Market anomalies for the Irish equity market

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dc.contributor.author Cotter, John
dc.date.accessioned 2009-12-08T15:09:41Z
dc.date.available 2009-12-08T15:09:41Z
dc.date.copyright 1997, Financial Services Research Forum en
dc.date.issued 1997
dc.identifier.uri http://hdl.handle.net/10197/1694
dc.description.abstract his paper applies an event study methodology to 22 Irish equities between 1990-1995. A recursive-sample methodology is used to account for informational flows. The research design allows risk to vary in event time testing hypotheses on the turn of the year event, the earnings announcements event and the influence of firm size. The results are robust in terms of model specification and measurement problems. The evidence tentatively supports a turn of the year effect. Abnormal returns are present around earnings announcements but positively related to risk. Firm size affects the turn of the year findings but not earnings announcements. en
dc.format.extent 4304 bytes
dc.format.mimetype application/pdf
dc.language.iso en en
dc.publisher Financial Services Research Forum en
dc.relation.ispartofseries Financial Market Papers en
dc.relation.ispartofseries 3 en
dc.subject.lcsh Stocks--Ireland en
dc.subject.lcsh Stock exchanges--Ireland en
dc.title Market anomalies for the Irish equity market en
dc.type Working Paper en
dc.internal.authorurl John Cotter (web page) en
dc.internal.authorurl http://www.ucd.ie/research/people/business/drjohncotter/ en
dc.internal.authorid UCD0043 en
dc.internal.availability Full text not available en
dc.status Not peer reviewed en
dc.neeo.contributor Cotter|John|aut|UCD0043 en


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