Does Index Arbitrage Distort the Market Reaction to Shocks?

SSRN Electronic Journal ◽

10.2139/ssrn.3531658 ◽

2020 ◽

Author(s):

Stanislav Anatolyev ◽

Sergei Seleznev ◽

Veronika Selezneva

Keyword(s):

Market Reaction ◽

Index Arbitrage

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A Study on the Market Reaction of Airlines in Response to Changes in Their External Environment

Korean Journal of Industry Security ◽

10.33388/kais.2020.10.2.131 ◽

2020 ◽

Vol 10 (2) ◽

pp. 131-150

Author(s):

Hyun-Woo Lee ◽

◽

Jeong-Yeon Kim

Keyword(s):

Market Reaction ◽

External Environment

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Raising Capital Using Monthly Income Preferred Stock: Market Reaction and Implications for Capital Structure Theory

CFA Digest ◽

10.2469/dig.v31.n2.866 ◽

2001 ◽

Vol 31 (2) ◽

pp. 37-39

Author(s):

Joseph Spivack

Keyword(s):

Stock Market ◽

Capital Structure ◽

Market Reaction ◽

Structure Theory ◽

Monthly Income ◽

Preferred Stock ◽

Stock Market Reaction ◽

Capital Structure Theory

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Market Reaction of Share Prices to the Change of the CBR Key Rate: Industrial Analysis

Finance and business ◽

10.31085/1814-4802-2020-16-2-65-79 ◽

2020 ◽

Vol 16 (2) ◽

pp. 65-79

Author(s):

E. M. Rogova ◽

D. V. Novichkov

Keyword(s):

Market Reaction ◽

Share Prices

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The Market Reaction and Trading Behavior by Investor Types around Quarterly Earnings Announcements

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2017.16.4.005 ◽

2017 ◽

Vol 16 (4) ◽

pp. 97-120

Author(s):

Hankyung Lee ◽

김진수

Keyword(s):

Market Reaction ◽

Earnings Announcements ◽

Trading Behavior ◽

Quarterly Earnings

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The Market Reaction to Internal Control Weakness by Investor Types－Evidence from the Korean Stock Market－

Journal of Taxation and Accounting ◽

10.35850/kjta.18.2.09 ◽

2017 ◽

Vol 18 (2) ◽

pp. 225-244

Author(s):

Su Jeong Lee ◽

Joonil Lee

Keyword(s):

Stock Market ◽

Internal Control ◽

Market Reaction ◽

Korean Stock Market

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Investor Attention and Market Reaction to Analysts’ Recommendation Revisions: Evidence from Korean Data

Financial Planning Review ◽

10.36029/fpr.2019.05.12.2.61 ◽

2019 ◽

Vol 12 (2) ◽

pp. 61-77

Author(s):

Joon-Sung Ha ◽

Doseong Kim ◽

Youngjoo Lee

Keyword(s):

Market Reaction ◽

Investor Attention ◽

Recommendation Revisions

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Anomalous Market Reaction to Bankruptcy Filings

SSRN Electronic Journal ◽

10.2139/ssrn.1105452 ◽

2008 ◽

Author(s):

Luis M.S. Coelho ◽

Richard J. Taffler

Keyword(s):

Market Reaction

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Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares

SSRN Electronic Journal ◽

10.2139/ssrn.1252643 ◽

2008 ◽

Cited By ~ 1

Author(s):

James Richard Cummings ◽

Alex Frino

Keyword(s):

Stock Index ◽

Stock Index Futures ◽

Index Futures ◽

Index Arbitrage

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IT Investment Announcements and Market Reaction: The Moderating Impact of R&D Intensity and Firm Growth

SSRN Electronic Journal ◽

10.2139/ssrn.1587356 ◽

2010 ◽

Author(s):

Husain Y. Alyousef

Keyword(s):

Firm Growth ◽

Market Reaction ◽

It Investment

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Market Reaction, Revised Proceeds, and the Classification of Seasoned Equity Offerings

SSRN Electronic Journal ◽

10.2139/ssrn.1787027 ◽

2011 ◽

Author(s):

Konan Chan ◽

Nandkumar Nayar ◽

Ajai K. Singh ◽

Wen Yu

Keyword(s):

Market Reaction ◽

Seasoned Equity Offerings ◽

Equity Offerings

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