Search Results - subject:"Event Study Methodology"

The London 2012 Olympic Games announcement and its effect on the London Stock Exchange

Asteriou, Dimitrios; Samitas, Aristeidis; Kenourgios, … - In: Journal of Economic Studies 40 (2013) 2, pp. 203-221

/methodology/approach – In order to evaluate the returns the paper employs simple conventional OLS methodology technique, event study methodology …

Persistent link: https://www.econbiz.de/10014863361

Repercusión económica de la certificación medioambiental ISO 14001

Garcés Ayerbe, Concepción; Cañón de Francia, Joaquín - In: Cuadernos de Gestión (2006)

Este trabajo ha sido realizado bajo el marco de objetivos del Grupo de Investigación de Excelencia CREVALOR reconocido por la Diputación General de Aragón.

Persistent link: https://www.econbiz.de/10011277695

The economic repercussions of ISO 14001 environmental certification

Francia, Joaquín Cañón de; Ayerbe, Concepción Garcés - In: Cuadernos de Gestión 6 (2006) 1, pp. 45-63

Stock Exchange in the period from 1996-2002. Results were obtained by use of Event Study methodology and they showed that …

Persistent link: https://www.econbiz.de/10008505684

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

Fratzscher, Marcel - 2005

eventstudy approach. Both the time-series approach based on option contracts and the event-study methodology yield compelling …

Persistent link: https://www.econbiz.de/10011604574

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

Fratzscher, Marcel - European Central Bank - 2005

eventstudy approach. Both the time-series approach based on option contracts and the event-study methodology yield compelling …

Persistent link: https://www.econbiz.de/10005070384

Pure contagion effects in international banking: The case of BCCI’s failure

Kanas, Angelos - In: Journal of Applied Economics VIII (2005) May, pp. 101-123

countries where BCCI had established operations, namely the UK, the US, and Canada. Using event study methodology, we tested for …

Persistent link: https://www.econbiz.de/10005624091

Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model

Anderson, Warwick - Department of Economics and Finance, College of … - 2012

This paper offers an improvement to the trade-to-trade model for event studies. While the trade-to-trade model of Maynes and Rumsey (1993) addresses the problem of thin trading by eliminating periods in which no trading is recorded, the proposed improvement addresses the influence of zero-value...

Persistent link: https://www.econbiz.de/10010907388

Testing the Efficient Market Hypothesis in The Greek Secondary Capital Market

Samitas, Aristeidis G. - In: Zagreb International Review of Economics and Business 7 (2004) 1, pp. 23-38

This study uses cointegration tests and event study methodology to provide evidence on the Efficient Market Hypothesis …

Persistent link: https://www.econbiz.de/10005673469

Cross-border mergers and acquisitions by Chinese listed companies: A principal–principal perspective

Chen, Yuan; Young, Michael - In: Asia Pacific Journal of Management 27 (2010) 3, pp. 523-539

Persistent link: https://www.econbiz.de/10008596705

ISO 14001 Environmental Certification: A Sign Valued by the Market?

Cañón-de-Francia, Joaquín; Garcés-Ayerbe, Concepción - In: Environmental & Resource Economics 44 (2009) 2, pp. 245-262

Persistent link: https://www.econbiz.de/10008527198