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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests

Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102

Persistent link: https://www.econbiz.de/10012607004

Intraday financial markets' response to U.S. bank failures

Mehdian, Seyed M.; Gherghina, Ştefan Cristian; Stoica, … - In: Finance research letters 60 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014490224

The impact of international football matches on primary sponsors and shareholder wealth

Bouchet, Adrien; Doellman, Thomas W.; Troilo, Michael; … - In: Journal of sport management : the official journal of … 29 (2015) 2, pp. 200-210

Persistent link: https://www.econbiz.de/10010526787

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

Revisiting event study designs : robust and efficient estimation

Borusyak, Kirill; Jaravel, Xavier; Spiess, Jann - 2022

Persistent link: https://www.econbiz.de/10013186230

Non-parametric statistic for testing cumulative abnormal stock returns

Pynnönen, Seppo - In: Journal of Risk and Financial Management 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/10013201452

Of kings and criminals : essays on elite violence and economic development

Keywood, Thomas - 2020

Persistent link: https://www.econbiz.de/10012225437

Is there a green link? : a panel data value event study of the relationship between capital markets and toxic releases

Ananthanarayanan, Amarnath - 1998

This paper attempts to look at the effectiveness of public provision of pollution information in providing incentives for firms to control pollution. This is achieved by examining the effect of release of pollution information on the market value of firms. The paper conducts a value event study...

Persistent link: https://www.econbiz.de/10011576540

Finance and R&D investment : a panel study of Italian manufacturing firms

Succurro, Marianna; Costanzo, Giuseppina Damiana - In: International journal of economics and finance 8 (2016) 8, pp. 95-110

Persistent link: https://www.econbiz.de/10011557185

Does too much finance harm economic growth?

Singh, Nirvikar; Hook, Law Siong - 2013

This study provides new evidence on the relationship between finance and economic growth using an innovative dynamic … there is a threshold effect in the finance-growth relationship. In particular, we find that the level of financial … development is beneficial to growth only up to a certain threshold; beyond the threshold level further development of finance …

Persistent link: https://www.econbiz.de/10010195667

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