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Börsenkurs
15
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15
Ereignisstudie
13
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12
Announcement effect
12
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11
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event studies
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1
Al-Awadhi, Abdullah M.
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1
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1
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1
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1
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1
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1
Kang, Chenyang
1
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1
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1
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1
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1
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1
Nur Adiana Hiau Abdullah
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1
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Cogent economics & finance
Finance research letters
95
Applied economics
42
Applied economics letters
41
IZA Discussion Papers
38
CESifo Working Paper
35
Journal of banking & finance
35
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32
Discussion papers / CEPR
29
Discussion paper series / IZA
26
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International review of economics & finance : IREF
23
International journal of production economics
22
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19
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IMF working papers
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Investment management and financial innovations
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Journal of marketing
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Pacific-Basin finance journal
14
Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working Paper
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Global business review
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ECONIS (ZBW)
17
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1
Central Bank independence and stock market outcomes : an
event
study
on Borsa Istanbul
Bash, Ahmad
;
Al-Awadhi, Abdullah M.
- In:
Cogent economics & finance
11
(
2023
)
1
,
pp. 1-15
Istanbul returns. We use a well-established
event
study
methodology for five events from 20 July 2018, to 11 November 2021. The …
Persistent link: https://www.econbiz.de/10014500699
Saved in:
2
Regulatory actions against corporate irregularities in India : analyzing the stock market impact
Jain, Prateek
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-11
In this article, I use a unique dataset consisting of listed Indian firms that have been indicted for economic malpractice/default or have been non-compliant with laws/ regulations/ guidelines to estimate the stock price impact of regulatory actions against corporate irregularities. The sample...
Persistent link: https://www.econbiz.de/10014500262
Saved in:
3
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
market over the period between November 2017 and May 2018. For this purpose, the
event
study
methodology is used to estimate …
Persistent link: https://www.econbiz.de/10013373011
Saved in:
4
Risk and returns of Indian listed firms after demonetisation
Sureshkumar, Varsha
;
Balasubramanian, P.
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-30
due to demonetisation across industries with listed firms was measured. The study uses
event
study
methodology over a …
Persistent link: https://www.econbiz.de/10013183932
Saved in:
5
Price-sensitive announcements and stock return anomalies : evidence from Pakistan
Uddin, Faisal Sagheer
;
Azam, Muhammad
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-16
capital structure, change in ownership, and financial results. We adopted the
event
study
methodology to calculate the …
Persistent link: https://www.econbiz.de/10013179676
Saved in:
6
Macroeconomic surprises and stock market responses in view of global linkage : a study of Indian stock market
Pal, Santanu
;
Garg, Ajay K.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-28
In prior literature it was conjectured that the Indian stock market responses on domestic macroeconomic surprises are expected to be significantly influenced by global surprises. In this paper we empirically established that hypothesis. We used both the Event Analysis and VAR model. We found...
Persistent link: https://www.econbiz.de/10013179684
Saved in:
7
The impact of price limit system on the comprehensive quality of the stock market : research on long-term and short-term effects based on submarkets
Li, Zhuwei
;
Wang, Xiaoshan
;
Kang, Chenyang
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-28
the comprehensive quality of the stock market. Moreover, we use
event
study
method to further test short-term effect …
Persistent link: https://www.econbiz.de/10013400081
Saved in:
8
The impact of corporate spin-offs on shareholders’ wealth : empirical evidence from India
Gupta, Deeksha
;
Kumar, Rahul
;
Chattopadhyay, Subir
- In:
Cogent economics & finance
10
(
2022
)
1
,
pp. 1-20
listed in BSE (Bombay Stock Exchange) from 2003 to 2020 which have announced the spin-offs. We employ
event
study
methodology …
Persistent link: https://www.econbiz.de/10013391112
Saved in:
9
Financial market reaction to cyberattacks
Kammoun, Niaz
;
Bounfour, Ahmed
;
Özaygen, Altay
;
Dieye, …
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-20
is to ascertain the financial market reaction based on a hybrid valuation inspired by the
event
study
methodology and a …
Persistent link: https://www.econbiz.de/10013184365
Saved in:
10
Macroeconomic surprises and stock market responses : a study on Indian stock market
Pal, Santanu Kumar
;
Garg, Ajay K.
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-31
event
study
, the VAR analysis found that the other macroeconomic surprise also affects stock return. The study also …
Persistent link: https://www.econbiz.de/10012023891
Saved in:
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