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The good? The bad? The ugly? : which news drive (co)variation in Swiss and US bond and stock excess returns?
Nitschka, Thomas - 2014
for both Switzerland and the US are consistent with the view that market participants put more weight on news of …
Persistent link: https://www.econbiz.de/10010253342
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What news drive variation in Swiss and US bond and stock excess returns?
Nitschka, Thomas - In: Swiss journal of economics and statistics 150 (2014) 2, pp. 89-118
Based on a vector autoregressive model (VAR), this paper shows that time variation in monthly excess returns on Swiss government bonds and stocks is predominantly driven by news of inflation and dividends, respectively. This finding is in marked contrast to US evidence which points to a more...
Persistent link: https://www.econbiz.de/10010408277
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The effects of direct democracy on stock market risk and returns : an event study from Switzerland
Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13
The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...
Persistent link: https://www.econbiz.de/10014233147
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Responses of Swiss bond yields and stock prices to ECB policy surprises
Hager, Diego M.; Nitschka, Thomas - 2022
Persistent link: https://www.econbiz.de/10013365932
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Analyse von Marktreaktionen zur Konzernverantwortungsinitiative in der Schweiz
Hummel, Katrin; Mösch, Simon - In: Die Unternehmung : Swiss journal of business research … 76 (2022) 3, pp. 381-405
Persistent link: https://www.econbiz.de/10013335882
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Responses of Swiss bond yields and stock prices to ECB policy surprises
Nitschka, Thomas; Hager, Diego M. - 2022
Switzerland as a case study. Our results suggest that Swiss asset price responses to ECB policy surprises are significant. They …
Persistent link: https://www.econbiz.de/10013492717
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Research on the announcement effects of the convertible bonds in the A-share market of China
Wang, Baoqian; Miao, Jing; Wang, Fengxian - In: Modern economy 5 (2014) 4, pp. 333-340
Persistent link: https://www.econbiz.de/10010412770
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Corporate debt restructuring (CDR) and its impact on Firms' Stock Market Performance : a study of pre- and post-CDR phare-price povements
Rastogi, Anupam; Mazumdar, Smita - In: South Asian journal of management : SAJM 23 (2016) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10011643616
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The announcement effect of cash dividend changes on share prices : evidence from Dhaka Stock Exchange
Rabbani, Naheed - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011779029
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Mergers and acquisitions in the Bombay stock exchange : testing for market efficiency using panel regression
Rohra, Neha; Anita - In: Asia-Pacific journal of management research and innovation 17 (2021) 3/4, pp. 103-114
Persistent link: https://www.econbiz.de/10013482304