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You searched for subject:(Abnormal Returns). Showing records 1 – 30 of 138 total matches.

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Virginia Tech

1. Dokania, Ritika. Returns around Earnings Announcements for Companies with Seasonality in Earnings.

Degree: MS, Statistics, 2018, Virginia Tech

 This thesis examines returns around earnings announcements for companies with seasonality in earnings. Earnrank is used as a measure of seasonality where earnrank for a… (more)

Subjects/Keywords: Abnormal Returns; Seasonality

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APA (6th Edition):

Dokania, R. (2018). Returns around Earnings Announcements for Companies with Seasonality in Earnings. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/83845

Chicago Manual of Style (16th Edition):

Dokania, Ritika. “Returns around Earnings Announcements for Companies with Seasonality in Earnings.” 2018. Masters Thesis, Virginia Tech. Accessed January 18, 2020. http://hdl.handle.net/10919/83845.

MLA Handbook (7th Edition):

Dokania, Ritika. “Returns around Earnings Announcements for Companies with Seasonality in Earnings.” 2018. Web. 18 Jan 2020.

Vancouver:

Dokania R. Returns around Earnings Announcements for Companies with Seasonality in Earnings. [Internet] [Masters thesis]. Virginia Tech; 2018. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10919/83845.

Council of Science Editors:

Dokania R. Returns around Earnings Announcements for Companies with Seasonality in Earnings. [Masters Thesis]. Virginia Tech; 2018. Available from: http://hdl.handle.net/10919/83845


University of Exeter

2. Huang, Yan. Long-term abnormal stock performance : UK evidence.

Degree: PhD, 2012, University of Exeter

 One of the most controversial issues for long-term stock performance is whether the presence of anomalies is against the efficient market hypothesis. The methodologies to… (more)

Subjects/Keywords: 332.63220941; long-term stock performance, abnormal returns

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APA (6th Edition):

Huang, Y. (2012). Long-term abnormal stock performance : UK evidence. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10036/3657

Chicago Manual of Style (16th Edition):

Huang, Yan. “Long-term abnormal stock performance : UK evidence.” 2012. Doctoral Dissertation, University of Exeter. Accessed January 18, 2020. http://hdl.handle.net/10036/3657.

MLA Handbook (7th Edition):

Huang, Yan. “Long-term abnormal stock performance : UK evidence.” 2012. Web. 18 Jan 2020.

Vancouver:

Huang Y. Long-term abnormal stock performance : UK evidence. [Internet] [Doctoral dissertation]. University of Exeter; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10036/3657.

Council of Science Editors:

Huang Y. Long-term abnormal stock performance : UK evidence. [Doctoral Dissertation]. University of Exeter; 2012. Available from: http://hdl.handle.net/10036/3657


University of Pretoria

3. Mokale, Tebogo. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa.

Degree: Gordon Institute of Business Science (GIBS), 2011, University of Pretoria

 Directors of listed companies earn abnormal returns by trading in a contrarian manner. This research report investigated whether outside investors can earn abnormal returns by… (more)

Subjects/Keywords: UCTD; Abnormal returns; Director trading; Contrarian trading

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APA (6th Edition):

Mokale, T. (2011). Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/24877

Chicago Manual of Style (16th Edition):

Mokale, Tebogo. “Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa.” 2011. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/24877.

MLA Handbook (7th Edition):

Mokale, Tebogo. “Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa.” 2011. Web. 18 Jan 2020.

Vancouver:

Mokale T. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa. [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/24877.

Council of Science Editors:

Mokale T. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa. [Masters Thesis]. University of Pretoria; 2011. Available from: http://hdl.handle.net/2263/24877


University of Pretoria

4. I'Ons, Trevor Andrew. Improving the PEG ratio.

Degree: Gordon Institute of Business Science (GIBS), 2011, University of Pretoria

 The effectiveness of the PEG ratio as a valuation tool has been a topical debate between market commentators ever since being popularised by Lynch (1989).… (more)

Subjects/Keywords: UCTD; Abnormal returns; Benchmarking; Analyst forecast; Accuracy

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APA (6th Edition):

I'Ons, T. A. (2011). Improving the PEG ratio. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/24000

Chicago Manual of Style (16th Edition):

I'Ons, Trevor Andrew. “Improving the PEG ratio.” 2011. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/24000.

MLA Handbook (7th Edition):

I'Ons, Trevor Andrew. “Improving the PEG ratio.” 2011. Web. 18 Jan 2020.

Vancouver:

I'Ons TA. Improving the PEG ratio. [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/24000.

Council of Science Editors:

I'Ons TA. Improving the PEG ratio. [Masters Thesis]. University of Pretoria; 2011. Available from: http://hdl.handle.net/2263/24000


University of Pretoria

5. [No author]. Improving the PEG ratio .

Degree: 2011, University of Pretoria

 The effectiveness of the PEG ratio as a valuation tool has been a topical debate between market commentators ever since being popularised by Lynch (1989).… (more)

Subjects/Keywords: UCTD; Abnormal returns; Benchmarking; Analyst forecast; Accuracy

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APA (6th Edition):

author], [. (2011). Improving the PEG ratio . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-04172011-162534/

Chicago Manual of Style (16th Edition):

author], [No. “Improving the PEG ratio .” 2011. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-04172011-162534/.

MLA Handbook (7th Edition):

author], [No. “Improving the PEG ratio .” 2011. Web. 18 Jan 2020.

Vancouver:

author] [. Improving the PEG ratio . [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-04172011-162534/.

Council of Science Editors:

author] [. Improving the PEG ratio . [Masters Thesis]. University of Pretoria; 2011. Available from: http://upetd.up.ac.za/thesis/available/etd-04172011-162534/


University of Pretoria

6. [No author]. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa .

Degree: 2011, University of Pretoria

 Directors of listed companies earn abnormal returns by trading in a contrarian manner. This research report investigated whether outside investors can earn abnormal returns by… (more)

Subjects/Keywords: UCTD; Abnormal returns; Director trading; Contrarian trading

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2011). Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-05222011-111043/

Chicago Manual of Style (16th Edition):

author], [No. “Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa .” 2011. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-05222011-111043/.

MLA Handbook (7th Edition):

author], [No. “Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa .” 2011. Web. 18 Jan 2020.

Vancouver:

author] [. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa . [Internet] [Masters thesis]. University of Pretoria; 2011. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-05222011-111043/.

Council of Science Editors:

author] [. Does contrarian trading by directors provide a signal to outside investors for future abnormal returns in South Africa . [Masters Thesis]. University of Pretoria; 2011. Available from: http://upetd.up.ac.za/thesis/available/etd-05222011-111043/


Universidade Nova

7. Kolehmainen, Martti Eerik Juhani. Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns.

Degree: 2009, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business… (more)

Subjects/Keywords: Mergers; Banks; Abnormal returns; Market reaction

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APA (6th Edition):

Kolehmainen, M. E. J. (2009). Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9501

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kolehmainen, Martti Eerik Juhani. “Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns.” 2009. Thesis, Universidade Nova. Accessed January 18, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9501.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kolehmainen, Martti Eerik Juhani. “Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns.” 2009. Web. 18 Jan 2020.

Vancouver:

Kolehmainen MEJ. Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns. [Internet] [Thesis]. Universidade Nova; 2009. [cited 2020 Jan 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9501.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kolehmainen MEJ. Mergers and acquisitions in the banking sector: An empirical review of the impact of merger announcement on abnormal returns. [Thesis]. Universidade Nova; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9501

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

8. Amaro, João Tiago Mira Duarte. Fearful asymmetry: An analysis of pre-earnings abnormal returns.

Degree: 2010, Universidade Nova

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business… (more)

Subjects/Keywords: Earnings announcements; Abnormal returns; AAR; SAR

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APA (6th Edition):

Amaro, J. T. M. D. (2010). Fearful asymmetry: An analysis of pre-earnings abnormal returns. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Amaro, João Tiago Mira Duarte. “Fearful asymmetry: An analysis of pre-earnings abnormal returns.” 2010. Thesis, Universidade Nova. Accessed January 18, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Amaro, João Tiago Mira Duarte. “Fearful asymmetry: An analysis of pre-earnings abnormal returns.” 2010. Web. 18 Jan 2020.

Vancouver:

Amaro JTMD. Fearful asymmetry: An analysis of pre-earnings abnormal returns. [Internet] [Thesis]. Universidade Nova; 2010. [cited 2020 Jan 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Amaro JTMD. Fearful asymmetry: An analysis of pre-earnings abnormal returns. [Thesis]. Universidade Nova; 2010. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/9906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

9. Vryghem, Arthur. Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze.

Degree: 2017, Université Catholique de Louvain

The aim of this master’s thesis is to study if a short squeeze event can have a significant long-term impact on the abnormal returns of… (more)

Subjects/Keywords: Short squeeze; Event case study; abnormal returns

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APA (6th Edition):

Vryghem, A. (2017). Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:10309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vryghem, Arthur. “Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze.” 2017. Thesis, Université Catholique de Louvain. Accessed January 18, 2020. http://hdl.handle.net/2078.1/thesis:10309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vryghem, Arthur. “Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze.” 2017. Web. 18 Jan 2020.

Vancouver:

Vryghem A. Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2078.1/thesis:10309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vryghem A. Analyzing the statistical significance and potential impact of abnormal returns caused by a short squeeze. [Thesis]. Université Catholique de Louvain; 2017. Available from: http://hdl.handle.net/2078.1/thesis:10309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

10. Low, Gareth. The Financial Effects of Going Public on Football Clubs.

Degree: Finance and Statistics, 2015, Jönköping University

  In this thesis we analyze the financial performance of Football clubs following an initial public offering (IPO). We conduct several analyses using time series… (more)

Subjects/Keywords: IPO; Underperformance; Cumulative Abnormal Returns; Alpha; Football

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APA (6th Edition):

Low, G. (2015). The Financial Effects of Going Public on Football Clubs. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-27357

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Low, Gareth. “The Financial Effects of Going Public on Football Clubs.” 2015. Thesis, Jönköping University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-27357.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Low, Gareth. “The Financial Effects of Going Public on Football Clubs.” 2015. Web. 18 Jan 2020.

Vancouver:

Low G. The Financial Effects of Going Public on Football Clubs. [Internet] [Thesis]. Jönköping University; 2015. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-27357.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Low G. The Financial Effects of Going Public on Football Clubs. [Thesis]. Jönköping University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-27357

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pretoria

11. Punwasi, Kiran. An event study : the market reactions to share repurchase announcements on the JSE.

Degree: Gordon Institute of Business Science (GIBS), 2013, University of Pretoria

 This study examines the market reactions to share repurchase announcements made by companies listed on the Johannesburg Stock Exchange from 2003 to 2012. We use… (more)

Subjects/Keywords: UCTD; Cumulative average abnormal returns; Average abnormal returns; Share repurchase announcement; Market reaction

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APA (6th Edition):

Punwasi, K. (2013). An event study : the market reactions to share repurchase announcements on the JSE. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/22819

Chicago Manual of Style (16th Edition):

Punwasi, Kiran. “An event study : the market reactions to share repurchase announcements on the JSE.” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/22819.

MLA Handbook (7th Edition):

Punwasi, Kiran. “An event study : the market reactions to share repurchase announcements on the JSE.” 2013. Web. 18 Jan 2020.

Vancouver:

Punwasi K. An event study : the market reactions to share repurchase announcements on the JSE. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/22819.

Council of Science Editors:

Punwasi K. An event study : the market reactions to share repurchase announcements on the JSE. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/22819


University of Pretoria

12. [No author]. An event study : the market reactions to share repurchase announcements on the JSE .

Degree: 2013, University of Pretoria

 This study examines the market reactions to share repurchase announcements made by companies listed on the Johannesburg Stock Exchange from 2003 to 2012. We use… (more)

Subjects/Keywords: UCTD; Cumulative average abnormal returns; Average abnormal returns; Share repurchase announcement; Market reaction

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2013). An event study : the market reactions to share repurchase announcements on the JSE . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02242013-120642/

Chicago Manual of Style (16th Edition):

author], [No. “An event study : the market reactions to share repurchase announcements on the JSE .” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-02242013-120642/.

MLA Handbook (7th Edition):

author], [No. “An event study : the market reactions to share repurchase announcements on the JSE .” 2013. Web. 18 Jan 2020.

Vancouver:

author] [. An event study : the market reactions to share repurchase announcements on the JSE . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-02242013-120642/.

Council of Science Editors:

author] [. An event study : the market reactions to share repurchase announcements on the JSE . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02242013-120642/

13. Cakovska, Stefani. Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden.

Degree: Social Sciences, 2015, Södertörn University

People with insight are known as insiders and they often have access to information which have not yet been publiched. Previous research show that… (more)

Subjects/Keywords: Abnormal returns; insider trading; insider information; event study.; Abnormal avkastning; insynshandel; insiderinformation; eventstudie.

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APA (6th Edition):

Cakovska, S. (2015). Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-28218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cakovska, Stefani. “Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden.” 2015. Thesis, Södertörn University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-28218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cakovska, Stefani. “Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden.” 2015. Web. 18 Jan 2020.

Vancouver:

Cakovska S. Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden. [Internet] [Thesis]. Södertörn University; 2015. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-28218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cakovska S. Insiderhandel : Insynspersoners påverkan på den svenska aktiemarknaden. [Thesis]. Södertörn University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-28218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Ishak, Shahad. Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie.

Degree: Business Studies, 2012, Södertörn University

Objective: Our purpose with this study is to demonstrate the impact of natural disasters on banks' share prices. Method: Quantitative survey method, an event study. Conclusion: There is no association or a very weak correlation in this study between natural disasters and the Swedish banks' share prices.

Subjects/Keywords: Event Study; Effective market hypothesis; Natural disaster; Abnormal returns; Cumulative abnormal returns; Eventstudie; Naturkatastrof; Effektiv marknadshypotes; Onormal avkastning; Kumulativ onormal avkastning

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APA (6th Edition):

Ishak, S. (2012). Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16741

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ishak, Shahad. “Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie.” 2012. Thesis, Södertörn University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16741.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ishak, Shahad. “Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie.” 2012. Web. 18 Jan 2020.

Vancouver:

Ishak S. Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie. [Internet] [Thesis]. Södertörn University; 2012. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16741.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ishak S. Naturkatastrofers inverkan på bankers aktiekurser : En eventstudie. [Thesis]. Södertörn University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16741

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

15. Lin, Hsiao-Wei. Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios.

Degree: Master, Finance, 2012, NSYSU

 A large body of literature has explored that investor sentiment and customer satisfaction have been viewed as important metrics to evaluate asset prices, little attention… (more)

Subjects/Keywords: Abnormal returns; Firm performance; Cash flow; Customer satisfaction; Investor sentiment; Market returns; Financial models

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APA (6th Edition):

Lin, H. (2012). Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-103846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Hsiao-Wei. “Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios.” 2012. Thesis, NSYSU. Accessed January 18, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-103846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Hsiao-Wei. “Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios.” 2012. Web. 18 Jan 2020.

Vancouver:

Lin H. Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Jan 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-103846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin H. Can investors earn abnormal returns from negative sentiment market? Evidence from customer-based portfolios. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626112-103846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

16. Hislaire, Julien. Stock market performance around national elections of OECD countries from 1989 to 2016.

Degree: 2017, Université Catholique de Louvain

Objectives The objective of this master thesis is to highlight the potential influence of national elections on the stock market performance of 29 OECD countries… (more)

Subjects/Keywords: Stock market; Abnormal returns; Political cycles; Parliamentary elections; Presidential elections; Volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hislaire, J. (2017). Stock market performance around national elections of OECD countries from 1989 to 2016. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:11179

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hislaire, Julien. “Stock market performance around national elections of OECD countries from 1989 to 2016.” 2017. Thesis, Université Catholique de Louvain. Accessed January 18, 2020. http://hdl.handle.net/2078.1/thesis:11179.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hislaire, Julien. “Stock market performance around national elections of OECD countries from 1989 to 2016.” 2017. Web. 18 Jan 2020.

Vancouver:

Hislaire J. Stock market performance around national elections of OECD countries from 1989 to 2016. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2078.1/thesis:11179.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hislaire J. Stock market performance around national elections of OECD countries from 1989 to 2016. [Thesis]. Université Catholique de Louvain; 2017. Available from: http://hdl.handle.net/2078.1/thesis:11179

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pretoria

17. Linder, Nicholas Richard. The method of payment as a market signal in merger and acquisition transactions for South African firms.

Degree: Gordon Institute of Business Science (GIBS), 2013, University of Pretoria

 Merger and acquisition (M&A) transactions have been the subject of numerous studies over the years. The effect of the method of payment in M&A transactions… (more)

Subjects/Keywords: UCTD; Market-adjusted equalweighted; Information asymmetry; Control-portfolios; Abnormal returns

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Linder, N. (2013). The method of payment as a market signal in merger and acquisition transactions for South African firms. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/30620

Chicago Manual of Style (16th Edition):

Linder, Nicholas. “The method of payment as a market signal in merger and acquisition transactions for South African firms.” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/30620.

MLA Handbook (7th Edition):

Linder, Nicholas. “The method of payment as a market signal in merger and acquisition transactions for South African firms.” 2013. Web. 18 Jan 2020.

Vancouver:

Linder N. The method of payment as a market signal in merger and acquisition transactions for South African firms. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/30620.

Council of Science Editors:

Linder N. The method of payment as a market signal in merger and acquisition transactions for South African firms. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/30620


University of Pretoria

18. De Swardt, Christiaan Alexander. The effects of paying with equity or cash on intercorporate asset sales.

Degree: Gordon Institute of Business Science (GIBS), 2013, University of Pretoria

 Inter corporate asset sales provide a viable alternative to mergers and acquisitions to create shareholder value for both the buyer and seller companies. Intercorporate asset… (more)

Subjects/Keywords: UCTD; Abnormal returns; Divestments; Sell-offs; Method of payment; Asset sales

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

De Swardt, C. (2013). The effects of paying with equity or cash on intercorporate asset sales. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/23715

Chicago Manual of Style (16th Edition):

De Swardt, Christiaan. “The effects of paying with equity or cash on intercorporate asset sales.” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/23715.

MLA Handbook (7th Edition):

De Swardt, Christiaan. “The effects of paying with equity or cash on intercorporate asset sales.” 2013. Web. 18 Jan 2020.

Vancouver:

De Swardt C. The effects of paying with equity or cash on intercorporate asset sales. [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/23715.

Council of Science Editors:

De Swardt C. The effects of paying with equity or cash on intercorporate asset sales. [Masters Thesis]. University of Pretoria; 2013. Available from: http://hdl.handle.net/2263/23715


University of Pretoria

19. Nel, Gerhardus Johannes. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange.

Degree: Gordon Institute of Business Science (GIBS), 2012, University of Pretoria

 Investors rely on secondary information sources, like cover stories, as market indicators due to time, information and resources constraints. However, studies in the US market… (more)

Subjects/Keywords: UCTD; Abnormal returns; Cover stories; Behavioural finance; Market inefficiency

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nel, G. (2012). Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/23971

Chicago Manual of Style (16th Edition):

Nel, Gerhardus. “Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange.” 2012. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://hdl.handle.net/2263/23971.

MLA Handbook (7th Edition):

Nel, Gerhardus. “Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange.” 2012. Web. 18 Jan 2020.

Vancouver:

Nel G. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2263/23971.

Council of Science Editors:

Nel G. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/23971


NSYSU

20. Liu, Pu-ching. An analysis of bidders in mergers and acquisitions.

Degree: Master, Finance, 2014, NSYSU

 This thesis analyzes the factors which affect acquirersâ decisions to take over target companies. We find that acquirers are more likely to use stock offers… (more)

Subjects/Keywords: mis-valuation; information asymmetry; mergers and acquisitions; stock offers; abnormal returns

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APA (6th Edition):

Liu, P. (2014). An analysis of bidders in mergers and acquisitions. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liu, Pu-ching. “An analysis of bidders in mergers and acquisitions.” 2014. Thesis, NSYSU. Accessed January 18, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liu, Pu-ching. “An analysis of bidders in mergers and acquisitions.” 2014. Web. 18 Jan 2020.

Vancouver:

Liu P. An analysis of bidders in mergers and acquisitions. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 Jan 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu P. An analysis of bidders in mergers and acquisitions. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

21. Pan, Hung-chih. Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies.

Degree: Master, Business Management, 2012, NSYSU

 This study investigates the effect of board networks on M&A transactions. I select 331 samples of M&A transactions among U.S. Fortunate 500 companies which are… (more)

Subjects/Keywords: board networks; Fortunate 500 companies; cumulative abnormal returns; mergers and acquisition

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APA (6th Edition):

Pan, H. (2012). Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0912112-024804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pan, Hung-chih. “Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies.” 2012. Thesis, NSYSU. Accessed January 18, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0912112-024804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pan, Hung-chih. “Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies.” 2012. Web. 18 Jan 2020.

Vancouver:

Pan H. Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 Jan 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0912112-024804.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pan H. Board networks and M&A performance – an empirical study of U.S. Fortune 500 companies. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0912112-024804

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pretoria

22. [No author]. The method of payment as a market signal in merger and acquisition transactions for South African firms .

Degree: 2013, University of Pretoria

 Merger and acquisition (M&A) transactions have been the subject of numerous studies over the years. The effect of the method of payment in M&A transactions… (more)

Subjects/Keywords: UCTD; Market-adjusted equalweighted; Information asymmetry; Control-portfolios; Abnormal returns

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2013). The method of payment as a market signal in merger and acquisition transactions for South African firms . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-02232013-124445/

Chicago Manual of Style (16th Edition):

author], [No. “The method of payment as a market signal in merger and acquisition transactions for South African firms .” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-02232013-124445/.

MLA Handbook (7th Edition):

author], [No. “The method of payment as a market signal in merger and acquisition transactions for South African firms .” 2013. Web. 18 Jan 2020.

Vancouver:

author] [. The method of payment as a market signal in merger and acquisition transactions for South African firms . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-02232013-124445/.

Council of Science Editors:

author] [. The method of payment as a market signal in merger and acquisition transactions for South African firms . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-02232013-124445/


University of Pretoria

23. [No author]. The effects of paying with equity or cash on intercorporate asset sales .

Degree: 2013, University of Pretoria

 Inter corporate asset sales provide a viable alternative to mergers and acquisitions to create shareholder value for both the buyer and seller companies. Intercorporate asset… (more)

Subjects/Keywords: UCTD; Abnormal returns; Divestments; Sell-offs; Method of payment; Asset sales

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2013). The effects of paying with equity or cash on intercorporate asset sales . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-04022013-171329/

Chicago Manual of Style (16th Edition):

author], [No. “The effects of paying with equity or cash on intercorporate asset sales .” 2013. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-04022013-171329/.

MLA Handbook (7th Edition):

author], [No. “The effects of paying with equity or cash on intercorporate asset sales .” 2013. Web. 18 Jan 2020.

Vancouver:

author] [. The effects of paying with equity or cash on intercorporate asset sales . [Internet] [Masters thesis]. University of Pretoria; 2013. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-04022013-171329/.

Council of Science Editors:

author] [. The effects of paying with equity or cash on intercorporate asset sales . [Masters Thesis]. University of Pretoria; 2013. Available from: http://upetd.up.ac.za/thesis/available/etd-04022013-171329/


University of Pretoria

24. [No author]. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange .

Degree: 2012, University of Pretoria

 Investors rely on secondary information sources, like cover stories, as market indicators due to time, information and resources constraints. However, studies in the US market… (more)

Subjects/Keywords: UCTD; Abnormal returns; Cover stories; Behavioural finance; Market inefficiency

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

author], [. (2012). Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-04152012-124945/

Chicago Manual of Style (16th Edition):

author], [No. “Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange .” 2012. Masters Thesis, University of Pretoria. Accessed January 18, 2020. http://upetd.up.ac.za/thesis/available/etd-04152012-124945/.

MLA Handbook (7th Edition):

author], [No. “Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange .” 2012. Web. 18 Jan 2020.

Vancouver:

author] [. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange . [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2020 Jan 18]. Available from: http://upetd.up.ac.za/thesis/available/etd-04152012-124945/.

Council of Science Editors:

author] [. Cover stories as an investment indicator : an investigation of companies listed on the Johannesburg Stock Exchange . [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-04152012-124945/


Case Western Reserve University

25. Hogan, Brian. Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements.

Degree: PhD, Accounting, 2009, Case Western Reserve University

 This dissertation expands upon the investor and restatement literatures by examining the market impact, if any, of stealth restatements by firms. Stealth restatements occur when… (more)

Subjects/Keywords: Accounting; Restatements; stealth; market reaction; institutional investors; abnormal returns

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APA (6th Edition):

Hogan, B. (2009). Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements. (Doctoral Dissertation). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1220044485

Chicago Manual of Style (16th Edition):

Hogan, Brian. “Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements.” 2009. Doctoral Dissertation, Case Western Reserve University. Accessed January 18, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1220044485.

MLA Handbook (7th Edition):

Hogan, Brian. “Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements.” 2009. Web. 18 Jan 2020.

Vancouver:

Hogan B. Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements. [Internet] [Doctoral dissertation]. Case Western Reserve University; 2009. [cited 2020 Jan 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1220044485.

Council of Science Editors:

Hogan B. Does the Market Know? Evidence from Managerial (Non-) Reporting of Financial Stealth Restatements. [Doctoral Dissertation]. Case Western Reserve University; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1220044485


University of Southern California

26. Zhang, Yanwei. Understanding virality of YouTube video ads: dynamics, drivers, and effects.

Degree: PhD, Business Administration, 2015, University of Southern California

 Recent years have seen a proliferation of branded video ads on YouTube. Brands are increasingly willing to bypass traditional mass media and place ads on… (more)

Subjects/Keywords: virality; diffusion; executional cues; social shares; self-enhancement; abnormal stock returns

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APA (6th Edition):

Zhang, Y. (2015). Understanding virality of YouTube video ads: dynamics, drivers, and effects. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/584540/rec/7680

Chicago Manual of Style (16th Edition):

Zhang, Yanwei. “Understanding virality of YouTube video ads: dynamics, drivers, and effects.” 2015. Doctoral Dissertation, University of Southern California. Accessed January 18, 2020. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/584540/rec/7680.

MLA Handbook (7th Edition):

Zhang, Yanwei. “Understanding virality of YouTube video ads: dynamics, drivers, and effects.” 2015. Web. 18 Jan 2020.

Vancouver:

Zhang Y. Understanding virality of YouTube video ads: dynamics, drivers, and effects. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2020 Jan 18]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/584540/rec/7680.

Council of Science Editors:

Zhang Y. Understanding virality of YouTube video ads: dynamics, drivers, and effects. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/584540/rec/7680


University of Otago

27. Lont, David H. The information content of interim and final earnings announcements .

Degree: 2011, University of Otago

 This study examined the effect of unexpected earnings, dividend change, and surrogates for the quality of earnings on abnormal returns. Since both earnings and dividends… (more)

Subjects/Keywords: abnormal returns; earnings; dividend; new zaealand; Earnings per share; EPS

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APA (6th Edition):

Lont, D. H. (2011). The information content of interim and final earnings announcements . (Doctoral Dissertation). University of Otago. Retrieved from http://hdl.handle.net/10523/1477

Chicago Manual of Style (16th Edition):

Lont, David H. “The information content of interim and final earnings announcements .” 2011. Doctoral Dissertation, University of Otago. Accessed January 18, 2020. http://hdl.handle.net/10523/1477.

MLA Handbook (7th Edition):

Lont, David H. “The information content of interim and final earnings announcements .” 2011. Web. 18 Jan 2020.

Vancouver:

Lont DH. The information content of interim and final earnings announcements . [Internet] [Doctoral dissertation]. University of Otago; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10523/1477.

Council of Science Editors:

Lont DH. The information content of interim and final earnings announcements . [Doctoral Dissertation]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1477


University of Otago

28. Yii, William Yong Ong. Wealth effect of firms engaging in acquisitions programmes .

Degree: 2011, University of Otago

 This paper examines the short-term and long-term performance of acquiring firms engaging in acquisitions programmes. In particular, the short-term performance around the announcement is studied… (more)

Subjects/Keywords: acquiring firms; performance; short-term performance; growth opportunities; abnormal returns

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APA (6th Edition):

Yii, W. Y. O. (2011). Wealth effect of firms engaging in acquisitions programmes . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1425

Chicago Manual of Style (16th Edition):

Yii, William Yong Ong. “Wealth effect of firms engaging in acquisitions programmes .” 2011. Masters Thesis, University of Otago. Accessed January 18, 2020. http://hdl.handle.net/10523/1425.

MLA Handbook (7th Edition):

Yii, William Yong Ong. “Wealth effect of firms engaging in acquisitions programmes .” 2011. Web. 18 Jan 2020.

Vancouver:

Yii WYO. Wealth effect of firms engaging in acquisitions programmes . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10523/1425.

Council of Science Editors:

Yii WYO. Wealth effect of firms engaging in acquisitions programmes . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1425


University of Adelaide

29. Zhang, Huizhong. Industry specialization of investment banks in M&A activities.

Degree: 2012, University of Adelaide

 In recent years, industry specialization has been widely pursued by investment banks as a point of differentiation to attract new mergers and acquisitions (M&A) advisory… (more)

Subjects/Keywords: industry specialist advisors; acquirers; abnormal returns; advisory fees; deal completion

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APA (6th Edition):

Zhang, H. (2012). Industry specialization of investment banks in M&A activities. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/73894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhang, Huizhong. “Industry specialization of investment banks in M&A activities.” 2012. Thesis, University of Adelaide. Accessed January 18, 2020. http://hdl.handle.net/2440/73894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhang, Huizhong. “Industry specialization of investment banks in M&A activities.” 2012. Web. 18 Jan 2020.

Vancouver:

Zhang H. Industry specialization of investment banks in M&A activities. [Internet] [Thesis]. University of Adelaide; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/2440/73894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang H. Industry specialization of investment banks in M&A activities. [Thesis]. University of Adelaide; 2012. Available from: http://hdl.handle.net/2440/73894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Curtin University of Technology

30. Bartrop, Stephen Bruce. Acquisitions may add value to resource companies .

Degree: 2010, Curtin University of Technology

 Resource acquisitions have added value to resource companies over the past two decades. This stems from the results of this research which has analysed 30… (more)

Subjects/Keywords: negative bidder; cumulative abnormal returns (CAR); friendly transactions; resource companies; acquisitions

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APA (6th Edition):

Bartrop, S. B. (2010). Acquisitions may add value to resource companies . (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bartrop, Stephen Bruce. “Acquisitions may add value to resource companies .” 2010. Thesis, Curtin University of Technology. Accessed January 18, 2020. http://hdl.handle.net/20.500.11937/619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bartrop, Stephen Bruce. “Acquisitions may add value to resource companies .” 2010. Web. 18 Jan 2020.

Vancouver:

Bartrop SB. Acquisitions may add value to resource companies . [Internet] [Thesis]. Curtin University of Technology; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/20.500.11937/619.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bartrop SB. Acquisitions may add value to resource companies . [Thesis]. Curtin University of Technology; 2010. Available from: http://hdl.handle.net/20.500.11937/619

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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