho Kanniainen
Keyword(s):  
Financial Crisis ◽  
Private Information ◽  
Financial Crises ◽  
Time Synchronization ◽  
Stock Exchange ◽  
Statistical Significance ◽  
Global Network ◽  
Publicly Traded ◽  
Registration Data ◽  
Helsinki Stock Exchange

In this paper, we ask whether the structure of investor networks, estimated using shareholder registration data, is abnormal during a financial crises. We answer this question by analyzing the structure of investor networks through several most prominent global network features. The networks are estimated from data on marketplace transactions of all publicly traded securities executed in the Helsinki Stock Exchange by Finnish stock shareholders between 1995 and 2016. We observe that most of the feature distributions were abnormal during the 2008–2009 financial crisis, with statistical significance. This paper provides evidence that the financial crisis was associated with a structural change in investors’ trade time synchronization. This indicates that the way how investors use their private information channels changes depending on the market conditions.

INVESTIGASI EMPIRIS TERHADAP PERILAKU FREENDING DALAM REAKSI PASAR TERHADAP PUBLIKASI LABA GOOD NEWS DAN BAD NEWS

2005 ◽  
Vol 1 (1) ◽  
pp. 1
Author(s):  
Andreas Lako
Keyword(s):  
Experimental Design ◽  
Market Failure ◽  
Empirical Investigation ◽  
Stock Exchange ◽  
Earnings Announcements ◽  
Free Riding ◽  
Bad News ◽  
Good News ◽  
Quasi Experimental ◽  
Market Anomaly

This study purposes to investigate the free-riding behattior from stoek market actors in responding to the good and bad news earnings announcements. Theoreticolly, free-riding (and externality) behaviors are the source of market failure, which suggest that regulotion mry still be needed (Wolk et al. 2001; Scott, 2003). But, the empirical investigation with respect to the issue is still rare. Using the good and bad news earnings announcements of 1998-2000 from LQ45 firms listed at theJakarta Stock Exchange and a quasi-experimental design, the results show that there arefree-riding behaviorsfrom market actors in responding to the good news earnings announcements from treatment sample. However, this study fails to find the free-riding behaviors from market actors in responding to the bad news earnings onnouncernents. The study also finds a number of phenomena that reflected the market anomaly. For thefuture research, this study suggests to extend the samples ond periods of earnings announcements, as well as appty the theory and models of behavioral finance.Kata kunci: free-riding, good news, bad news, quasi experimentol, treafinent sample dut contrul sample.

Sign in / Sign up

Export Citation Format

Share Document