|
|
|
|
|
Hock-Ann Lee, Venus Khim-Sen Liew, Mohd Fahmi Ghazali and Samina Riaz
The COVID-19 outbreak slowed down global economic activities substantially, resulting in unrest in the financial markets, especially in the beginning of the pandemic outbreak. This study aims to investigate if COVID-19 caused abnormal returns in the US a...
ver más
|
|
|
|
|
|
|
|
|
|
|
Loc Dong Truong, Giang Ngan Cao, H. Swint Friday and Nhien Tuyet Doan
The purpose of the study is to investigate the overreaction hypothesis in relation to the Ho Chi Minh Stock Exchange (HOSE). The data used in this study consist of a monthly price series of 392 stocks traded on the HOSE, covering the period starting on 5...
ver más
|
|
|
|
|
|
|
|
|
|
|
Milica Latinovic
Pág. 55 - 64
Research Question: This study aims to empirically test the effects of the digital and sustainability announcements of twin transformation companies on their shareholder value creation. Motivation: This paper builds on the vast research regarding the Effi...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cong Gu,Benfu Lv,Ying Liu,Geng Peng
Pág. 27 - 34
On March 23, 2020, the Federal Reserve Board started the ?unlimited quantitative easing? to boost economy. After the announcement, an obvious boom in the cryptocurrency markets is observed. This research adopted an event analysis method, by analyzing the...
ver más
|
|
|
|
|
|
|
|
|
|
|
Restu Agusti,(Universitas RiauIndonesia)Pipin Kurnia,(Universitas RiauIndonesia)Edfan Darlis,(Universitas RiauIndonesia)Mudrika Alamsyah,(Universitas RiauIndonesia)
Pág. 266 - 283
This study aims to see the effect of the variable positive confirmed cases of covid 19, confirmed death cases of covid 19, return on assets (ROA), leverage, liquidity and company size (size) on cumulative abnormal returns (CAR) during the Covid 19 pandem...
ver más
|
|
|
|
|
|
|
|
|
|
|
Morotola Pholohane, Oluseye Ajuwon, Nicolene Wesson
Pág. 59 - 93
This study explored the price reactions of shares moving in and out of Johannesburg Stock Exchange (JSE) Top 40 Index by applying three models to calculate the abnormal returns of the stocks; namely: the market model, the Capital Asset Pricing Model (CAP...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ahmad Bash
Pág. 34 - 38
We study the effect of the first registered case of COVID-19 on stock market returns using event study analysis. Mean-adjusted returns and market model methods are used to estimate cumulative abnormal returns for 30 countries. The results show that stock...
ver más
|
|
|
|
|
|
|
|
|
|
|
Hashmat Ali,Zulfiqar Ali Menon,Ajab Khan,Muhammad Muddassar Khan,Imad Ali,Khan Baz,Muhammad Arif,Manzoor Hussain,Waqar Jalal
Pág. 139 - 148
Motivated by the previous literature on investor sentiment and assuming that terrorist activities affect investor mood, this study attempts to address the psychological impact of terrorism for investors in Pakistan stock market. Apart from a direct econo...
ver más
|
|
|
|
|
|
|
|
|
|
|
Derick Quintino, Jessica Campoli, Heloisa Burnquist and Paulo Ferreira
Bitcoin?s evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this under...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chen Chunying,Hsieh Chiunghua
Pág. 233 - 236
For the first time, this article uses the search volume index (SVI) of Google Trends to measure investor attention and observe stock market. Empirical results show that the higher the attention to individual stocks, the lower the cumulative abnormal retu...
ver más
|
|
|
|
|
|