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~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"IMF working papers"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Announcement effect"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Announcement effect
USA
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Estimation
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Stulz, René M.
3
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Fisher College of Business working paper series
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ECONIS (ZBW)
22
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1
COVID-19 containment measures and expected stock volatility : high-frequency evidence from selected advanced economies
Acharya, Viral V.
;
Liu, Yang
;
Zhao, Yunhui
-
2021
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies, using event studies with hand-collected minute-level data and panel regressions with daily data. We find that six-month-ahead volatility indices dropped following announcements of...
Persistent link: https://www.econbiz.de/10012612335
Saved in:
2
Thick vs. thin-skinned : technology, news, and financial market reaction
Eichengreen, Barry
;
Lafarguette, Romain
;
Mehl, Arnaud
-
2017
We study the impact of technology on the reaction of financial markets to information, focusing on the foreign exchange market. We contrast the 'thin-skinned' view that technological improvements cause markets to react more to new information with the 'thick-skinned' view that they react less....
Persistent link: https://www.econbiz.de/10011671099
Saved in:
3
Impact of fed tapering announcements on emerging markets
Mishra, Prachi
;
Moriyama, Kenji
;
N'Diaye, Papa M'B. P.
; …
-
2014
Persistent link: https://www.econbiz.de/10010387288
Saved in:
4
Unforeseen Events Wait Lurking : Estimating Policy Spillovers From U.S. to Foreign Asset Prices
Bayoumi, Tamim
-
2011
Event studies are used to analyze the impact of U.S. financial, fiscal, and monetary policies from US to foreign asset prices across a range of G20 countries and Switzerland. The initial announcement that the Administration supported tighter regulation of banks led to a generalized fall in...
Persistent link: https://www.econbiz.de/10014398520
Saved in:
5
Are stock acquirers overvalued? : evidence from short selling activity
Ben-David, Itzhak
;
Drake, Michael S.
;
Roulstone, Darren T.
-
2010
Persistent link: https://www.econbiz.de/10003995082
Saved in:
6
Big players out of synch : spillovers implications of US and euro area shocks
Osorio Buitron, Carolina
;
Vesperoni, Esteban
-
2015
Persistent link: https://www.econbiz.de/10011374017
Saved in:
7
When are analyst recommendation changes influential?
Loh, Roger K.
;
Stulz, René M.
-
2009
University, NBER, and ECGI. Correspondence at Department of Finance, 806 Fisher Hall, 2100 Neil Avenue, Columbus, OH 43210,
USA
…
Persistent link: https://www.econbiz.de/10003841928
Saved in:
8
The effects of unconventional monetary policies on bank soundness
Lambert, Frederic
;
Ueda, Kenichi
-
2014
Persistent link: https://www.econbiz.de/10010441754
Saved in:
9
News and monetary shocks at a high frequency : a simple approach
Matheson, Troy
;
Stavrev, Emil
-
2014
Persistent link: https://www.econbiz.de/10010441773
Saved in:
10
Spillovers from United States monetary policy on emerging markets : different this time?
Chen, Jiaqian
;
Mancini Griffoli, Tommaso
;
Sahay, Ratna
-
2014
Persistent link: https://www.econbiz.de/10010479509
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