The Speed of Stock Price Adjustment to Corporate Announcements: Insights from Turkey

2020 ◽  
Author(s):  
Oguz Ersan ◽  
Serif Aziz Simsir ◽  
Koray D. Simsek ◽  
Afan Hasan
Keyword(s):  
Stock Price ◽  
Price Adjustment ◽  
Corporate Announcements ◽  
Stock Price Adjustment

The speed of stock price adjustment to corporate announcements: Insights from Turkey

2020 ◽  
pp. 100778
Author(s):  
Oguz Ersan ◽  
Serif Aziz Simsir ◽  
Koray D. Simsek ◽  
Afan Hasan
Keyword(s):  
Stock Price ◽  
Price Adjustment ◽  
Corporate Announcements ◽  
Stock Price Adjustment

Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market

2005 ◽  
Vol 08 (01) ◽  
pp. 31-51 ◽  
Author(s):  
Chia-Cheng Ho ◽  
Chin-Chuan Lee ◽  
Chien-Ting Lin ◽  
C. Edward Wang
Keyword(s):  
Stock Price ◽  
Direct Evidence ◽  
Practical Implication ◽  
Emerging Market ◽  
Seasoned Equity Offerings ◽  
Price Adjustment ◽  
Equity Offerings ◽  
Stock Return Volatility ◽  
Using Data ◽  
Stock Price Adjustment

Using data from the Taiwanese stock market, an emerging market, this paper documents positive changes in liquidity and volatility around seasoned equity offerings (SEOs). These findings are consistent with the uncertain signal hypothesis that investors with diverse views on the information content of SEOs are likely to induce larger trading activity and subsequent higher stock return volatility. We also provide direct evidence that changes in liquidity is positively associated with stock price adjustment. However, the relations among liquidity, volatility and price movements appear to rely on how SEOs are conducted. A practical implication is that managers may influence liquidity and stock price movement through their choice of SEOs issuing methods.

The intraday speed of stock price adjustment to major dividend changes: Bid−ask bounce and order flow imbalances

1996 ◽  
Vol 20 (2) ◽  
pp. 247-266 ◽  
Author(s):  
Thomas F. Gosnell ◽  
Arthur J. Keown ◽  
John M. Pinkerton
Keyword(s):  
Stock Price ◽  
Price Adjustment ◽  
Order Flow ◽  
Stock Price Adjustment

A model of stock price adjustment after dividends

2009 ◽  
Vol 36 (5) ◽  
pp. 508-521
Author(s):  
Maria Rosa Borges
Keyword(s):  
Stock Price ◽  
Price Adjustment ◽  
Stock Price Adjustment

Information Content and the Speed of Stock Price Adjustment

1985 ◽  
Vol 23 (1) ◽  
pp. 336 ◽  
Author(s):  
Robert Jennings ◽  
Laura Starks
Keyword(s):  
Information Content ◽  
Stock Price ◽  
Price Adjustment ◽  
Stock Price Adjustment

Ex-Date Stock Price Adjustment to Stock Dividends: A Note

1983 ◽  
Vol 38 (1) ◽  
pp. 247-255 ◽  
Author(s):  
J. RANDALL WOOLRIDGE
Keyword(s):  
Stock Price ◽  
Price Adjustment ◽  
Stock Dividends ◽  
Stock Price Adjustment
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