Revisiting the effect of crude oil price movements on US stock market returns and volatility
Year of publication: |
May 2017
|
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Authors: | Sonenshine, Ralph ; Cauvel, Michael |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 8.2017, 5, p. 753-769
|
Subject: | Abnormal Returns | Event Study | Oil Shocks | USA | United States | Ölpreis | Oil price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Kapitalmarktrendite | Capital market returns | Ereignisstudie | Event study | Schätzung | Estimation |
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