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Has COVID-19 pandemic fear affected Eurozone stock markets?
González-Velasco, Carmen; González-Fernández, Marcos - In: Crises and Uncertainty in the Economy, (pp. 143-158). 2022
Persistent link: https://www.econbiz.de/10014226968
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Social media and stock price reaction to data breach announcements : evidence from US listed companies
Rosati, Pierangelo; Deeney, Peter; Cummins, Mark; … - In: Research in international business and finance 47 (2019), pp. 458-469
Persistent link: https://www.econbiz.de/10012135774
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The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo; Cummins, Mark; Deeney, Peter; … - In: International review of financial analysis 49 (2017), pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
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The effects of service crises and recovery resources on market reactions : an event study analysis on data breach announcements
Rasoulian, Shahin; Grégoire, Yany; Legoux, Renaud; … - In: Journal of service research 26 (2023) 1, pp. 44-63
Persistent link: https://www.econbiz.de/10014246193
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Investors' fear and herding in the stock market
Economou, Fotini; Hassapis, Christis; Philippas, Nikolaos - In: Applied economics 50 (2018) 34/35, pp. 3654-3663
Persistent link: https://www.econbiz.de/10012059396
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Is equity market volatility driven by migration fear?
Czudaj, Robert - In: Finance research letters 27 (2018), pp. 34-37
Persistent link: https://www.econbiz.de/10012006729
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COVID-19 pandemic and stock market response : the role of COVID-induced fear, investor attention, and firm-specific characteristics
Narang, Sahil; Savita; Pradhan, Rudra Prakash; Singh, … - In: Asian Academy of Management journal 28 (2023) 1, pp. 311-344
impact of COVID-19 induced fear of volatility index (VIX) on stock market returns and the role of pre-pandemic firm …-specific characteristics in intensifying/reducing the effect of fear on stock returns are analysed. Event study methodology and panel data … approach with firm and industry-time fixed effects are employed. The results show fear of VIX plays a significant role in the …
Persistent link: https://www.econbiz.de/10014321377
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The role of migration fear in (dis)connecting stock markets
Hadhri, Sinda - In: Finance research letters 61 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014491051
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Sentiment dynamics and stock returns: the case of the German stock market
Lux, Thomas - 2008
We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a tri-variate vector autoregression for short-run...
Persistent link: https://www.econbiz.de/10010263537
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Market response to investor sentiment
Hengelbrock, Jördis; Theissen, Erik; Westheide, Christian - 2011
This paper reconsiders the effect of investor sentiment on stock prices. Using survey-based sentiment indicators from Germany and the US we confirm previous findings of predictability at intermediate time horizons. The main contribution of our paper is that we also analyze the immediate price...
Persistent link: https://www.econbiz.de/10010308566