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The delay of stock price adjustment to information: A country-level analysis. (2010). Lim, Kian-Ping ; Hooy, Chee-Wooi.
In: Economics Bulletin.
RePEc:ebl:ecbull:eb-10-00033.

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Cited: 4

Citations received by this document

Cites: 14

References cited by this document

Cocites: 20

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2.

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  2. Integration, investor protection rules and global informational inefficiency of emerging financial markets. (2021). Boamah, Nicholas Addai.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00084-3.

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  3. Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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  4. Is market integration associated with informational efficiency of stock markets?. (2013). Lim, Kian-Ping ; Hooy, Chee-Wooi.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:1:p:29-44.

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References

References cited by this document

  1. Albuquerque, R., Bauer, G.H. and Schneider, M. (2009) Global private information in international equity markets Journal of Financial Economics 94, 18-46.

  2. Alves, P., Peasnell, K. and Taylor, P. (2010) The use of the R2 as a measure of firm-specific information: a cross-country critique Journal of Business Finance and Accounting 37, 1-26.

  3. Bae, K.H., Ozoguz, A. and Tan, H. (2009) Do foreigners facilitate information transmission in emerging markets? Working Paper, York University.
    Paper not yet in RePEc: Add citation now
  4. Daouk, H. and Charoenrook, A. (2005) A study of market-wide short-selling restrictions SSRN working paper, available at http://ssrn.comlabstract=687562.
    Paper not yet in RePEc: Add citation now

  5. DeFond, M., Hung, M. and Trezevant, R. (2007) Investor protection and the information content of annual earnings announcements: International evidence Journal of Accounting and Economics 43, 37-67.

  6. Fama, E.F., Fisher, L., Jensen, M.C. and Roll, R. (1969) The adjustment of stock prices to new information International Economic Review 10, 1-21.

  7. Fernandes, N. and Feneira, M.A. (2009) Insider trading laws and stock price informativeness Review of Financial Studies 22, 1845-1887.

  8. Griffin, J.M., Hirschey, N.H. and Kelly, P.J. (2008) Why does the reaction to news announcements vary across countries? Working Paper, University of Texas at Austin.
    Paper not yet in RePEc: Add citation now

  9. Griffin, J.M., Kelly, P.J. and Nardari, F. (2010) Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets Review of Financial Studies, forthcoming.

  10. Hou, K. and Moskowitz, T.J. (2005) Market frictions, price delay, and the cross-section of expected returns Review of Financial Studies 18, 981-1020.

  11. Jin, L. and Myers, S.C. (2006) R2 around the world: New theory and new tests Journal of Financial Economics 79, 257-292.

  12. Lim, K.P. (2009) The speed of stock price adjustment to market-wide information. SSRN working paper, available at http://ssrn .cornlabstract= 1412231.
    Paper not yet in RePEc: Add citation now
  13. Lim, K.P. and Brooks, R.D. (2009) Are emerging stock markets less efficient? A survey of empirical literature In Emerging Markets: Performance, Analysis and Innovation by G.N. Gregoriou, Ed., CRC Press: London, 21-38.
    Paper not yet in RePEc: Add citation now
  14. Morck, R., Yeung, B. and Yu, W. (2000) The information content of stock markets: Why do emerging markets have synchronous stock price movements? Journal of Financial Economics 58, 215-260.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad.
    In: Business & Economic Review.
    RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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  2. The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan. (2016). Hassan, Arshad ; Khan, Mushtaq Hussain ; Fraz, Ahmad.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:21:y:2016:i:2:p:97-119.

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  3. On the use of the market model R-square as a measure of stock price efficiency. (2015). Bramante, Riccardo ; Petrella, Giovanni ; Zappa, Diego.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:2:p:379-391.

    Full description at Econpapers || Download paper

  4. U.S. International Equity Investment and Past and Prospective Returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16677.

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  5. U.S. international equity investment and past prospective returns. (2011). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, ; Curcuru, Stephanie E..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1016.

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  6. Capital Based Macroeconomic model and 100 percent reserve system, free banking system and BFH system: A Comparism among Latvia, Lithuania, Kazakhstan, and Kyrgyzstan.. (2010). Antwi, Joseph Baafi .
    In: MPRA Paper.
    RePEc:pra:mprapa:22935.

    Full description at Econpapers || Download paper

  7. The delay of stock price adjustment to information: A country-level analysis. (2010). Lim, Kian-Ping ; Hooy, Chee-Wooi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-10-00033.

    Full description at Econpapers || Download paper

  8. Monetary Policy Shocks and Portfolio Choice. (2010). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8099.

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  9. Risk premia in international equity markets revisited. (2009). Brown, Stephen ; Arakawa, Kiyoshi ; Hiraki, Takato ; Ohno, Saburo .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:3:p:295-318.

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  10. Monetary Policy Shocks and Portfolio Choice. (2009). Straub, Roland ; Saborowski, Christian ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091122.

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  11. International Capital Flows under Dispersed Information: Theory and Evidence. (2008). van Wincoop, Eric ; Tille, Cédric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14390.

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  12. International Capital Flows under Dispersed Information: Theory and Evidence. (2008). van Wincoop, Eric ; Tille, Cédric.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6989.

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  13. International Capital Flows. (2007). van Wincoop, Eric ; Tille, Cédric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12856.

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  14. Sudden Flight and True Sudden Stops. (2007). Warnock, Francis ; Rothenberg, Alexander D..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp187.

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  15. International Capital Flows. (2007). van Wincoop, Eric ; Tille, Cédric.
    In: Working Papers.
    RePEc:hkm:wpaper:122007.

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  16. International capital flows. (2007). van Wincoop, Eric ; Tille, Cédric.
    In: Staff Reports.
    RePEc:fip:fednsr:280.

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  17. Do international portfolio investors follow firms foreign investment decisions?. (2007). Ehling, Paul ; De Santis, Roberto A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007815.

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  18. Sudden Flight and True Sudden Stops. (2006). Warnock, Francis ; Rothenberg, Alexander D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12726.

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  19. Marketwide Private Information in Stocks: Forecasting Currency Returns. (2006). Brandao Marques, Luis ; de Francisco, Eva ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5604.

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  20. Advance Information and Asset Prices. (2001). Miao, Jianjun ; Albuquerque, Rui.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-017.

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Authors registered in RePEc who have wrote about the same topic

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