Narrow search
Showing 1 - 10 of 166
Cover Image
Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno
Acuña, Andres A.; Pinto, Cristian F. - Volkswirtschaftliche Fakultät, … - 2012
This paper analyzes the response of the stock market returns to monetary policy decisions by the Central Bank of Chile. It adopts the event-study methodology in order to gauge the influence of anticipated and unanticipated changes in the Chilean monetary policy interest rate (TPM), decided in...
Persistent link: https://www.econbiz.de/10011108637
Cover Image
Long-Run Relationship between Economic Growth and Stock Returns: An Empirical Investigation on Canada and the United States
Feridun, Mete - Volkswirtschaftliche Fakultät, … - 2006
This article examines the long run relationship between economic growth and stock prices for Canada and the United … growth and stock prices share long run equilibrium relationship for both Canada and the U.S. The results from the VECM … indicate that for the U.S., causality runs from economic growth to stock prices but not vice versa. However for Canada, the …
Persistent link: https://www.econbiz.de/10005619870
Cover Image
New methodology for event studies in Bonds
Bell, Peter N - Volkswirtschaftliche Fakultät, … - 2010
The new methodology to study the impact of corporate events on bonds is comprised of a sampling technique and regression model. The method is different from standard approaches, motivated by the belief that event impact should be reflected in levels of yield premium. The regression tests for a...
Persistent link: https://www.econbiz.de/10008694014
Cover Image
Stock Market's Reaction to Monetary Policy Announcements in India
Sasidharan, Anand - Volkswirtschaftliche Fakultät, … - 2009
The paper examines stock market behaviour on days preceding and succeeding the announcement of a change in the monetary policy stance. Market's plausible reactions are tested using nonparametric statistics. The tests reveals that there is no systematic pattern in its reaction, neither towards...
Persistent link: https://www.econbiz.de/10008548824
Cover Image
Click to download data: an event study of Internet access to economic statistics
Tokel, O. Emre; Yucel, M. Eray - Volkswirtschaftliche Fakultät, … - 2009
This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data...
Persistent link: https://www.econbiz.de/10005034371
Cover Image
White-collar crime and stock return: Empirical study from announcement effect
Puah, Chin-Hong; Liew, Samuel Wei-Siew - Volkswirtschaftliche Fakultät, … - 2011
White-collar crime continues to hit the headlines across Malaysia and it remains a serious issue influencing organizations globally. A share price event study is thus conducted on a group of public listed companies in Malaysia to examine the announcement effect of white-collar crime. The period...
Persistent link: https://www.econbiz.de/10009147675
Cover Image
IFRSs for financial instruments, quality of information and capital market’s volatility: an empirical assessment for Eurozone
Cuzman, Ioan; Dima, Bogdan; Dima; Maria, Stefana - Volkswirtschaftliche Fakultät, … - 2010
This study examines the Eurozone stock markets’ reaction to a number of events associated with the post-implementation amendments of the IFRSs regarding financial instruments (IFRS 7, IFRS 9, IAS 32 and IAS 39). The adoption of these IFRSs is probably one of the most important recent changes...
Persistent link: https://www.econbiz.de/10008753055
Cover Image
Stock price reaction to earnings announcement: the case of an emerging market
Iqbal, Javed; Farooqi, Faraz Ahmed - Volkswirtschaftliche Fakultät, … - 2011
reaction to public announcement of quarterly after tax profit by listed firms. By employing 5 year data on stock prices from …
Persistent link: https://www.econbiz.de/10009021699
Cover Image
Open Offers and Shareholders Earnings – Evidence from India
Nangia, Vinay Kumar; Agrawal, Rajat; Reddy, K. Srinivasa - Volkswirtschaftliche Fakultät, … - 2011
Purpose: Mergers and acquisitions (M&A) have become a popular vehicle for domestic as well as international companies to rapidly access new markets, assets and capabilities. This motivates us to study the impact of open offers on shareholders returns in the Indian context....
Persistent link: https://www.econbiz.de/10011107682
Cover Image
Corporate mergers and financial performance: A new assessment of Indian cases
Reddy, K. Srinivasa; Nangia, Vinay Kumar; Agrawal, Rajat - Volkswirtschaftliche Fakultät, … - 2012
Purpose: It is worth mentioning that mergers and acquisitions (M&As) have become a popular vehicle for emerging-markets firms to rapidly access new opportunities and market capabilities. Indeed, privatization and multi-nationalization have given a greater shore up in raising global and domestic...
Persistent link: https://www.econbiz.de/10011108123