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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| dc.status | Not peer reviewed | en |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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