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Real estate company reactions to financial market regulation
Hoesli, Martin; Milcheva, Stanimira; Moss, Alex - 2016
European Market Infrastructure Regulation (EMIR) is aimed at derivative trading and could impact the cost of debt capital. We …. We also show that the news have asymmetric effects with tighter regulation news more frequently leading to significant … responses in average abnormal returns (AARs) than loosening regulation news …
Persistent link: https://www.econbiz.de/10011514259
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Is financial regulation good or bad for real estate companies? : an event study
Hoesli, Martin; Milcheva, Stanimira; Moss, Alex - In: The journal of real estate finance and economics 61 (2020) 3, pp. 369-407
Persistent link: https://www.econbiz.de/10012293192
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Systematic risk shift and post-merger performance
Nguyen, Giang D. - In: International journal of economics and finance 7 (2015) 4, pp. 35-45
Persistent link: https://www.econbiz.de/10010515852
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Evaluation of the event study in the case of mergers and acquisitions
Bîlteanu, Dragoș-George; Stancu, Irina - In: Theoretical and applied economics : GAER review 31 (2024) 1/638, pp. 295-312
Persistent link: https://www.econbiz.de/10014521052
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Corporate investment and asset price dynamics : implications for SEO event studies and long-run performance
Carlson, Murray; Fisher, Adlai; Giammarino, Ronald P. M. - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1009-1034
Persistent link: https://www.econbiz.de/10003331451
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The influence of data theft on the share prices and systematic risk of consumer electronics companies
Hinz, Oliver; Nofer, Michael; Schiereck, Dirk; Trillig, … - In: Information & management : the internat. journal of … 52 (2015) 3, pp. 337-347
Persistent link: https://www.econbiz.de/10010515254
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The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
Lopatta, Kerstin; Kaspereit, Thomas - In: Energy economics 41 (2014), pp. 125-136
Persistent link: https://www.econbiz.de/10010374601
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The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne; Ramiah, Vikash - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
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Zero-Value Company Returns, Thin Trading and the Use of State Asset Pricing Models in Event Study Research
Anderson, Warwick W. - 2009
The calculation of expected returns is a necessary ingredient in data processing for an event study. The method most commonly used, the market model, often fails to meet the OLS requirement of normally distributed residuals, and tends to furnish regression output (low R2, and insignificant t-...
Persistent link: https://www.econbiz.de/10013156834
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Event Study Analysis with Time-Varying Alphas, Betas and Variances : The Case of M&As
Irani, Mohammad (Vahid) - 2020
This paper proposes a new approach to control the effects of time-varying parameters on the estimates of abnormal returns. Event studies usually assume that the parameters of the market model are stable. Using a sample of firm takeovers, however, I find that this assumption is indeed rejected....
Persistent link: https://www.econbiz.de/10012854703