The impact of exogenous information on stock value through the coloration concept: a test model (notice n° 1103200)
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| fixed length control field | 01457cam a2200217 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250413011328.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Boya, Christophe |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | The impact of exogenous information on stock value through the coloration concept: a test model |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2010.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 88 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper examines the effect of the exogenous information on stock prices. The analysis contributes in literature on the semi strong efficiency. It brings the informational nature nearer information, defined as informative coloration, which strikes the financial market to its underlying credit. The proposed test model is based on the nonparametric statistics. This model develops the possibility to examine the whole exogenous information on stock prices variations. The statistical performance of the model during the empirical application shows its ability to anticipate correctly the movements of prices. It challenges the semi strong form of efficiency markets.JEL codes: C14, D83, G14 |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | exogenous information |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | information coloration |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | no parametric model |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Monino, Jean-Louis |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Monino, Jean-Louis |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Journal of Innovation Economics & Management | 6 | 2 | 2010-11-02 | p. 163-180 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-journal-of-innovation-economics-2010-2-page-163?lang=en&redirect-ssocas=7080">https://shs.cairn.info/revue-journal-of-innovation-economics-2010-2-page-163?lang=en&redirect-ssocas=7080</a> |
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