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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

How does the stock market react to the announcement of green policies?/ Vikash Ramiah; Belinda Martin; Imad Moosa

Ramiah, Vikash; Martin, Belinda; Moosa, Imad A. - In: Journal of banking & finance 37 (2013) 5, pp. 1747-1758

Persistent link: https://www.econbiz.de/10009729465

Do dividend initiations signal a reduction in risk? : evidence from the option market

Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10010345141

The effects of announcement of green policies on equity portfolios : evidence from the United Kingdom

Ramiah, Vikash; Morris, Thomas; Moosa, Imad A.; … - In: Managerial auditing journal 31 (2016) 2, pp. 138-155

Persistent link: https://www.econbiz.de/10011509408

When good news is not so good : economy-wide uncertainty and stock returns

Choi, Hae Mi - In: Journal of business finance & accounting : JBFA 41 (2014) 9/10, pp. 1101-1123

Persistent link: https://www.econbiz.de/10010503646

Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises

Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392

Persistent link: https://www.econbiz.de/10010492635

News Shocks, Long-Run Risk, and Asset Returns

Kim, Soohun - 2017

This paper studies the long-run risk embedded in the news about future investment-specific technology (IST). The IST …-run consumption risk hypothesis, we find that the IST news shock carries a significantly positive risk premium in the cross section of …

Persistent link: https://www.econbiz.de/10012972792

The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index

Donadelli, Michael; Gufler, Ivan; Pellizzari, Paolo - In: Economics letters 197 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012511031

Time for gift giving : abnormal share repurchase returns and uncertainty

Anolick, Nina; Batten, Jonathan A.; Kinateder, Harald; … - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012514639

Pricing event risk : evidence from concave implied volatility curves

Alexiou, Lykourgos; Goyal, Amit; Kostakis, Alexandros; … - 2021

prior to the earnings announcement day (EAD) reflecting a bimodal risk-neutral distribution for the underlying stock price …-ante option-based signal for event risk in the underlying stock. Returns on delta-neutral straddles around EADs are significantly … lower in the presence of concave IV curves, showing that investors pay a high premium to hedge against this event risk …

Persistent link: https://www.econbiz.de/10012612931

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