This study re-examines the relationship between liquidity and firm value in the emerging
stock market of Malaysia, exploring the issues of nonlinearity and moderating variables …

We assemble data of non-financial stocks on the Shenzhen small and medium-sized
enterprise (SME) board over the 2005–2019 sample period to explore the liquidity drivers of …

Using data assembled from all non-financial firms traded on the Malaysian stock exchange,
we provide evidence of a nonlinear relationship between the number of shareholders and …

By focusing on the price and trading volume movements around the ex-days of shareholder
perks, we investigate whether and how investors value shareholder perks. Using …

Using natural language processing (NLP) techniques to analyze the leading newspapers in
China, we develop a novel measure, a pandemic intensity index. We show that firms with …

Once< exriri alue is acknowleged, numerouspul i: ng market anomalies su ddren: make
sense. Meme stoc multitlier esects index premia, the emergence of ESG as a distict asset …

This research investigates how ownership structures affect the cost of equity capital (COE) in
Indian companies, particularly in market conditions with weak investor protection and …

This study examines the effects of shareholder perks on stock returns of publicly listed firms
in Japan during the 2008 global financial crisis. We find that stocks of firms that offered …

This study aimed to examine the impact and source of announcements introducing
additional long-term shareholder perks on stock prices of Japanese listed companies. We …

We examine firms' motives to invest in DEI by using George Floyd's murder and subsequent
protests as a shock to firms' net benefits from investing in DEI. We apply a state-of-the-art …