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What do equity issuances signal? : a study of equity issuances in the UK before and during the financial crisis

Dissanaike, Gishan; Faasse, Jonathan; Jayasekera, Ranadeva - In: Journal of international money and finance 49 (2014), pp. 358-385

Persistent link: https://www.econbiz.de/10010465001

First-move advantage in seasoned equity offerings : evidence from European banks

Botta, Marco - In: Global finance journal 41 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012257054

Bank regulation, financial crisis, and the announcement effects of seasoned equity offerings of US commercial banks

Li, Hui; Liu, Hong; Siganos, Antonios; Zhou, Mingming - In: Journal of financial stability 25 (2016), pp. 37-46

Persistent link: https://www.econbiz.de/10011704778

Payout policy through the financial crisis : the growth of repurchases and the resilience of dividends

Floyd, Eric; Li, Nan; Skinner, Douglas J. - In: Journal of financial economics 118 (2015) 2, pp. 299-316

Persistent link: https://www.econbiz.de/10011480503

Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study

Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36

Persistent link: https://www.econbiz.de/10012698109

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

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016

Persistent link: https://www.econbiz.de/10011432790

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016

In this paper, we introduce a new Bayesian approach to explain some market anomalies during financial crises and … expected earnings shock and its volatility, and establish properties of investor behavior on the stock price and its volatility … during financial crises and subsequent recovery. Thereafter, we develop properties to explain excess volatility, short …

Persistent link: https://www.econbiz.de/10011441491

Investor panic, IMF actions, and emerging stock market returns and volatility : a panel investigation

Hayo, Bernd; Kutan, Ali M. - 2001

Persistent link: https://www.econbiz.de/10001660397

Investor panic, IMF actions, and emerging stock market returns and volatility : a panel investigation

Hayo, Bernd; Kutan, Ali Mustafa - 2001

Persistent link: https://www.econbiz.de/10001637151

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