Zobrazeno 1 - 10
of 843
pro vyhledávání: '"Event study methodology"'
Publikováno v:
Advances in Mergers and Acquisitions
Autor:
Muhammad Zohaib, Muhammad Ismail
Publikováno v:
Financial Markets, Institutions and Risks, Vol 8, Iss 2, Pp 86-97 (2024)
COVID-19 altered global economics activities during the pandemic period and still affects the stock returns. As worldwide resulted, this shift has changed the Pakistani stock returns activities. This study unfolds the impact of COVID-19 on stock retu
Externí odkaz:
https://doaj.org/article/7345d8d24f624e6cb1b77987c76f12bc
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-9 (2024)
Abstract This paper employs an innovative event study methodology to demonstrate the impact of climate change on the NASDAQ index from the unique perspective of extreme weather events. This is achieved through the application of the event study metho
Externí odkaz:
https://doaj.org/article/b4e1d12a1f4c46a09b319ef63177d01f
Publikováno v:
American Journal of Business, 2023, Vol. 39, Issue 1, pp. 29-39.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AJB-09-2022-0141
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This study assesses the level of potential insider trading on the Saudi stock market (Tadawul) before and after the introduction of financial reforms. The level of potential insider trading is estimated by employing the market cleanliness measure (MC
Externí odkaz:
https://doaj.org/article/25dd3f5819ce4cecab0e91c673fdd84d
Publikováno v:
The International Journal of Banking and Finance, Vol 19, Iss 2 (2024)
This study investigated the stock market reaction and the effect of the implementation of Basel II and Basel III on the stock returns of South African banks. In achieving this aim, this study focused on daily and annual data of six commercial banks f
Externí odkaz:
https://doaj.org/article/3e2b0a0568a64f6da5b74ce55ffaa4cf
Publikováno v:
Economies, Vol 12, Iss 7, p 171 (2024)
This paper examines the market reaction to the European bank stress test announcement and results release events. Using event study methodology (calculating abnormal returns on a three-day period around the event dates), we find that the market react
Externí odkaz:
https://doaj.org/article/15cd3e16ce6d4483815e4865919284f0
The impact of 'Panama Leaks' on the Stock Market: Empirical Evidence from the Emerging Equity Market
Publikováno v:
NUML International Journal of Business & Management, Vol 18, Iss 2 (2023)
The aim of the present study is to examine the effect of the events related to the “Panama leaks” on the stock market in Pakistan. For this purpose, we have analyzed a total of 24 events related to the “Panama leaks” in Pakistan. These events
Externí odkaz:
https://doaj.org/article/18b3a26ce73842a1a47bf0da7282ff8a
Autor:
Ahmad Bash, Abdullah M. Al-Awadhi
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 1 (2023)
AbstractThis study explores the importance of central bank independence on stock market outcomes. Specifically, we examine the effects of President Recep Tayyip Erdogan’s decree, which removes the top officials of the Central Bank of Turkey, on Bor
Externí odkaz:
https://doaj.org/article/3a5a08673a7f402d82c50c7b5f173541
Autor:
Paweł Sekuła
Publikováno v:
Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, Vol 57, Iss 1, Pp 181-195 (2023)
Theoretical background: A share split is an operation that increases the total number of shares. The split is a technical operation and should not affect the market value of the company. The shareholding structure of the company remains unchanged whe
Externí odkaz:
https://doaj.org/article/c65ad624c3394cc1a33661e13933b7b0