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Event-study volatility and bootstrapping : an international study
Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
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On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri; Essaddam, Naceur; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 47 (2017), pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
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Short and Long-Term Effects of September 11 on Stock Returns: Evidence from U.S. Defense Firms
Douch, Mohamed; Essaddam, Naceur - Volkswirtschaftliche Fakultät, … - 2011
Using the multivariate regression methodology, we investigate the short-term effect of September 11, 2001 on US defense firms. Our findings suggest that the market differentiated among US defense firms based on the percentage of defense sales to total sales. In addition, the behaviour of the...
Persistent link: https://www.econbiz.de/10011112936