Trading Volume Reaction to the Earnings Reconciliation from IFRS
... Chen and Sami (2008) (hereafter CS) examine the short-term trading volume reaction to the earnings reconciliation from International Accounting Standards (IAS) to U.S. GAAP during the period of 1995-2004. They find that investors in the U.S. markets trade on the earnings reconciliation information ...
... Chen and Sami (2008) (hereafter CS) examine the short-term trading volume reaction to the earnings reconciliation from International Accounting Standards (IAS) to U.S. GAAP during the period of 1995-2004. They find that investors in the U.S. markets trade on the earnings reconciliation information ...
Stop-loss orders and price cascades in currency markets
... where stop-loss orders cluster. 6 This indicates that a trend can be prolonged by the execution of some stop-loss orders triggered by that trend, consistent with the paper’s main hypothesis. However, this result need not demonstrate that stop-loss orders are sometimes executed in "waves," as describ ...
... where stop-loss orders cluster. 6 This indicates that a trend can be prolonged by the execution of some stop-loss orders triggered by that trend, consistent with the paper’s main hypothesis. However, this result need not demonstrate that stop-loss orders are sometimes executed in "waves," as describ ...
The Information Content of the NCREIF Index
... estate, such as commingled funds. Return series on privately held real estate are impacted by infrequent appraisals, are often labeled as smoothed, and hence, do not update information as quickly. Recent studies of NCREIF, for example, attempt to refine the measurement of return indexes, and interpr ...
... estate, such as commingled funds. Return series on privately held real estate are impacted by infrequent appraisals, are often labeled as smoothed, and hence, do not update information as quickly. Recent studies of NCREIF, for example, attempt to refine the measurement of return indexes, and interpr ...