Impact of public announcements on stock prices: the example of Lithuanian stock market considering values of stock prices
LDB:
Rinkinys:
Mokslo publikacijos / Scientific publications
Publikacijos rūšis:
Straipsnis / Article
Kalba:
Anglų kalba / English
Antraštė:
Impact of public announcements on stock prices: the example of Lithuanian stock market considering values of stock prices
Leidinyje:
Economics and business, 2014, vol. 26, p. 107-112
Teminė kategorija:
Santrauka / Anotacija:
ENThe previous studies have shown that there is a relation between values of stock prices and the price changes caused by public announcements. Thus the aim of this paper is to examine if the respective relation can be observed in Lithuanian stock market and how it is affected by different categories of announcements. A simplified version of the event study methodology was used in this paper and the average absolute and abnormal returns were calculated. A negative correlation between the values of stock prices and the price changes caused by public announcements was observed; that is consistent with the previous studies.
DOI:
10.7250/eb.2014.027
ISSN:
2256-0386; 2256-0394
Tematika:
Susijusios publikacijos:
Impact of public information signals on share prices: evidence from Lithuania. Ekonomika ir vadyba. 2012, Vol. 17, no. 3, p. 879-888.
Nuoroda į įrašą:
https://www.lituanistika.lt/content/79069
Atnaujinta:
2021-02-02 19:04:03
Metrika:
Peržiūros: 32
Atsisiuntimai: 2
Eksportas:
