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Price bands and their effects on equity markets : evidence from a natural experiment

Gatčev, Vladimir A.; Seth, Rama; Singh, Ajai K.; … - In: Journal of financial markets 66 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014472952

Disentangling the signalling and liquidity effects of stock splits

Mohanty, Sunil; Moon, Doocheol - In: Applied financial economics 17 (2007) 10/12, pp. 979-987

Persistent link: https://www.econbiz.de/10003538094

Modelling stock returns and risk management in the shipping industry

Mohanty, Sunil; Aadland, Roar; Westgaard, Sjur; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-25

We estimate the impact of macroeconomic risk factors on shipping stock returns, using a quantile regression (QR) model. We regress the excess return of a portfolio for the container, dry bulk, chemical/gas, oil tanker, and diversified shipping sectors on the world market portfolio excess return,...

Persistent link: https://www.econbiz.de/10012520916

COVID-19 and stock market volatility : an industry level analysis

Baek, Seungho; Mohanty, Sunil; Glambosky, Mina - In: Finance research letters 37 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012485161

Asymmetric effects of oil shocks on stock market returns in Saudi Arabia : evidence from industry level analysis

Mohanty, Sunil; Onochie, Joseph I.; Alshehri, Abdulrahman F. - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 595-619

Persistent link: https://www.econbiz.de/10012038364

Oil price shocks and transportation firm asset prices

Aggarwal, Raj; Akhigbe, Aigbe O.; Mohanty, Sunil - In: Energy economics 34 (2012) 5, pp. 1370-1379

Persistent link: https://www.econbiz.de/10009688089

Oil and stock market activity when prices go up and down : the case of the oil and gas industry

Mohanty, Sunil; Akhigbe, Aigbe O.; Al-Khyal, Tawfeek A.; … - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 253-272

Persistent link: https://www.econbiz.de/10009774442

Oil shocks and stock returns : the case of the Central and Eastern European (CEE) oil and gas sectors

Mohanty, Sunil; Nandha, Mohan; Bota, Gabor - In: Emerging markets review 11 (2010) 4, pp. 358-372

Persistent link: https://www.econbiz.de/10009307197

Risk factors in stock returns of U.S. oil and gas companies : evidence from quantile regression analysis

Mohanty, Sunil; Frydenberg, Stein; Osmundsen, Petter; … - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 715-746

Persistent link: https://www.econbiz.de/10013549101

COVID-19, Macroeconomic Shocks, And Stock Market Returns

Baek, Seungho; Mohanty, Sunil; Glambosky, Mina - 2023

We employ a structural vector autoregression (SVAR) model to analyze how macro disturbances on inflation, global supply chain, and industry production influence the U.S. stock market returns. We find stock market returns are significantly negatively related to the risk premium shock and monetary...

Persistent link: https://www.econbiz.de/10014256811