Impact of annual financial results announcement on security prices : case of Singapore stock market

• Main Authors: See Tho, Soat Ching, Tan, Ai Leng, Wee, Liang Chyan
• Other Authors: Foo, See Liang
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Equity
• Online Access: http://hdl.handle.net/10356/10640
• Institution: Nanyang Technological University

This study examines the existence of abnormal returns based on published financial results for the period from 1993 to 1996. It further tests the correlation between the percentage change in abnormal returns and the percentage change in the earnings, dividends, debt-equity and cash flow in 1993. Thi...