Index mutual fund ownership and financial reporting quality

A Baig, RJ DeLisle, GR Zaynutdinova - Research in International Business …, 2022 - Elsevier
We examine the relation between index mutual fund ownership and financial reporting
quality measured by the propensity for fraudulent statements (Beneish's (1999) M-Score) …

Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks

J Lobão, L Pacheco, D Carvalho - Review of Behavioral Finance, 2024 - emerald.com
Exploring the Nordic numbers: an analysis of price clustering in Scandinavian stocks |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish …

Dynamics of price clustering in the Pakistan stock exchange

AS Baig, MI Chaudhry, RJ DeLisle - Managerial Finance, 2024 - emerald.com
Purpose In this paper, the authors study the phenomenon of price clustering in the Pakistan
Stock Exchange (PSX), a market viewed as one of the best-performing stock markets in the …

The informativeness of the top holdings of Chinese equity mutual funds

S Yao, J Zhang - International Journal of Emerging Markets, 2022 - emerald.com
Purpose This study aims to determine whether the stock holdings of equity mutual funds are
informative for predicting future stock performance in the Chinese market. It is a puzzle that …

Does Innovation Explain the Skewness of Stock Returns?

A Baig, HA Butt, A Fitwi, J Smith - American …, 2021 - digitalcommons.newhaven.edu
This paper investigates the impact of firm-level innovation on the skewness of stock returns.
Using data on a broad sample of equities from the major US stock exchanges, we find that …