Results 11 to 20 of about 44,601,277 (361)
ESG Reputation Risk Matters: An Event Study Based on Social Media Data [PDF]
Social Science Research Network, 2023 We investigate the response of shareholders to Environmental, Social, and Governance-related reputational risk (ESG-risk), focusing exclusively on the impact of social media.
M. L. Nicolas +3 more
semanticscholar +1 more source
The impact of rating classifications on stock prices of Brazilian companies [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose - This paper aims to identify if there is an impact of the rating announcements issued by the agencies on the returns of the stocks of Brazilian companies listed on Brasil Bolsa Balcão, from August 2002 to August 2018, identifying which types of ...
Fernanda Pagin +4 more
doaj +1 more source
Revisiting event study designs: robust and efficient estimation [PDF]
, 2021 We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to provide unbiased estimates of relevant estimands absent strong ...
Kirill Borusyak +2 more
semanticscholar +1 more source
Do Public Announcements of Drug Development Events Influence a Drug Company’s Market Value? A Study on Pfizer [PDF]
Journal of Library and Information Studies, 2022 The circulation of money in the global pharmaceutical market is substantial and has been increasing annually. Moreover, the high requirements for new drugs and the procedures for verifying the quality of drugs are increasingly complex; thus, successful ...
Yu-Han Tsao, Chun-Chieh Wang
doaj +1 more source
An Event Study of the Ethereum Transition to Proof-of-Stake [PDF]
Social Science Research Network, 2022 On 15 September 2022, the Ethereum network adopted a proof-of-stake (PoS) consensus mechanism. We study the impact on the network and competing platforms in a two month event window around the Beacon chain merge.
Elie Kapengut, Bruce Mizrach
semanticscholar +1 more source
An Introductory Guide to Event Study Models
Journal of Economic Perspectives, 2023 The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior.
Douglas L. Miller
semanticscholar +1 more source
Does investor sentiment affect stock pricing? Evidence from seasoned equity offerings in China
National Accounting Review, 2021 Seasoned equity offerings attract a great deal of attention from investors in China's stock market, and they provide natural experimental environment for examining relationship between investor sentiment and asset pricing.
Changqing Luo, Zijing Li, Lan Liu
doaj +1 more source
The effect of COVID-19 pandemic on residential real estate prices: Turkish case
Quantitative Finance and Economics, 2021 This study investigates the effect of the COVID-19 pandemic on the residential real estate prices in Turkey. This study indicates the effect of COVID-19, loan package, macroeconomic and behavioral control variables on abnormal returns of residential real
Selahattin Kaynak +2 more
doaj +1 more source
Finanse i Prawo Finansowe, 2021 The purpose of the article/hypothesis: The aim of the article is to examine the significance of the reaction of stock exchange investors in that country to the publication of information about the reintroduction of border controls in order to limit the ...
Kamila Ulmann, Filip Roszkowski
doaj +1 more source
Risk and returns of Indian listed firms after demonetisation
Cogent Economics & Finance, 2021 This paper aims to understand the impact of demonetisation on the returns of listed firms in the NSE, as well as changes to their corresponding industry level systematic risk.
Varsha Sureshkumar, P Balasubramanian
doaj +1 more source