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The effects of multilateral trading systems on risk and return in equity markets

Ramiah, Vikash; Moosa, Imad A.; Huy Nguyen Anh Pham; … - In: Applied economics 47 (2015) 43/45, pp. 4777-4792

Persistent link: https://www.econbiz.de/10011380787

Pricing protest : the response of financial markets to social unrest

Barrett, Philip; Bondar, Mariia; Chen, Sophia; … - 2021

Using a new daily index of social unrest, we provide systematic evidence on the negative impact of social unrest on stock market performance. An average social unrest episode in an typical country causes a 1.4 percentage point drop in cumulative abnormal returns over a two-week event window....

Persistent link: https://www.econbiz.de/10012518928

Nonparametric tests for event studies under cross-sectional depedence

Pelagatti, Matteo M.; Maranzano, Paolo - In: Quarterly journal of finance & accounting : QJFA 59 (2021) 1/2, pp. 29-74

Persistent link: https://www.econbiz.de/10012744718

The impact of a takeover bid on the capital market efficiency

Knezovic, Anita; Culjak, Maria - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 109-120

The impact of the announcement of a takeover bid has been widely tested in foreign literature. Therefore, the main goal of this paper is to research the impact of the announcement of a takeover bid on the share price movements in the Croatian capital market and whether the results are consistent...

Persistent link: https://www.econbiz.de/10012178422

Seeking negative alphas through shorting

Azhar Mohamad - In: Global business review 18 (2017) 6, pp. 1488-1506

Persistent link: https://www.econbiz.de/10011800037

The Impact of vertical theories of harm on investor returns : an event study of US vertical mergers

Sonenshine, Ralph; Da, Seyni - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-19

The welfare implications of vertical mergers have been a subject of disagreement for decades. Similar to horizontal … mergers, economists need to weigh the efficiency gains relative to the market power concerns when considering the competitive … effects of vertical mergers. However, in vertical mergers, regulators are also concerned with other potential harmful effects …

Persistent link: https://www.econbiz.de/10013370976