Yessy A. Peranginangin

Monash University - Monash University Malaysia

Malaysia

SCHOLARLY PAPERS

4

DOWNLOADS

499

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Leverage Effect on the Jakarta Stock Exchange (JSX): An Investigation Using Indices Data from 1999 to 2004

Number of pages: 21 Posted: 03 Apr 2007
Yessy A. Peranginangin
Monash University - Monash University Malaysia
Downloads 261 (144,590)
Citation 1

Abstract:

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asymmetric volatility, emerging market, jakarta stock exchange

2.

How the Indonesia Stock Exchange Reacts to Information: A Speed of Adjustment Coefficients Study

Number of pages: 22 Posted: 01 Apr 2009
Yessy A. Peranginangin
Monash University - Monash University Malaysia
Downloads 187 (198,263)

Abstract:

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speed of adjustment, underreaction, overreaction, emerging markets, market efficiency

3.

Change in Sharia Screening Methodology and Share Price Informativeness

Number of pages: 35 Posted: 26 Jan 2018
Yessy A. Peranginangin, Sheena Sara Suresh Phillip and Tee Ming
Monash University - Monash University Malaysia, Monash University - Monash University Malaysia and Monash University - School of Business and Information Technology
Downloads 43 (498,594)

Abstract:

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Sharia screening, Price informativeness, Delay, Return synchronicity

4.

Informed Short Selling in Cross-Listed Stocks

2019 Financial Markets & Corporate Governance Conference
Number of pages: 25 Posted: 15 Jan 2019
Shan Li, George Mihaylov, Yessy A. Peranginangin and Ralf Zurbruegg
Xiamen University - Institute for Financial and Accounting Studies, University of Adelaide, Monash University - Monash University Malaysia and University of Adelaide
Downloads 8 (717,468)

Abstract:

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Short selling, earnings announcements, cross-listing, A-shares and H-shares, informed trading