Cheah, Weng Hong (2004) Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior. Masters thesis, Universiti Sains Malaysia.
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Abstract
This paper studies the impact of factors in affecting the price behavior of the local stock market during earnings announcements. In addition, the market efficiency during post-earnings announcements is also studied. Appropriate adjustments to mitigate possible effects of thin trading bias are carried out using Dimson method. The factors investigated included type of news, firm size, level of institutional ownership, and level of foreign ownership.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | H Social Sciences > HF Commerce > HF5001-6182 Business |
| Divisions: | Pusat Pengajian Siswazah Perniagaan (Graduate School of Business) > Thesis |
| Depositing User: | Mr. Hazaralie Ramlee |
| Date Deposited: | 24 Jul 2012 02:39 |
| Last Modified: | 17 Apr 2017 06:24 |
| URI: | http://eprints.usm.my/id/eprint/25749 |
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