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The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine
Hoffmann, Manuel; Neuenkirch, Matthias - 2015 - This version: 6 January 2015
We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine during the period November … returns. The (de-)escalation of the pro-Russian conflict in the Ukraine accounts for a total variation of 6.5 (8.7) percentage …
Persistent link: https://www.econbiz.de/10010459026
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Sustainable stocks and the Russian war on Ukraine : an event study in Europe
Kick, Andreas; Rottmann, Horst - 2022
. On February 24, 2022 with the Russian invasion on Ukraine one of the biggest events imaginable came to pass. Using …
Persistent link: https://www.econbiz.de/10013255954
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Russia’s War in Ukraine : Consequences for European Countries’ Businesses and Economies
Prohorovs, Anatolijs - 2022
Companies and countries have needed to adapt their activities to the consequences of the Russian war in Ukraine. The … analysis in this article shows that both the Russian war in Ukraine and the subsequent trade restrictions have become a … result, the confrontation between the West and Russia has greatly escalated, which will have a long-term, large …
Persistent link: https://www.econbiz.de/10014081224
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The Effects of 2022 Russian Invasion of Ukraine on Global Stock Markets : An Event Study Approach
Sun, Meihong; Song, Huasheng; Zhang, Chao - 2022
for Russian governments to halt its war in Ukraine …
Persistent link: https://www.econbiz.de/10013295199
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Momentum in Imperial Russia
Goetzmann, William N. - 2018
Some of the leading theories of momentum have different empirical predictions that depend on market composition and structure. The institutional theory predicts lower momentum profits in markets with less agency. Behavioral theories predict lower momentum profits in markets with more...
Persistent link: https://www.econbiz.de/10012936921
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Measuring Volatility Spillover in Russian Equity Market : A Multivariate GARCH Approach
Khan, Salman - 2011
markets. We put to test the government's claim by exploring the volatility linkages of Russia versus US and Europe. We found …
Persistent link: https://www.econbiz.de/10013133491
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What Causes Correlations of Equity Returns to Change Over Time? A Study of the US and the Russian Equity Markets
Jithendranathan, Thadavillil - 2010
Correlation Model.” The sovereign credit risk of Russia, changes in exchange rates and changes in world energy prices were …
Persistent link: https://www.econbiz.de/10013138532
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Stock Market Reaction to Debt Financing Arrangements in Russia
Godlewski, Christophe J. - 2010
This paper investigates stock market reaction to debt arrangements in Russia. The analysis of the valuation of debt …
Persistent link: https://www.econbiz.de/10013138899
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Style Consistency and Mutual Fund Returns : The Case of Russia
Bayarmaa, Adiya - 2019
This paper carries out style analysis for Russian mutual funds using monthly data from the National Managers’ Association over the period January 2008-December 2017; specifically, it applies the RSBA method developed by Sharpe (1992) for evaluating the impact of style on returns, and uses the...
Persistent link: https://www.econbiz.de/10012871757
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An Anatomy of Returns From Moving Average Trading Rules in the Russian Stock Market
Pätäri, Eero - 2019
This paper examines the profitability of index trading strategies that are based on dual moving average crossover (DMAC) rules in the Russian stock market over the 2003–2012 period. It contributes to the existing technical analysis (TA) literature by comparing for the first time in emerging...
Persistent link: https://www.econbiz.de/10012859037