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dc.description.abstractPurpose: 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.en_GB
dc.subjectStock price forecasting -- Maltaen_GB
dc.subjectInvestments -- Mathematical modelsen_GB
dc.titleThe variability of stock returns around earnings announcements : empirical evidence from Maltaen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.publisher.institutionUniversity of Maltaen_GB
dc.publisher.departmentFaculty of Economics, Management & Accountancy. Department of Accountancyen_GB
dc.contributor.creatorVella, Rachel
Appears in Collections:Dissertations - FacEMAAcc - 2012

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