Search Results - subject:"Events study"

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Market reaction to the Covid-19 pandemic: Events study at stocks listed on LQ45 index

Kasim, Muhammad Yunus; Dwijaya, I. Kadek Bellyoni - In: Cogent Business & Management 9 (2022) 1, pp. 1-15

events study with paired sample t-test in determining the abnormal return difference test for each event. The first finding …

Persistent link: https://www.econbiz.de/10014505675

Market reaction to the Covid-19 pandemic : events study at stocks listed on LQ45 index

Kasim, Muhammad Yunus; Muslimin; Dwijaya, I. Kadek Bellyoni - In: Cogent business & management 9 (2022) 1, pp. 1-15

events study with paired sample t-test in determining the abnormal return difference test for each event. The first finding …

Persistent link: https://www.econbiz.de/10014420363

Tail risk and extreme events: Connections between oil and clean energy

Di Febo, Elisa; Foglia, Matteo; Angelini, Eliana - In: Risks 9 (2021) 2, pp. 1-13

paper investigates the relationship between oil price and clean-energy stock with a novel methodology, namely extreme events … study. The aim is to investigate an asymmetry effect between the response to good versus bad days. The results show how the …

Persistent link: https://www.econbiz.de/10013200708

Tail risk and extreme events : connections between oil and clean energy

Di Febo, Elisa; Foglia, Matteo; Angelini, Eliana - In: Risks : open access journal 9 (2021) 2/39, pp. 1-13

Persistent link: https://www.econbiz.de/10012483185

Force-majeure events and financial market’s behavior

Plastun, Alex; Plastun, Vyacheslav - Volkswirtschaftliche Fakultät, … - 2013

Efficient market hypothesis fails from time to time. There are many reasons why it happens. We will try to concentrate on one of them – force-majeure events – situations when something important happens unexpectedly. In this case market simply can’t absorb information in one moment. So for...

Persistent link: https://www.econbiz.de/10011108420