The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Year of publication: |
January 2017
|
---|---|
Authors: | Rosati, Pierangelo ; Cummins, Mark ; Deeney, Peter ; Gogolin, Fabian ; Werff, Lisa van der ; Lynn, Theo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 49.2017, p. 146-154
|
Subject: | Data breach | Stock market | Bid-ask spread | Trading volume | Event study | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Ankündigungseffekt | Announcement effect | Geld-Brief-Spanne | Handelsvolumen der Börse | Kapitaleinkommen | Capital income |
-
The market reaction to corporate news in emerging markets : evidence from India
Bhattacharjee, Nayanjyoti, (2022)
-
Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri, (2014)
-
Krishnamurti, Chandrasekhar, (2013)
- More ...
-
Rosati, Pierangelo, (2019)
-
The Future of Work : Challenges and Prospects for Organisations, Jobs and Workers
Lynn, Theo, (2023)
-
Yoon, Aaron, (2020)
- More ...