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The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine
Hoffmann, Manuel; Neuenkirch, Matthias - 2015 - This version: 6 January 2015
We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine during the period November … returns. The (de-)escalation of the pro-Russian conflict in the Ukraine accounts for a total variation of 6.5 (8.7) percentage …
Persistent link: https://www.econbiz.de/10010459026
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The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine
Hoffmann, Manuel; Neuenkirch, Matthias - 2015
We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine during the period November … returns. The (de-)escalation of the pro-Russian conflict in the Ukraine accounts for a total variation of 6.5 (8.7) percentage …
Persistent link: https://www.econbiz.de/10010468249
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The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine
Hoffmann, Manuel; Neuenkirch, Matthias - Fach Volkswirtschaftslehre, Universität Trier - 2015
We analyze the impact of the pro-Russian conflict on stock returns in Russia and the Ukraine during the period November … returns. The (de-)escalation of the pro-Russian conflict in the Ukraine accounts for a total variation of 6.5 (8.7) percentage …
Persistent link: https://www.econbiz.de/10011115439
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Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35
This article aims to extend evaluation of the classic multifactor model of Carhart (1997) for the case of global equity indices and to expand analysis performed in Sakowski et. al. (2015). Our intention is to test several modifications of these models to take into account different dynamics of...
Persistent link: https://www.econbiz.de/10011539896
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Sovereign Debt and Equity Returns in the Face of Disaster
Gerding, Felix - 2020
We study the role of sovereign debt for equity returns in the Covid-19 pandemic. Using individual stock-level data of more than 25,000 firms in more than 80 countries, we exploit variation in debt-to-GDP in narrowly defined industries and geographical regions. Following the outbreak of the...
Persistent link: https://www.econbiz.de/10012837368
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International Equity Flows and Returns : A Quantitative Equilibrium Approach
Albuquerque, Rui A. - 2014
This paper reconsiders the role of foreign investors in developed country equity markets. It presents a quantitative model of trading that is built around two new assumptions about investor sophistication: (i) both the foreign and domestic populations contain investors with superior information...
Persistent link: https://www.econbiz.de/10013039668
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Sustainable stocks and the Russian war on Ukraine : an event study in Europe
Kick, Andreas; Rottmann, Horst - 2022
. On February 24, 2022 with the Russian invasion on Ukraine one of the biggest events imaginable came to pass. Using …
Persistent link: https://www.econbiz.de/10013255954
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Russia’s War in Ukraine : Consequences for European Countries’ Businesses and Economies
Prohorovs, Anatolijs - 2022
Companies and countries have needed to adapt their activities to the consequences of the Russian war in Ukraine. The … analysis in this article shows that both the Russian war in Ukraine and the subsequent trade restrictions have become a … result, the confrontation between the West and Russia has greatly escalated, which will have a long-term, large …
Persistent link: https://www.econbiz.de/10014081224
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The Effects of 2022 Russian Invasion of Ukraine on Global Stock Markets : An Event Study Approach
Sun, Meihong; Song, Huasheng; Zhang, Chao - 2022
for Russian governments to halt its war in Ukraine …
Persistent link: https://www.econbiz.de/10013295199
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Momentum in Imperial Russia
Goetzmann, William N. - 2018
Some of the leading theories of momentum have different empirical predictions that depend on market composition and structure. The institutional theory predicts lower momentum profits in markets with less agency. Behavioral theories predict lower momentum profits in markets with more...
Persistent link: https://www.econbiz.de/10012936921