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Event-study volatility and bootstrapping : an international study

Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213

Persistent link: https://www.econbiz.de/10010481975

The impact of political risk on the volatility of stock returns : the case of Canada

Beaulieu, Marie-Claude; Cosset, Jean-Claude; Essaddam, … - In: Journal of international business studies : JIBS ; an … 36 (2005) 6, pp. 701-718

Persistent link: https://www.econbiz.de/10003215110

A new framework for foreign exchange risk management in the Canadian Department of National Defence

Bucar, Christopher H.; Essaddam, Naceur; Groves, Richard A. - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 687-702

Persistent link: https://www.econbiz.de/10002453607

Political Uncertainty and Stock Market Returns : Evidence from the 1995 Quebec Referendum

Beaulieu, Marie-Claude - 2006

In this study, we investigate the short run effect of the October 30th, 1995 Quebec referendum on the common stock returns of Quebec firms. Our results show that the uncertainty surrounding the referendum outcome had an impact on stock returns of Quebec firms. We also find that the effect of the...

Persistent link: https://www.econbiz.de/10012735050

Impact of U.S. presidential elections on stock markets' volatility : does incumbent president's party matter?

Mnasri, Ayman; Essaddam, Naceur - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805325

How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877

Persistent link: https://www.econbiz.de/10011912398

On the robustness of week-day effect to error distributional assumption : international evidence

Boubaker, Sabri; Essaddam, Naceur; Nguyen, Duc Khuong; … - In: Journal of international financial markets, … 47 (2017), pp. 114-130

Persistent link: https://www.econbiz.de/10011892258

The impact of political risk on the volatility of stock returns: the case of Canada

Beaulieu, Marie-Claude; Cosset, Jean-Claude; Essaddam, … - In: Journal of International Business Studies 36 (2005) 6, pp. 701-718

This paper examines the impact of political risk in Canada on the volatility of stock returns. Our results suggest that political news associated with the possible separation of Quebec from Canada plays an important role in the volatility of stock returns. However, our evidence indicates that...

Persistent link: https://www.econbiz.de/10005149525

Do credit default swaps impact lenders' monitoring of loans?

Essaddam, Naceur; Hossain, Miran; Hussain, Tashfeen - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 567-600

Persistent link: https://www.econbiz.de/10014342044

The impact of political risk on the volatility of stock returns: the case of Canada

Beaulieu, Marie-Claude; Cosset, Jean-Claude; Essaddam, … - In: Journal of international business studies : JIBS ; a … 36 (2005) 6, pp. 701-718

Persistent link: https://www.econbiz.de/10005879782