Birds of a Feather: Do Co-Movements in Accounting Fundamentals Help to Explain Commonalities in Securities Returns?*

2004 ◽  
Author(s):  
Pieter T. Elgers ◽  
Susan L. Porter ◽  
Le Emily Xu
Keyword(s):  
Securities Returns

MANAGEMENT BUYOUT ANNOUNCEMENTS AND SECURITIES RETURNS: A UK STUDY 1984?1989

1992 ◽  
Vol 19 (4) ◽  
pp. 641-655 ◽  
Author(s):  
R.J. Bbriston ◽  
B. Saadouni ◽  
C.A. Mallin ◽  
J.A. Coutts
Keyword(s):  
Management Buyout ◽  
Securities Returns

scholarly journals The Effect of Ramadan on the Indonesian Sharia Stock Index

2021 ◽  
Vol 9 (1) ◽  
pp. 47
Author(s):  
Ulfiya Husen ◽  
Indo Yama Nasarudin ◽  
Faizul Mubarok
Keyword(s):  
Trading Volume ◽  
Abnormal Returns ◽  
Stock Index ◽  
Volume Activity ◽  
Public Consumption ◽  
Significant Difference ◽  
Event Study Method ◽  
Food And Beverage ◽  
The Moment ◽  
Securities Returns

<p><em>As the most prominent Muslim majority country globally, Ramadan is a viral religious celebration in Indonesia. This study aims to determine the effect of the month of Ramadan on the performance of Islamic stocks in food and beverage companies. This study uses the event study method with a paired sample t-test as a test instrument. Sharia stock performance uses variable returns, abnormal returns, trading volume activity, and variability of securities returns from 2013-2020 during Shaban, Ramadan, and Syawal. This study indicates that the return variable and trading volume activity have a significant difference at the moment and after the month of Ramadan. In contrast, the other tests have no difference. Directly, during the month of Ramadan, the level of public consumption increases along with increasing needs. Indirectly, the traditions of the month of Ramadan also affect performance in the capital market. This phenomenon will affect sentiment in stock transactions based on the festive atmosphere brought by the month of Ramadan.</em></p>

scholarly journals Sobre a Validação Estatística da Análise Técnica

2007 ◽  
Vol 5 (1) ◽  
pp. 3 ◽  
Author(s):  
Giuliano Lorenzoni ◽  
Adrian Pizzinga ◽  
Rodrigo Atherino ◽  
Cristiano Fernandes ◽  
Rosane Riera Freire
Keyword(s):  
Real Data ◽  
Technical Analysis ◽  
Return Time ◽  
Global Market ◽  
Statistical Dependence ◽  
Finite Dimensional ◽  
Price Trends ◽  
Price Patterns ◽  
Securities Returns ◽  
Financial Securities

Technical analysis, or charting, aims on visually identifying geometrical patterns in price charts in order to antecipate price "trends". In this paper we revisit the issue of thecnical analysis validation which has been tackled in the literature without taking care for (i) the presence of heterogeneity and (ii) statistical dependence in the analyzed data - various agglutinated return time series from distinct financial securities. The main purpose here is to address the first cited problem by suggesting a validation methodology that also "homogenizes" the securities according to the finite dimensional probability distribution of their return series. The general steps go through the identification of the stochastic processes for the securities returns, the clustering of similar securities and, finally, the identification of presence, or absence, of informatinal content obtained from those price patterns. We illustrate the proposed methodology with a real data exercise including several securities of the global market. Our investigation shows that there is a statistically significant informational content in two out of three common patterns usually found through technical analysis, namely: triangle, rectangle and head and shoulders.

Management buyout announcements and securities returns in the UK: further evidence for the period 1981-91

1995 ◽  
Vol 5 (4) ◽  
pp. 243-250 ◽  
Author(s):  
B. Saadouni ◽  
C. A. Mallin ◽  
R. J. Briston
Keyword(s):  
Management Buyout ◽  
The Uk ◽  
Securities Returns

Stock Exchange Listings and Securities Returns

1977 ◽  
Vol 12 (3) ◽  
pp. 415 ◽  
Author(s):  
Louis K. W. Ying ◽  
Wilbur G. Lewellen ◽  
Gary G. Schlarbaum ◽  
Ronald C. Lease
Keyword(s):  
Stock Exchange ◽  
Securities Returns
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