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Regulatory disclosure via the internet : does it make financial markets more efficient?

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Detalhes bibliográficos
Resumo:In line with the regulatory framework of the majority of the European capital markets, the Portuguese Securities Market Commission imposes to security issuers the disclosure of any event that could influence share prices in a material way. These events are classified as “Price Sensitive Events”. Through the analysis of market reaction to this kind of event, this study attempts to assess the appropriateness of this disclosure rule. Additionally, since the regulator defines its website as the appropriate manner to disseminate this publishable information through the market, we will also be providing evidence about the efficiency of this system.
Autores principais:Duque, João
Outros Autores:Pinto, Inês
Assunto:Price Sensitive Events Financial Regulation Securities Market Commission Internet
Ano:2008
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso aberto
Instituição associada:Universidade de Lisboa
Idioma:inglês
Origem:Repositório da Universidade de Lisboa
Descrição
Resumo:In line with the regulatory framework of the majority of the European capital markets, the Portuguese Securities Market Commission imposes to security issuers the disclosure of any event that could influence share prices in a material way. These events are classified as “Price Sensitive Events”. Through the analysis of market reaction to this kind of event, this study attempts to assess the appropriateness of this disclosure rule. Additionally, since the regulator defines its website as the appropriate manner to disseminate this publishable information through the market, we will also be providing evidence about the efficiency of this system.