Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior
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 carri...
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| Format: | Thesis |
| Language: | English |
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2004
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| Online Access: | http://eprints.usm.my/25749/ |
| Abstract | Abstract here |
| _version_ | 1855631404205867008 |
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| author | Cheah, Weng Hong |
| author_facet | Cheah, Weng Hong |
| author_sort | Cheah, Weng Hong |
| description | 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. |
| first_indexed | 2025-10-17T07:59:18Z |
| format | Thesis |
| id | usm-25749 |
| institution | Universiti Sains Malaysia |
| language | English |
| last_indexed | 2025-10-17T07:59:18Z |
| publishDate | 2004 |
| record_format | EPrints |
| record_pdf | Restricted |
| spelling | usm-257492017-04-17T06:24:24Z http://eprints.usm.my/25749/ Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior Cheah, Weng Hong HF5001-6182 Business 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. 2004 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/25749/1/EARNINGS_ANNOUNCEMENTS_OF_KLSE_STOCKS_-_IMPACT_OF_TYPE_OF_NEWS%2C_FIRM_SIZE%2C_AND_OWNERSHIP_STRUCTURE_ON_PRICE_BEHAVIOR.pdf 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. |
| spellingShingle | HF5001-6182 Business Cheah, Weng Hong Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| thesis_level | Master |
| title | Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| title_full | Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| title_fullStr | Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| title_full_unstemmed | Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| title_short | Earnings announcements of KLSE stocks: impact of type of news, firm size, and ownership structure on price behavior |
| title_sort | earnings announcements of klse stocks impact of type of news firm size and ownership structure on price behavior |
| topic | HF5001-6182 Business |
| url | http://eprints.usm.my/25749/ |
| work_keys_str_mv | AT cheahwenghong earningsannouncementsofklsestocksimpactoftypeofnewsfirmsizeandownershipstructureonpricebehavior |