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Announcement effect
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ECONIS (ZBW)
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1
Dynamic risk adjustment in long-run event study tests
Han, Yao
;
Kolari, James W.
;
Pynnönen, Seppo
- In:
Applied economics
56
(
2024
)
6
,
pp. 744-764
Persistent link: https://www.econbiz.de/10014440123
Saved in:
2
Can innovation help existing firms resist shock from new stock issuance? : evidence from the launch of China's STAR market
Yan, Chao
;
Wang, Jiaxin
;
Feng, Yi
- In:
Applied economics
55
(
2023
)
42
,
pp. 4911-4930
Persistent link: https://www.econbiz.de/10014334851
Saved in:
3
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
4
The impact of patent information disclosure on the stock returns of high-tech corporates : an event study
Yu, Shixuan
;
Zhang, Lingang
- In:
Applied economics
55
(
2023
)
30
,
pp. 3458-3471
Persistent link: https://www.econbiz.de/10014299163
Saved in:
5
Assortative matching in merging firms' stock price informativeness
Ouyang, Wenjing
;
Szewczyk, Samuel Hideyo
;
Ngo, Thanh
- In:
Applied economics
55
(
2023
)
36
,
pp. 4204-4227
Persistent link: https://www.econbiz.de/10014299611
Saved in:
6
Worldwide earnings news and equity price movement : a supply-chain perspective
Chen, Xing
;
Li, Chenchen
;
Wu, Chongfeng
- In:
Applied economics
55
(
2023
)
40
,
pp. 4695-4711
Persistent link: https://www.econbiz.de/10014302559
Saved in:
7
Can COVID-19 solve the equity premium puzzle?
Chibane, Messaoud
- In:
Applied economics
55
(
2023
)
6
,
pp. 603-616
Persistent link: https://www.econbiz.de/10013494443
Saved in:
8
Media content, sentiment and emerging market futures returns
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Applied economics
55
(
2023
)
7
,
pp. 724-749
Persistent link: https://www.econbiz.de/10013498837
Saved in:
9
Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues
Chen, Fan
- In:
Applied economics
54
(
2022
)
9
,
pp. 974-995
Persistent link: https://www.econbiz.de/10012874920
Saved in:
10
Currency hedging behavior for stock returns uncertainty in Ghana
Bachori, Bartholomew Bilijo
;
Buabeng, Emmanuel
;
Sakyi, …
- In:
Applied economics
54
(
2022
)
48
,
pp. 5532-5548
Persistent link: https://www.econbiz.de/10013411231
Saved in:
11
The impact of debt covenants on earnings announcement returns
Akdogu, Evrim
;
Atilgan, Yigit
- In:
Applied economics
53
(
2021
)
50
,
pp. 5826-5842
Persistent link: https://www.econbiz.de/10012627101
Saved in:
12
The impact of COVID-19 pandemic on abnormal returns of insurance firms : a cross-country evidence
Farooq, Umar
;
Nasir, Adeel
;
Bilal
;
Quddoos, Muhammad Umer
- In:
Applied economics
53
(
2021
)
31
,
pp. 3658-3678
Persistent link: https://www.econbiz.de/10012589502
Saved in:
13
When a journalist is assassinated, do financial markets care? : the market's reaction to journalist murders
Kuvvet, Emre
- In:
Applied economics
52
(
2020
)
60
,
pp. 6552-6561
Persistent link: https://www.econbiz.de/10012416017
Saved in:
14
Announcemet effects in the cryptocurrency market
Joo, Mohammad Hashemi
;
Nishikawa, Yuka
;
Dandapani, Krishnan
- In:
Applied economics
52
(
2020
)
44
,
pp. 4794-4808
Persistent link: https://www.econbiz.de/10012298771
Saved in:
15
Market returns and risk factors for the emerging economies
Talukdar, Bakhtear
;
Parhizgari, Ali M.
- In:
Applied economics
52
(
2020
)
48
,
pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
Saved in:
16
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
17
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
18
Extreme returns and the idiosyncratic volatility puzzle : African evidence
Wu, Ji
;
Chimezie, Eze Peter
;
Nartea, Gilbert V.
;
Zhang, Jing
- In:
Applied economics
51
(
2019
)
58
,
pp. 6264-6279
Persistent link: https://www.econbiz.de/10012197340
Saved in:
19
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
20
Seasoned equity offering announcements and the returns on European bank stocks and bonds
Botta, Marco
;
Colombo, Luca
- In:
Applied economics
51
(
2019
)
13
,
pp. 1339-1359
Persistent link: https://www.econbiz.de/10012196542
Saved in:
21
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir
;
Shehzad, Choudhry Tanveer
;
Umar, Zaghum
- In:
Applied economics
51
(
2019
)
15
,
pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579
Saved in:
22
The sectoral effects of Brexit on the British economy : early evidence from the reaction of the stock market
Ramiah, Vikash
;
Anh Pham Huy Nguyen
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
26
,
pp. 2508-2514
Persistent link: https://www.econbiz.de/10011819564
Saved in:
23
Grexit news and stock returns
Haupenthal, Andreas
;
Neuenkirch, Matthias
- In:
Applied economics
49
(
2017
)
39
,
pp. 3891-3898
Persistent link: https://www.econbiz.de/10011819958
Saved in:
24
The effect of lender and loan type on a borrowing firm's equity return
Khang, Kenneth
;
Byers, Steven S.
- In:
Applied economics
49
(
2017
)
41
,
pp. 4099-4115
Persistent link: https://www.econbiz.de/10011820025
Saved in:
25
A tale of two states : asymmetries in the UK small, value and momentum premiums
Sarwar, Golam
;
Mateus, Cesario
;
Todorovic, Natasa
- In:
Applied economics
49
(
2017
)
5
,
pp. 456-476
Persistent link: https://www.econbiz.de/10011810682
Saved in:
26
Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon
;
Chun, Sungju
- In:
Applied economics
49
(
2017
)
18
,
pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
Saved in:
27
Asset pricing and downside risk in the Australian share market
Alles, Lakshman
;
Murray, Louis
- In:
Applied economics
49
(
2017
)
43
,
pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
Saved in:
28
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
29
Time-varying relationship of news sentiment, implied volatility and stock returns
Smales, Lee A.
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4942-4960
Persistent link: https://www.econbiz.de/10011641401
Saved in:
30
Liquidity and equity returns in Borsa Istanbul
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Gunaydin, A. Doruk
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5075-5092
Persistent link: https://www.econbiz.de/10011644805
Saved in:
31
Are U.S. growth and value stocks similarly integrated with the world markets? : a test across business cycles
Rana, Shailesh
;
Phillips, G. Michael
- In:
Applied economics
48
(
2016
)
52/54
,
pp. 5168-5185
Persistent link: https://www.econbiz.de/10011645069
Saved in:
32
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
33
Investor opinion divergence and post-repurchase announcement stock price drift
Huang, Gow-Cheng
;
Liano, Kartono
;
Pan, Ming-Shiun
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2293-2306
Persistent link: https://www.econbiz.de/10010516641
Saved in:
34
A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco
;
Marotta, Giuseppe
;
Torricelli, …
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
Saved in:
35
Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md.
;
Docherty, Paul
;
Shamsuddin, Abul
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3005-3020
Persistent link: https://www.econbiz.de/10010418172
Saved in:
36
Market reaction to second-hand news : inside the attention-grabbing hypothesis
Cervellati, Enrico Maria
;
Ferretti, Riccardo
; …
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1108-1121
Persistent link: https://www.econbiz.de/10010399440
Saved in:
37
The conditional influence of term spread and pattern changes on future equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 913-923
Persistent link: https://www.econbiz.de/10010399538
Saved in:
38
Abnormal returns before acquisition announcements : evidence from Europe
Borges, Maria Rosa
;
Gairifo, Ricardo
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3723-3732
Persistent link: https://www.econbiz.de/10010345874
Saved in:
39
Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
Saved in:
40
The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor
Madsen, Jakob Brøchner
;
Dzhumashev, Ratbek
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 683-694
Persistent link: https://www.econbiz.de/10009532067
Saved in:
41
Skewness preference and the measurement of abnormal returns
Mishra, Suchismita
;
Prakash, Arun J.
;
Karels, Gordon V.
; …
- In:
Applied economics
39
(
2007
)
4/6
,
pp. 739-757
Persistent link: https://www.econbiz.de/10003462025
Saved in:
42
A variance equality test of the ICAPM on Philippine stocks : post-Asian financial crisis period
Aquino, Rodolfo Q.
- In:
Applied economics
38
(
2006
)
3
,
pp. 353-362
Persistent link: https://www.econbiz.de/10003295047
Saved in:
43
An empirical analysis of stock returns around dividend changes
Bali, Rakesh
- In:
Applied economics
35
(
2003
)
1
,
pp. 51-61
Persistent link: https://www.econbiz.de/10001726031
Saved in:
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