Please use this identifier to cite or link to this item:
https://www.um.edu.mt/library/oar/handle/123456789/5199| Title: | The variability of stock returns around earnings announcements : empirical evidence from Malta |
| Authors: | Vella, Rachel |
| Keywords: | Stock price forecasting -- Malta Investments -- Mathematical models |
| Issue Date: | 2012 |
| Abstract: | Purpose: This dissertation sets out to model the volatility of stock excess returns and test the impact of earnings announcements on the conditional volatility of excess returns, with the ultimate aim of determining whether earnings announcements in Malta possess information content, and measuring the speed of reaction, if any, to earnings releases in order to test the semi-strong form of the Efficient Market Hypothesis. |
| Description: | B.ACCTY.(HONS) |
| URI: | https://www.um.edu.mt/library/oar//handle/123456789/5199 |
| Appears in Collections: | Dissertations - FacEMAAcc - 2012 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 12BACC084.pdf Restricted Access | 1.94 MB | Adobe PDF | View/Open Request a copy |
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