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The effect of announcement as the host of XVIII Asian Games on the Indonesian stock market
Andreas; Gumanti, Tatang Ary; Nurjannah, Uliya; … - In: Investment management and financial innovations 17 (2020) 1, pp. 109-118
Persistent link: https://www.econbiz.de/10012300460
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Share repurchases and stock market reactions : messages from the restaurant industry
Gim, Jaehee; Jang, Soocheong - In: International journal of hospitality management 86 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012241503
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The impact of prior stock market reactions on risk taking in acquisitions
Kumar, M. V. Shyam; Dixit, Jaya; Francis, Bill B. - In: Strategic management journal 36 (2015) 13, pp. 2111-2121
Persistent link: https://www.econbiz.de/10011404033
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Pan(dem)ic reactions in Turkish stock market : evidence from share repurchases
Pirgaip, Burak - In: Eurasian economic review : a journal in applied … 11 (2021) 2, pp. 381-402
Persistent link: https://www.econbiz.de/10012544296
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When does the market feel it? : magnitude, speed and persistence of market reactions to cross-listings
Biell, Lis; Mouchette, Xavier; Muller, Aline - In: Finance research letters 34 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012438224
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Market reactions to a cross-border carbon policy : evidence from listed Chinese companies
Shen, Hongtao; Yang, Qing; Luo, Le; Huang, Nan - In: The British accounting review : the journal of the … 55 (2023) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014227093
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The reaction of G20+ stock markets to the Russia-Ukraine conflict “black-swan” event : evidence from event study approach
Yousaf, Imran; Patel, Ritesh Jayantibhai; Yarovaya, Larisa - In: Journal of behavioral and experimental finance 35 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014227607
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Stock market effects of silicon valley bank and credit suisse failure : evidence for a sample of European listed banks
Martins, António Miguel - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581070
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...
Persistent link: https://www.econbiz.de/10013168738
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The outbreak of COVID-19 and stock market responses : an event study and panel data analysis for G-20 countries
Singh, Bhanwar; Dhall, Rosy; Narang, Sahil; Rawat, Savita - In: Global business review 25 (2024) 3, pp. 606-631
Persistent link: https://www.econbiz.de/10014634309