Search Results - subject:"Event study methodology"

An event study of potential insider trading in the Saudi stock market

Alqurayn, Abdulrhman; Kulendran, Nada; Ihalanayake, Ranjith - In: Cogent Economics & Finance 12 (2024) 1, pp. 1-18

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 (MCM) which determines the proportion of...

Persistent link: https://www.econbiz.de/10015425883

An event study of potential insider trading in the Saudi stock market

Alqurayn, Abdulrhman; Kulendran, Nada; Ihalanayake, Ranjith - In: Cogent economics & finance 12 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015375197

Stock markets and stress test announcements : evidence from European Banks

Floros, Christos; Karpouzis, Efstathios; Daskalakis, … - In: Economies : open access journal 12 (2024) 7, pp. 1-11

event study methodology (calculating abnormal returns on a three-day period around the event dates), we find that the market …

Persistent link: https://www.econbiz.de/10014636184

Stock markets and stress test announcements: Evidence from European Banks

Floros, Christos; Karpouzis, Efstathios; Daskalakis, … - In: Economies 12 (2024) 7, pp. 1-11

event study methodology (calculating abnormal returns on a three-day period around the event dates), we find that the market …

Persistent link: https://www.econbiz.de/10015468861

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/10015074997

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

The impact of logistics-manufacturing integration announcement on the stock market value : evidence from China

Liu, Weihua; He, Yang; Cheng, Yang; Tang, Ou; Shi, Yangyan - In: Transportation research : an international journal 202 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015451757

Are green policies healthy for stock market? : evidence from Bombay stock exchange

Dahal, Mahesh; Das, Joy - In: Vision : the journal of business perspective 29 (2025) 3, pp. 275-292

Persistent link: https://www.econbiz.de/10015415183

Does political instability affect migrant behavior?

Makhlouf, Farid - In: Bulletin of economic research 77 (2025) 4, pp. 535-541

Persistent link: https://www.econbiz.de/10015470824

Cross-border acquisitions and shareholders' wealth: The case of the Indian pharmaceutical sector

Wajid, Abdul; Sabiha, Anjim; Akhtar, Shakeb; Tabash, … - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-17

acquired from 2005 to 2019 and the event study methodology was applied along with two parametric tests. The findings of the …

Persistent link: https://www.econbiz.de/10014332636