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How do the sectoral indices react to COVID-19? : evidence from an emerging economy

Kumari, Vineeta; Banerjee, Pradipta; Pandey, Dharen Kumar - In: International journal of Indian culture and business … 29 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014318340

Reaction of US and Chinese stock markets to COVID-19 news

Lee, Hock-ann; Liew, Venus Khim-sen; Ghazali, Mohd Fahmi; … - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-13

The COVID-19 outbreak slowed down global economic activities substantially, resulting in unrest in the financial markets, especially in the beginning of the pandemic outbreak. This study aims to investigate if COVID-19 caused abnormal returns in the US and the Chinese stock markets in the...

Persistent link: https://www.econbiz.de/10014284758

Climate stress test : bad (or good) news for the market? : an event study analysis on euro zone banks

Torricelli, Costanza; Ferrari, Fabio - 2022

Persistent link: https://www.econbiz.de/10013369146

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

The effect of the royal wedding on the UK stock market

Huy Pham; Ramiah, Vikash; Le, Hanh; Moosa, Nisreen; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...

Persistent link: https://www.econbiz.de/10013373011

Market reactions to the Swiss "Responsible Business Initiative” (RBI)

Hummel, Katrin; Mösch, Simon - In: Die Unternehmung : Swiss journal of business research … 76 (2022) 3, pp. 381-405

Persistent link: https://www.econbiz.de/10013335882

Impact of Brexit news on the stock prices of european insurance companies : an event study approach based on indexation and sub-indexation

Müller, Antonia; Reuse, Svend - In: Zeitschrift für die gesamte Versicherungswissenschaft 111 (2022) 3, pp. 379-407

Persistent link: https://www.econbiz.de/10013441800

Evaluation of the event study in the case of mergers and acquisitions

Bîlteanu, Dragoș-George; Stancu, Irina - In: Theoretical and applied economics : GAER review 31 (2024) 1/638, pp. 295-312

Persistent link: https://www.econbiz.de/10014521052

Cross listing and value creation : evidence from India

Mehta, Divya; Gupta, Chandra P. - In: Business analyst : a refereed journal of Shri Ram … 36 (2015/2016) 2, pp. 25-37

Persistent link: https://www.econbiz.de/10011648075

Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence

Shams, Syed M.M.; Gunasekarage, Abeyratna; Colombage, … - In: Pacific-Basin Finance Journal 24 (2013) C, pp. 89-108

Using public, private and subsidiary acquisitions, we examine whether abnormal returns to bidders depend on the … returns when the method of payment is stock. Acquisitions of unlisted public targets, privately negotiated acquisitions of … private targets and acquisitions of subsidiaries from listed parents for cash are associated with higher abnormal returns. …

Persistent link: https://www.econbiz.de/10010729573