Similar Search Results

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

Asset pricing model uncertainty

Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189

Persistent link: https://www.econbiz.de/10012174790

Market-based monetary policy uncertainty

Bauer, Michael; Lakdawala, Aeimit; Mueller, Philippe - 2019

Persistent link: https://www.econbiz.de/10012057473

Essays on empirical asset pricing

Verbeek, Roy - 2017

Persistent link: https://www.econbiz.de/10011863839

Political news and stock market reactions : evidence from Turkey over the period 2008-2017

Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98

The primary objective of the study is to examine the impact of political news (good and bad news) on the returns and volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main sample was divided into two subperiods to insulate the...

Persistent link: https://www.econbiz.de/10012131511

The timing of new corporate debt issues and the risk-return tradeoff

Koutmos, Dimitrios; Bozos, Konstantinos; Dionysiou, Dionysia - In: Review of quantitative finance and accounting 50 (2018) 4, pp. 943-978

Persistent link: https://www.econbiz.de/10011979340

Systemic tail risk: high-frequency measurement, evidence and implications

Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023

Persistent link: https://www.econbiz.de/10014320683

The price of firm-level information uncertainty

Wang, Xi; Gao, Chao; Wang, Tianfu - In: Finance research letters 67 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10015061561

Asset pricing : a tale of two days

Savor, Pavel; Wilson, Mungo - In: Journal of financial economics 113 (2014) 2, pp. 171-201

Persistent link: https://www.econbiz.de/10010479560

System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies

Gnabo, Jean-Yves; Hvozdyk, Lyudmyla; Lahaye, Jérôme - In: Journal of international money and finance 48 (2014), pp. 147-174

Persistent link: https://www.econbiz.de/10010464002

1
2
3
4
5
6
7
8
9
10
Next
Last