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Persistence of shocks in CDS returns on Croatian bonds : quantile autoregression approach

Bošnjak, Mile; Novak, Ivan; Bašić, Maja - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 759-775

Persistent link: https://www.econbiz.de/10012213680

Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies

Azar, Samih Antoine - In: International journal of economics and financial issues … 3 (2013) 3, pp. 723-733

Persistent link: https://www.econbiz.de/10010519398

The impact of regulatory change and market shocks on the weak-form efficiency of the Kuwait Stock Exchange

Abdelrahim, Sadeq; Holmes, Phil - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 117-134

Persistent link: https://www.econbiz.de/10001353469

What drives stock market underreaction to liquidity shocks? : evidence from Korea

Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80

Persistent link: https://www.econbiz.de/10013161902

Unusual news flow and the cross section of stock returns

Bali, Turan G.; Bodnaruk, Andrij; Scherbina, Anna; Tang, Yi - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4137-4155

Persistent link: https://www.econbiz.de/10011921496

Company stock price reactions to the 2016 election shock : Trump, taxes, and trade

Wagner, Alexander F.; Zeckhauser, Richard; Ziegler, … - In: Journal of financial economics 130 (2018) 2, pp. 428-451

Persistent link: https://www.econbiz.de/10012051330

Effects of Market Reforms and External Shocks on Indian Stock Indices : Evidence on Structural Breaks and Weak-Form Efficiency

Chattopadhyay, Somnath - 2018

This study explores stock market efficiency in India after allowing for potential structural changes induced by reforms processes and/or external shocks. Failing to consider the effect of structural breaks while testing the efficient market hypothesis (EMH) could result in the flawed acceptance...

Persistent link: https://www.econbiz.de/10012929113

Do shocks to Islamic stock index prices have transitory effects

Shaik, Muneer - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 336-358

Persistent link: https://www.econbiz.de/10014311658

Betting market efficiency in the presence of unfamiliar shocks : the case of ghost games during the COVID-19 pandemic

Fischer, Kai; Haucap, Justus - 2020

expectations adapt to an exogenous shock: the introduction of soccer ghost games during the COVID-19 pandemic. We find that betting …

Persistent link: https://www.econbiz.de/10012271737

Betting market efficiency in the presence of unfamiliar shocks : the case of ghost games during the COVID-19 pandemic

Fischer, Kai; Haucap, Justus - 2020

expectations adapt to an exogenous shock: the introduction of soccer ghost games during the COVID-19 pandemic. We find that betting …

Persistent link: https://www.econbiz.de/10012261187