scholarly journals Real Estate Divestitures and Stock Price Performance Using Alternative Event Study Variance Estimators

1970 ◽  
Vol 8 (1) ◽  
pp. 27-35
Author(s):  
Thomas Strickland ◽  
Edward Hughes ◽  
Chen-Chin Chu ◽  
Donald Wort
Keyword(s):  
Real Estate ◽  
Event Study ◽  
Stock Price ◽  
Variance Estimators ◽  
Price Performance

scholarly journals Hotel Stock Price Performance During the Covid-19 Pandemic in Indonesia

2021 ◽  
Vol 5 (1) ◽  
Author(s):  
Regina Sandra Kusuma
Keyword(s):  
Event Study ◽  
Stock Price ◽  
Abnormal Return ◽  
Stock Return ◽  
Secondary Data ◽  
Price Performance ◽  
Study Methodology ◽  
The Relationship ◽  
Event Study Methodology

This study aims to analyze the Indonesian hotel stock price performance during the pandemic of Covid-19 by testing the effect of Covid-19 pandemic on stock return and abnormal stock return. The data were collected from secondary data at www.finance.yahoo.com, Indonesian hotel companies stock period from 26 February 2020 to 2 March 2020 during the pandemic of Covid-19. Further, the data were analyzed by using Event Study Methodology to examine the effect of Covid-19 pandemic on Indonesian hotel stock return and abnormal return. The result of this study finds that there is stock reaction after the announcement of Covid-19 pandemic in Indonesia during 15 days after the announcement. Also in this research, can be found a relationship between the stock condition with the pandemic. This research can be used as a reference for investors for their investments by looking at the relationship between the Indonesian hotel companies stock and pandemic of Covid-19.

PENGARUH FREKUENSI PERDAGANGAN PADA SEKTOR PROPERTY DAN REAL ESTATE TERHADAP HARGA SAHAM

2019 ◽  
Vol 7 (02) ◽  
pp. 51
Author(s):  
Adri Wihananto
Keyword(s):  
Real Estate ◽  
Stock Price ◽  
Stock Exchange ◽  
Stock Trading ◽  
Trading Frequency ◽  
Important Thing ◽  
Know How ◽  
Stock Value ◽  
Measuring Frequency ◽  
Case Based

Trading frequency can be said as the implementation from trader of commerce. This case based on positive or negative trader reaction given by trader information.  Stock trading in BEI always fluctuate with price of volume value and frequency particularly. Frequency itself shows the company  involved or not. In trading frequency, if the indicator frequency it self shown the higher point, it means better. In spite of the most important thing is how the fluctuation or value conversion itself. On the frequencies we also could see which stocks is interested by the investor. When trading frequency high, it  may be create sense of interest from investors.The aim of this research, in order to know how far the effect of trading frequency (X) with stock value (Y) using cover stock value. The information used is begin 2008 with sample from twelve property and real estate companies. According to the research can be conclude from twelve companies in Indonesia Stock Exchange in 2008, 75 % of trading frequency samples doesn’t have signification degree between trading frequency and stock value. This case can be explained count on smaller than t tableEvaluation of this research is the trading measuring frequency at property sector and real estate not influence to stock priceKeywords : Trading Frequency, Stock Price 

Pengaruh Intellectual Capital, Profitabilitas, Dan Leverage Terhadap Nilai Perusahaan Pada Perusahaan Sektor Properti, Real Estate, Dan Konstruksi Bangunan Yang Terdaftar Di Bursa Efek Indonesia

2018 ◽  
Vol 9 (2) ◽  
pp. 1-14
Author(s):  
Haryani Chandra ◽  
Hamfri Djajadikerta
Keyword(s):  
Real Estate ◽  
Intellectual Capital ◽  
Firm Value ◽  
Stock Price ◽  
Stock Exchange ◽  
Value Added ◽  
Simple Random Sampling ◽  
Positive Influence ◽  
Public Companies ◽  
Equity Ratio

Go public companies have main purpose to increase firm value consistently. Increased firm value can reflect the increase in the prosperity of shareholders. The purpose of this research is to determine whether intellectual capital, profitability, and leverage have an influence on firm value. This research is expected to help companies to determine the focus on managing the factors those have an influence towards firm value and help investors and potential investors to make investment decisions. This research is conducted on firms listed in property, real estate, and building construction sector in Indonesia Stock Exchange during 2010 until 2015. Samples are selected by simple random sampling method. The research method used is the regression analysis. Intellectual capital is measured by value added intellectual coefficient (VAIC), profitability is measured by return on assets (ROA), leverage is measured by debt- to-equity ratio (DER), and firm value is measured by the year-end closing stock price. The results showed that intellectual capital, profitability, and leverage have partially a significant positive influence on firm value. In addition, intellectual capital, profitability, and leverage have significant influence simultaneously on firm value. Keywords: firm value, intellectual capital, leverage, profitability

Debt Structure Adjustments and Long-run Stock Price Performance

2000 ◽  
Author(s):  
Sudip Datta ◽  
Mai E. Iskandar-Datta ◽  
Kartik Raman
Keyword(s):  
Stock Price ◽  
Debt Structure ◽  
Price Performance ◽  
Long Run

scholarly journals Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic

2020 ◽  
Vol 14 (1) ◽  
Author(s):  
Ding Ding ◽  
Chong Guan ◽  
Calvin M. L. Chan ◽  
Wenting Liu
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Digital Transformation ◽  
Google Trends ◽  
Building Stock ◽  
Market Sentiment ◽  
Price Performance ◽  
Novel Coronavirus ◽  
The Impact

Abstract As the 2019 novel coronavirus disease (COVID-19) pandemic rages globally, its impact has been felt in the stock markets around the world. Amidst the gloomy economic outlook, certain sectors seem to have survived better than others. This paper aims to investigate the sectors that have performed better even as market sentiment is affected by the pandemic. The daily closing stock prices of a total usable sample of 1,567 firms from 37 sectors are first analyzed using a combination of hierarchical clustering and shape-based distance (SBD) measures. Market sentiment is modeled from Google Trends on the COVID-19 pandemic. This is then analyzed against the time series of daily closing stock prices using augmented vector autoregression (VAR). The empirical results indicate that market sentiment towards the pandemic has significant effects on the stock prices of the sectors. Particularly, the stock price performance across sectors is differentiated by the level of the digital transformation of sectors, with those that are most digitally transformed, showing resilience towards negative market sentiment on the pandemic. This study contributes to the existing literature by incorporating search trends to analyze market sentiment, and by showing that digital transformation moderated the stock market resilience of firms against concern over the COVID-19 outbreak.

scholarly journals The Impact of COVID-19 on the Stock Price of Socially Responsible Enterprises: An Empirical Study in Taiwan Stock Market

2021 ◽  
Vol 18 (4) ◽  
pp. 1398
Author(s):  
Kuo-Jung Lee ◽  
Su-Lien Lu
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Price ◽  
Abnormal Returns ◽  
Recovery Phase ◽  
Socially Responsible ◽  
Cumulative Impact ◽  
Study Approach ◽  
Price Performance ◽  
The Impact

This study examines the impact of the COVID-19 outbreak on the Taiwan stock market and investigates whether companies with a commitment to corporate social responsibility (CSR) were less affected. This study uses a selection of companies provided by CommonWealth magazine to classify the listed companies in Taiwan as CSR and non-CSR companies. The event study approach is applied to examine the change in the stock prices of CSR companies after the first COVID-19 outbreak in Taiwan. The empirical results indicate that the stock prices of all companies generated significantly negative abnormal returns and negative cumulative abnormal returns after the outbreak. Compared with all companies and with non-CSR companies, CSR companies were less affected by the outbreak; their stock prices were relatively resistant to the fall and they recovered faster. In addition, the cumulative impact of the COVID-19 on the stock prices of CSR companies is smaller than that of non-CSR companies on both short- and long-term bases. However, the stock price performance of non-CSR companies was not weaker than that of CSR companies during times when the impact of the pandemic was lower or during the price recovery phase.

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