The Information Content of FDI Announcements: Evidence from an Emerging Market
This study examines the stock return responses to the announcements of foreign direct investments (FDI) by Singaporean companies. A standard event study methodology is used to ascertain the abnormal returns around the announcement day (day 0). The study covers the period from 1989 to 1994 with a sam...
Saved in:
Main Authors: | DING, David K., SUN, Qing |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1997
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/756 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
The Information Content of FDI Announcements: Evidence from an Emerging Market
by: DING, David K., et al.
Published: (1997) -
Causes and Effects of ESOPs: Evidence from an Emerging Market
by: DING, David K., et al.
Published: (2000) -
A New Nonparametric Variance Ratio Test of Random Walk: Evidence from Emerging Markets
by: Al-Khazali, O., et al.
Published: (2005) -
Earnings Announcements and the Information Channels of a Firm
by: TING, Christopher Hian Ann
Published: (2007) -
Random Walk in Emerging Markets by Nonparametric Variance Ratio Test: Evidence from Middle East and North Africa Stock Market
by: Al-Khazali, O., et al.
Published: (2005)