Journal of Management and Business ReviewThis study examines the capital market reaction to the announcement of the 2024 Election quick count results. Specifically, it analyzes the differences in Abnormal Returns of LQ45 stocks and the Market Cumulative Abnormal Returns before and after the ...
Jessica Anna Mulia Jaya +1 more
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Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange [PDF]
In this paper we provide an empirical analysis of announcements of resignation of board members using data which comes from the Warsaw Stock Exchange. The market reaction to this information is tested at different time horizons by means of event study ...
Henryk Gurgul, Pawel Majdosz
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Market Impact of International Sporting and Cultural Events [PDF]
This paper investigates the impact of international sporting and cultural events on national stock markets. We study market reaction to the announcements of the selected country hosting mega-events such as the Olympic Games, the World and the European ...
Ana Paula Serra, António Miguel Martins
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What happens around earning announcements? An investigation of information asymmetry and trading activity in the Saudi market [PDF]
, 2010 This paper examines stock returns and trading activities around earnings announcements for listed companies in the Saudi stock market (SSM). Specifically, we examine the levels of stock liquidity, trading activity, volatility, bid-ask spread, asymmetric
Alzahrani, AA, Gregoriou, A
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Investor’s Perception of Value Creation in Environmental Strategies: The Impact of Past Environmental Performance on Future Stock Market Returns [PDF]
Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics, 2009 In this paper we test whether investors incorporate into stock market prices thefuture increase or decrease in firm value due to corporate strategies that causebetter or worse firm environmental performance.
Claudia Nicoleta BORSAN
doaj
Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets [PDF]
I analyze company news from Reuters with the 'General Inquirer' and relate measures of positive sentiment, negative sentiment and disagreement to abnormal stock returns, stock and option trading volume, the volatility spread and the CDS spread.
Ferdinand Graf
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Tender Offers in South America: Do They Convey Good News to the Market?
Análisis Económico, 2006 Different studies in developed capital markets have found positive abnormal returns of at least 15% during the announcement date of a tender offer.
Darcy Fuenzalida +2 more
doaj
When the rivers run dry : liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis [PDF]
This paper provides systematic evidence of the role of banks'reliance on wholesale funding in the international transmission of the ongoing financial crisis. It conducts an event study to estimate the impact of the liquidity crunch of September 15, 2008,
Raddatz, Claudio
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Stock market reactions to unfavorable product information: A case study of comments on beef safety made on an Oprah Winfrey Show [PDF]
, 2000 This study examines the impact of unfavorable media coverage on the stock market prices of major food companies, an issue of increasing importance to the food industry.
Ormanidou, Elpida, Thomsen, Michael
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Identifying Abnormal Returns to Food and Agribusiness Stocks on Key Farm Policy Legislative Dates [PDF]
The efficient market hypothesis would suggest that stock prices incorporate the information revealed in the public process of creating legislation as the debate occurred. Thus, there should be no abnormal returns to agribusiness stocks on key legislative
Briggeman, Brian C. +2 more
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