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Do markets love misery? : stock prices and corporate philanthropic disaster response
Muller, Alan (contributor); Kräussl, Roman (contributor) - 2007
While companies have emerged as very proactive donors in the wake of recent major disasters like Hurricane Katrina, it remains unclear whether that corporate generosity generates benefits to firms themselves. The literature on strategic philanthropy suggests that such philanthropic behavior may...
Persistent link: https://www.econbiz.de/10003750045
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Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan; Lawal, Rodiat; Oyekola, Olayinka; … - In: Economics letters 228 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
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Quaking the stock market : event study evidence on the Turkey-Syria earthquake
Pandey, Dharen Kumar; Kumar, Satish; Kumari, Vineeta; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 182-194
Persistent link: https://www.econbiz.de/10014535338
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Disaster Risks in Bond Returns
Lin, Hai - 2019
We propose a news-implied rare disaster risk indicator and study its predictive power on the returns of U.S. Treasury … not spanned by the current yield curve. The disaster risk factor delivers a counter cycle bond risk premium, and the … predictability of disaster risk is more significant during periods of economic downturn. Our empirical findings show that disaster …
Persistent link: https://www.econbiz.de/10012860176
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A Disaster Explanation of Equity Term Structures
Wu, Di - 2020
This paper incorporates the dividend recovery feature into the variable disaster model of Gabaix (2012). The recovery …
Persistent link: https://www.econbiz.de/10012837452
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Stochastic dividend discount model : covariance of random stock prices
Agosto, Arianna; Mainini, Alessandra; Moretto, Enrico - In: Journal of economics and finance 43 (2019) 3, pp. 552-568
Persistent link: https://www.econbiz.de/10012171498
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The effectiveness of technical trading for Arab stocks
Dbouk, Wassim; Jamali, Ibrahim; Soufani, Khaled - In: Emerging markets finance & trade : a journal of the … 50 (2014) 4, pp. 5-25
Persistent link: https://www.econbiz.de/10010485294
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Why are asset returns predictable
Lüders, Erik (contributor) - 2002
Persistent link: https://www.econbiz.de/10001701751
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Why do asset prices not follow random walks?
Lüders, Erik (contributor); Franke, Günter (contributor) - 2004
This paper analyzes the effect of non-constant elasticity of the pricing kernel on asset return characteristics in a rational expectations model. It is shown that declining elasticity of the pricing kernel can lead to predictability of asset returns and high and persistent volatility. Also,...
Persistent link: https://www.econbiz.de/10002527953