The Impact of Stock Mispricing on Corporate Investment Efficiency. Evidence from the UK Market.

QR Code

The Impact of Stock Mispricing on Corporate Investment Efficiency. Evidence from the UK Market.

This paper empirically investigates whether stock mispricing can affect investment efficiency in the context of the UK stock market. Firm shareholders hope their capital can get maximum benefits which means that investment efficiency should be high. However, the investment inefficiency problem exist...

Full description

Bibliographic Details
Main Author:	Peng, Xin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	stock mispricing corporate investment efficiency M/B decomposition
Online Access:	https://eprints.nottingham.ac.uk/62376/

Similar Items

Equity mispricing and the adjustment toward target leverage: Evidence from the UK
by: Dang, Thi Uyen Thao
Published: (2017)

Deliberate premarket underpricing and aftermarket mispricing: new insights on IPO pricing
by: Reber, Beat, et al.
Published: (2016)

Financial advisors and corporate investment
by: Wang, Danni
Published: (2021)

The impact of new information regime on the Jakarta stock exchange.
by: Nelmida, ., et al.
Published: (2009)

AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)

Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2013)

Short selling and stock returns: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2011)

A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)

Short interest and stock returns: evidence from the UK (Gregynog 2011).
by: Mohamad, Azhar
Published: (2011)

The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)

The effect of GST announcement on stock market volatility: evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)

Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)

Islamic versus conventional stock market indices performance: empirical evidence from Turkey
by: Bayram, Kamola, et al.
Published: (2019)

Is there stock market efficiency in Malaysia?
by: Sui Suyin, Crystal
Published: (2007)

Examination of Efficient Market Hypothesis in Indian Stock Markets and behavioural patterns of Institutional and Individual Investors in India
by: Jain, Shruti
Published: (2006)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2015)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2012)

Short-selling ban and cross-sectoral contagion: evidence from the UK
by: Mohamad, Azhar, et al.
Published: (2014)

Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets
by: Islam, Mohd Aminul
Published: (2013)

The co-movement of selective conventional and Islamic stock indices: is there any impact on shariah compliant equity investment in China?
by: Saiti, Buerhan, et al.
Published: (2016)

The diversification benefits within Islamic investments: evidence from MGARCH-DCC approach
by: Saiti, Buerhan, et al.
Published: (2016)

Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)

Corporate governance and insider trading: evidence from Malaysia
by: Ahmad Kamal, Siti Aisyah, et al.
Published: (2018)

A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991)

Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2017)

Order imbalance and selling aggression under a shorting ban: Evidence from the UK
by: Mohammad Sifat, Imtiaz, et al.
Published: (2015)

Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence
by: Mohamad, Azhar
Published: (2013)

Gharar and mispricing of equity warrants, Malaysian evidence
by: Haron, Razali
Published: (2014)

Short selling and exchange-traded funds returns: evidence from the London Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2016)

An investigation of shariah penny stocks’ performance and its determinants: Evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)

An investigation of Sharīʿah penny stocks’ performance and its determinants: evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)

Do structural oil-market shocks affect stock prices?
by: Apergis, Nicholas, et al.
Published: (2009)

AN EMPIRICAL STUDY OF THE RELATIONSHIP BETWEEN STOCK MISPRICING AND INVESTMENTS: EVIDENCE FROM LONDON STOCK EXCHANGE
by: Mei, Chen
Published: (2014)

Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2018)

Do conventional and Islamic stock markets subject to different market anomalies? Empirical evidences from Indonesia and Malaysia
by: Abd. Majid, M. Shabri, et al.
Published: (2016)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
by: Erfanian, Azadeh
Published: (2015)

Testing the validation of the financial cooperation agreement among ASEAN+3 stock markets
by: Rahman, Md. Saifur, et al.
Published: (2017)

Data envelopment analysis of efficiency of real estate investment trusts in Singapore
by: Mohamad, Azhar
Published: (2017)