In stock markets, information plays a crucial role in determining trading dynamics and price discovery. the investment decisions, an investor may have incomplete regarding firm-specific factors because of asymmetry. Therefore, investors rely on market factors. Extensive work has been done synchronicity (SYNCH) from dual banking system viewpoint. present study examines association Stock Price Sy...

Whether return synchronicity is associated with higher or lower stock price informativeness still an ongoing debate in the academic literature. This paper contributes to this by exploiting exogenous shock, provided a regulatory change introduced Federal Reserve 2015, and examining its impact on using sample of U.S. listed bank holding companies (BHCs) operating during period 2014: Q3 – 2016: Q2...

This paper compares the synchronicity of individual stock returns in different countries. For the US, Morck et al (2000) and Campbell et al (2001) show that the US in the post war period experienced an increase in firm specific stock return variations and thus a reduction in synchronicity. We show that a similar international trend, albeit weaker, is visible for many countries. Using both regre...

This paper compares the synchronicity of individual stock returns in different countries. For the US, Morck et al (2000) and Campbell et al (2001) show that the US in the post war period experienced an increase in firm specific stock return variations and thus a reduction in synchronicity. We show that a similar international trend, albeit weaker, is visible for many countries. Using both regre...

This article empirically tested the impact of investors' site visits on capital market pricing efficiency. Leveraging data from 2009 to 2022 Shenzhen Stock Exchange's listed companies, we found that: (1) Investors' could reduce stock price synchronicity, indicating improved efficiency market. (2) The mechanisms tests showed investors obtain private incremental information through visits. (3) co...

This paper studies the dynamic relationship between returns in the Russian stock market and global equity markets in the aftermath of the 2014 Ukrainian crisis. We apply dynamic the Russian and global equity returns after the crisis outbreak. The Russian stock market clearly decoupled from both de veloped and emerging markets, as shown by a 30–50% decline in returns correlation. In view of dram...