Financial indicators, informational environment of emerging markets and stock returns

RT Takamatsu, LP Lopes-Fávero - RAUSP Management Journal, 2019 - SciELO Brasil
Purpose The purpose of this paper is to evaluate the influence of the informational
environment on the relevance of accounting information in companies traded in stock …

Examining significance of “downside beta” as a measure of risk–evidence from Indian equity market

S Menon, P Mohanty, U Damodaran… - International Journal of …, 2023 - emerald.com
Purpose Many studies have shown that from a theoretical and empirical point of view,
downside risk-based measures of risk are better than the traditional ones. Despite academic …

Does financial integration impact performance of equity anomalies?

G Sharma, S Sehgal, AV Mishra - Cogent Economics & Finance, 2022 - Taylor & Francis
We examine prominent market anomalies and evaluate the efficacy of alternative asset
pricing models under different financial integration settings. A financial integration index is …

Limits‐to‐arbitrage, investment frictions, and the investment effect: New evidence

FYEC Lam, Y Li, W Prombutr… - European Financial …, 2020 - Wiley Online Library
This study comprehensively reexamines the debate over behavioral and rational
explanations for the investment effect in an updated sample. We closely follow the previous …

Opacity of financial information, adoption of international standards and legal origins

RT Takamatsu, LPL Fávero - Revista Brasileira de Gestão de …, 2017 - SciELO Brasil
Purpose–The goal of this study was to investigate the relationship between the level of
Earnings Opacity and a company's informational environment, specifically considering …

The relevance of financial and economic informational environment: evidence from South Asian markets

MU Arshad, FN Khan, M Ishfaq, MN Shabbir… - Journal of Economic …, 2021 - emerald.com
Purpose This study aims to explore the firm's specific, opacity and economy-specific
variables to explain the variation in South Asian market returns and indicate that how the …

Operational Efficiency based Investment strategies and Equity Returns: Evidence from Emerging Economy

S Ghulam, M Rizwan, M Awais - Bahria University Journal Of …, 2024 - bjmt.bahria.edu.pk
The objective of this paper is to study the impact of market premium, asset growth, net
operating assets and volatility premium on future stock returns. This study uses secondary …

Opacidade das informações contábeis, adoção das normas internacionais e origem legal

RT Takamatsu, LPL Fávero - Revista Brasileira de Gestão de …, 2017 - SciELO Brasil
Objetivo: O objetivo do presente trabalho foi investigar a relação entre o nível de opacidade
dos lucros eo ambiente informacional da empresa, mais especificamente levando-se em …

Indicadores contábeis, ambiente informacional de mercados emergentes e retorno das ações

RT Takamatsu - 2015 - teses.usp.br
Este trabalho tem por objetivo principal avaliar a capacidade de explicação das variações
dos retornos das ações de empresas que negociam seus títulos em bolsas de valores de …

Varlık fiyatlama modellerinin gelişmekte olan ülkelerde karşılaştırmalı analizi

H Küçükşahin - 2023 - gcris.pau.edu.tr
Finansal piyasaların hangi değişkenlere göre hareket ettiğini anlamak ve bu doğrultuda
yatırım kararlarını almak, varlık fiyatlama teorilerinde yer alan en önemli varsayımlarından …