This study examines the relationships between stock fundamental ratios and idiosyncratic volatility from 1993 to 2010 for Australian Securities Exchange listed companies. The portfolio analysis results show that high idiosyncratic volatility companies tend to be small (measured by size), highly leveraged (measured by interest cover ratio), low profitability (measured by return on equity and ear...

Using a representative longitudinal survey of U.S. households, we find that household income became noticeably more volatile between the early 1970s and the late 2000s despite the moderation seen in aggregate economic activity during this period. We estimate that the standard deviation of percent changes in household income rose about 30 percent between 1971 and 2008. This widening in the distr...

The aim of this study is to investigate the influence earnings on share repurchase for firms listed in Bursa Malaysia. dependent variable in while dividend per share, earning share, and operating income are proxies representing independent variables. analysis uses data from time series period 2014 2018 an annual basis. information gathered using secondary Malaysia Terminal and accessed thr...

SYNOPSIS: Earnings management remains a popular topic of debate and discussion among investors, regulators, analysts, and the public. One mechanism that might mitigate earnings management is auditors’ industry expertise. Using a large sample of clients of Big 6 auditors, this research examines the association between auditor industry expertise, measured in terms of both auditor market share in ...

This paper reports about a field experiment conducted to estimate the impact of the share of women in management teams on their business performance. As part of their curriculum, undergraduate students in business studies start up a team venture. We manipulated the gender composition of teams and assigned students, conditional on their gender, randomly to teams. We find that management teams wi...

Stock Price is the price that occurs on stock exchange at a certain time which determined by market players and formed from supply demand in capital market. This research was conducted to determine how much influence Return On Investment, Earning Per Share Dividend share prices simultaneously partially consumer goods industrial sector companies listed Sharia Securities List 2015-2019. Sampling ...

The purpose of this study was to determine the effect ROA, ROE, NPM, and EPS on stock prices in Indonesian insurance business sub-sector traded Indonesia Stock Exchange (IDX) between 2017 2020. is subject investigation. It determined that return assets (ROA), profit margin (NPM), are independent variables for study, but considered as dependent variable. Return Assets, Equity, Earning Per Share,...

My dissertation examines the stock market’s assessment of corporate mandatory and voluntary disclosure. Specifically, the first part of the dissertation investigates the stock market reaction to the mandatory segment reporting changes and the second part studies how the stock market assesses credibility of voluntary management forecasts. The dissertation is composed of two essays. The first ess...