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Nida Abdioglu,Sinan Aytekin
Pág. 63 - 69
This paper investigates the impact of monetary policy committee decisions of the Central Bank of the Republic of Turkey on the stock returns of the deposit banks listed in Borsa Istanbul Banks Index (XBANK). The cumulative abnormal returns of the banks a...
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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...
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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...
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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...
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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...
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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...
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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...
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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...
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- Suherman,Danni Winadi,Gatot Nazir Ahmad
Pág. 125 - 140
This study tries to (1)to examine the difference of corporate social performance (CSP) between the old IPO firms and the new IPO firms, and (2)to investigate the influence of corporate social performance (CSP) on stock return. Corporate social performanc...
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Jairo Laser Procianoy,Rodrigo S. Verdi
Pág. pp. 141 - 167
This study investigates the price and volume behavior of stock added and excluded to the IBOVESPA, IBrX50, and IBrX100 indexes during the years 1994 to 2002 and FGV100 index during the years 2000 to 2002. In contrast to findings in the US, we find no evi...
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J. F. Affleck-Graves,T. P. Flach,A. S. Jacobson
AbstractIn this paper the cumulative average residual (CAR) methodology is used to examine the effect merger announcements have on the returns earned by both the shareholders of the acquiring companies and the acquired companies. The results indicate tha...
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J. F. Affleck-Graves,T. P. Flach,A. S. Jacobson
AbstractIn this paper the cumulative average residual (CAR) methodology is used to examine the effect merger announcements have on the returns earned by both the shareholders of the acquiring companies and the acquired companies. The results indicate tha...
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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...
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