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

Valuation effects of magnitude and frequency of share repurchases : Indian evidence

Pandey, Jyoti - In: Metamorphosis : a journal of management research 23 (2024) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10014584414

Do terror attacks affect the Euro? Evidence from the 21st century

Markoulis, Stelios - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-24

of such events on the price of the Euro and employs a relatively large number of these events. The event-study … methodology is used to deduce whether, after a terror event, the value of the Euro declines vs. other major currencies. We found …

Persistent link: https://www.econbiz.de/10013201033

Do terror attacks affect the Euro? : evidence from the 21st century

Markoulis, Stelios - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-24

Persistent link: https://www.econbiz.de/10012626418

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

Layoffs and stock market performance during the COVID-19 pandemic : evidence from the US

Floros, Christos; Psillaki, Maria; Karpouzis, Efstathios - In: Journal of economic studies 50 (2023) 2, pp. 96-108

Persistent link: https://www.econbiz.de/10014226462

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