Browsing by Subject "abnormal return"

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  • Does bursa Malaysia overreact?

    Ali, Norli; Nassir, Annuar Md; Hassan, Taufiq; Abidin, Sazali Zainal (2009)
    Findings for the whole period from January 1987 to December 2006 reveal that loser has insignificantly becomes loser and winner has significantly reversed in the subsequent period. Arbitrage portfolio does not provide any ...
  • The effect of sustainability reporting on financial performance: An empirical study using listed companies

    Reddy, Krishna; Gordon, Lucus (RossiSmith Academic Publishers, 2010)
    Purpose - This study investigates the effect sustainability reporting has on companies’ financial performance. Sustainability reports are voluntarily released by companies that provide additional information to the ...