Обложка Is Stock Price Synchronicity a Measure of Noise or Informativeness
Название книги:

Is Stock Price Synchronicity a Measure of Noise or Informativeness

Evidence from Audit Pricing Model

LAP LAMBERT Academic Publishing (2015-03-12 )

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ISBN-13:

978-3-659-45481-3

ISBN-10:
3659454818
EAN:
9783659454813
Язык Книги:
Английский
Краткое описание:
Financial analysts and government regulatory agencies attach great importance to stock markets, which function as a resource-allocation mechanism by incorporating market-wide, industrial-wide and firm-level information into stock prices. The recent melt-down of global financial markets shows that stock markets are highly susceptible to market-wide news. Stock prices go up (down) when good (bad) news hits the market. As a consequence, individual stocks move synchronously or un-synchronously with the stock market as a whole. Stock price synchronicity (SYN) has been a very important topic for a number of prior studies (e.g. Roll, 1988; Morck et al., 2000). It is unclear whether SYN is caused by the noise of stock prices due to market sentiments or more market-wide information incorporated into stock prices.
Издательский Дом:
LAP LAMBERT Academic Publishing
Веб-сайт:
https://www.lap-publishing.com/
By (author) :
Xinhua Jim Wang
Количество страниц:
72
Опубликовано:
2015-03-12
Акции:
В наличии
Категория:
Право, Занятость, Финансы
Цена:
39.90 €
Ключевые слова:
Audit fee, Stock price synchronicity, Audit pricing model, Stock price informativeness

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