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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)
Appears in Collections:Dissertations - FacEMAAcc - 2012

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