Search Results - subject:"event study methodology"

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

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/10015375197

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

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

Testing stock market efficiency from spillover effect of Panama leaks

Nasir, Adeel; Gherghina, Stefan Cristian; Mata, Mário Nuno - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-23

perception related to the Panama leaks. Event study methodology is used on five occasions associated with Panama papers, i …

Persistent link: https://www.econbiz.de/10013201382

The effects of cash dividend on stock prices during the COVID-19 pandemic : evidence from Poland

Sekuła, Paweł; Socha, Błażej - In: European research studies 25 (2022) 3, pp. 145-155

Persistent link: https://www.econbiz.de/10013532318

Testing stock market efficiency from spillover effect of Panama leaks

Nasir, Adeel; Gherghina, Stefan Cristian; Mata, Mário Nuno - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-23

perception related to the Panama leaks. Event study methodology is used on five occasions associated with Panama papers, i …

Persistent link: https://www.econbiz.de/10012821618

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 : JRFM 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/10013471449

Event study on the reaction of the Balkan stock markets to the conflict between Russia and Ukraine

Mojanoski, Goran; Bucevska, Vesna - In: Croatian review of economic, business and social … 8 (2022) 2, pp. 18-27

Russia and Ukraine. With a sample of seven stock market indices, the event study methodology is applied to examine the …

Persistent link: https://www.econbiz.de/10014287625