DC Field | Value | Language |
---|---|---|
dc.contributor.author | Charamis, Dimitrios | - |
dc.contributor.author | Floros, Christos | - |
dc.contributor.author | Tabouratzi, Efthalia | - |
dc.contributor.author | Zounta, Stella | - |
dc.date.accessioned | 2024-03-20T08:57:55Z | - |
dc.date.available | 2024-03-20T08:57:55Z | - |
dc.date.issued | 2017 | - |
dc.identifier | google_scholar-zK835XQAAAAJ:u5HHmVD_uO8C | - |
dc.identifier.other | zK835XQAAAAJ:u5HHmVD_uO8C | - |
dc.identifier.uri | https://uniwacris.uniwa.gr/handle/3000/1528 | - |
dc.description.abstract | We consider recent data from three major US indices (S & P500, NASDAQ 100, and DJIA) to examine the effect of joiners and leavers on stock market returns and volatility. We report (a) a positive effect of leavers on stock market returns (S & P500, DJIA), (b) a positive effect of leavers on stock market volatility (S & P500), and (c) a negative effect of joiners on DJIA stock market returns and volatility. No effects reported for NASDAQ100. We compare these results with the profitability, P/E and Price to Book index ratios. These findings are recommended to financial managers and investors dealing with US stock indices. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Scientific Research | en_US |
dc.relation.ispartof | Theoretical Economics Letters | en_US |
dc.source | Theoretical Economics Letters 7 (04), 696-708, 2017 | - |
dc.subject | Stock market returns | en_US |
dc.subject | Volatility | en_US |
dc.subject | Index ratios | en_US |
dc.subject | US | en_US |
dc.subject | Joiners | en_US |
dc.subject | Leavers | en_US |
dc.subject | GARCH | en_US |
dc.title | Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.4236/tel.2017.74050 | en_US |
dc.relation.dept | Department of Accounting and Finance | en_US |
dc.relation.faculty | School of Administrative, Economics and Social Sciences | en_US |
dc.relation.volume | 7 | en_US |
dc.relation.issue | 04 | en_US |
dc.identifier.spage | 696 | en_US |
dc.identifier.epage | 708 | en_US |
dc.link | https://www.scirp.org/html/3-1501125_76209.htm | en_US |
dc.collaboration | University of West Attica (UNIWA) | en_US |
dc.subject.field | Social Sciences | en_US |
dc.journals | Open Access | en_US |
dc.publication | Peer Reviewed | en_US |
dc.country | Greece | en_US |
local.metadatastatus | verified | en_US |
item.fulltext | No Fulltext | - |
item.grantfulltext | none | - |
item.openairetype | Article | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
crisitem.author.dept | Department of Accounting and Finance | - |
crisitem.author.faculty | School of Administrative, Economics and Social Sciences | - |
crisitem.author.orcid | 0009-0007-2335-955X | - |
crisitem.author.parentorg | School of Administrative, Economics and Social Sciences | - |
Appears in Collections: | Articles / Άρθρα |
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