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Investors' reactions to COVID-19 related announcements : evidence from the cargo shipping industry
Marobhe, Mutaju Isaack - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 833-853
Persistent link: https://www.econbiz.de/10013453775
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A study on the asymmetry of the news aspect of the stock market : evidence from three institutional investors in the Taiwan Stock Market
Yang, Tzu-Yi; Yang, Yu-Tai - In: Panoeconomicus 62 (2015) 3, pp. 361-383
Persistent link: https://www.econbiz.de/10011298518
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Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan
Lee, Chih-Wei; Chang, Ming-Jen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 48-61
Persistent link: https://www.econbiz.de/10009313082
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CEO turnover and shareholder wealth : evidence from CEO power in Taiwan
Ting, Hsiu-i - In: Journal of business research : JBR 66 (2013) 12, pp. 2466-2472
Persistent link: https://www.econbiz.de/10010211283
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Mergers and acquisitions in shipping
Alexandrou, George; Gounopoulos, Dimitrios; Thomas, Hardy M. - In: Transportation research / E : an international journal 61 (2014), pp. 212-234
Persistent link: https://www.econbiz.de/10010336383
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - 2002
differences of opinion is left, and hence volatility is decreased. …
Persistent link: https://www.econbiz.de/10011544322
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Time varying volatility and asymmetric news effect during financial crises evidence from DJIA, S&P 500, NASDAQ and FTSE 100 indices
Al-Rjoub, Samer; Al-Azzam, Hussam Q. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 117-143
Persistent link: https://www.econbiz.de/10012051122
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Political news and stock market reactions : evidence from Turkey over the period 2008-2017
Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98
volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …
Persistent link: https://www.econbiz.de/10012131511
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Financial transaction taxes : announcement effects, short-run effects, and long-run effects
Eichfelder, Sebastian; Lau, Mona - 2016 - Version: October 2016
liquidity and volatility. We extend the empirical research by the identification of FTT announcement and short-run treatment … effects, which may distort difference-in-differences estimates. In addition, we account not only for the intraday volatility … but also for long-term volatility measures. While we find strong evidence for a positive FTT announcement effect on …
Persistent link: https://www.econbiz.de/10011550386
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862