9783659454813 - Is Stock Price Synchronicity a Measure of Noise or Informativeness: Evidence from Audit Pricing Model di Wang, Xinhua Jim (5 risultati)

Taschenbuch. Condizione: Neu. Is Stock Price Synchronicity a Measure of Noise or Informativeness | Evidence from Audit Pricing Model | Xinhua Jim Wang | Taschenbuch | 72 S. | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659454813 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 72 pp. Englisch.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Wang Xinhua JimJim Wang got his PhD from the School of Accounting and Finance at the Hong Kong Polytechnic University. Currently, Jim is teaching accounting courses at Tung Wah College. He got the Staff Development Research Grant on .

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 72 pp. Englisch.

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.