- About
-
The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 1 to 2 of 2 (0.078 seconds)Spelling suggestions: "subject:"event coincidence aanalysis"" "subject:"event coincidence 2analysis""
| 1 |
Wie wirken Unternehmensberichte auf den Aktienkurs? - Eine statistische Untersuchung mittels Event Coincidence Analysis und Superposed Epoch AnalysisRimatzki, Florian 14 November 2016 (has links) (PDF)
Several times a year companies publish business reports to openly account for their business activities. This thesis examines the effect of those business reports on stock prices of businesses in the German automotive industry. Different statistical methods such as Event Coincidence Analysis and Superposed Epoch Analysis are used to examine possible negative and positive reactions of stock prices before and after the disclosure of business reports. It shows that there seems to be a stronger influence of a negative business report on the daily abnormal rate of return than of a positive business report. Furthermore the thesis confirms the hypothesis of Roeder that the information from a business report is processed not only on the day of publication but also on the day after.
|
| 2 |
Wie wirken Unternehmensberichte auf den Aktienkurs? - Eine statistische Untersuchung mittels Event Coincidence Analysis und Superposed Epoch AnalysisRimatzki, Florian 01 November 2016 (has links)
Several times a year companies publish business reports to openly account for their business activities. This thesis examines the effect of those business reports on stock prices of businesses in the German automotive industry. Different statistical methods such as Event Coincidence Analysis and Superposed Epoch Analysis are used to examine possible negative and positive reactions of stock prices before and after the disclosure of business reports. It shows that there seems to be a stronger influence of a negative business report on the daily abnormal rate of return than of a positive business report. Furthermore the thesis confirms the hypothesis of Roeder that the information from a business report is processed not only on the day of publication but also on the day after.
|
Page generated in 0.0819 seconds