Insurer Stock Returns Around Mega-Catastrophes: An Exposure-Based Analysis of the U.S. Homeowners' Insurance Market

2012 ◽  
Author(s):  
Bjoern Hagendorff ◽  
Jens Hagendorff ◽  
Kevin Keasey
Keyword(s):  
Stock Returns ◽  
Insurance Market ◽  
The U.S ◽  
Homeowners Insurance

scholarly journals The Impact of Mega-Catastrophes on Insurers: An Exposure-Based Analysis of the U.S. Homeowners’ Insurance Market

Risk Analysis ◽  
2014 ◽  
Vol 35 (1) ◽  
pp. 157-173 ◽  
Author(s):  
Bjoern Hagendorff ◽  
Jens Hagendorff ◽  
Kevin Keasey
Keyword(s):  
Insurance Market ◽  
The Impact ◽  
The U.S ◽  
Homeowners Insurance

Homeowners Insurance: Market Trends, Issues and Problems

2003 ◽  
Author(s):  
Martin F. Grace ◽  
Robert W. Klein
Keyword(s):  
Insurance Market ◽  
Market Trends ◽  
Homeowners Insurance

scholarly journals Global Oil Market and the U.S. Stock Returns

2015 ◽  
Author(s):  
Maryam Ahmad ◽  
Matteo Manera ◽  
Mehdi Sadeghzadeh
Keyword(s):  
Stock Returns ◽  
Oil Market ◽  
The U.S

THE IMPACT OF A PUBLIC OPTION IN THE U.S. HEALTH INSURANCE MARKET

2014 ◽  
Vol 53 (1) ◽  
pp. 508-521
Author(s):  
Andrei Barbos ◽  
Yi Deng
Keyword(s):  
Health Insurance ◽  
Insurance Market ◽  
Health Insurance Market ◽  
The Impact ◽  
The U.S

scholarly journals The Cost Structure of Distribution Systems in the U.S. Property/Liability Insurance Market

1995 ◽  
Vol 20 (2) ◽  
pp. 230-245 ◽  
Author(s):  
Arthur M B Hogan ◽  
Peruvemba K Satish ◽  
Robert C Witt
Keyword(s):  
Distribution Systems ◽  
Cost Structure ◽  
Liability Insurance ◽  
Insurance Market ◽  
The Cost ◽  
The U.S

scholarly journals A Reexamination of Earnings Persistence on the Incremental Value Relevance of Earnings Levels and Earnings Changes

2018 ◽  
Vol 8 (2) ◽  
pp. 126
Author(s):  
Simon Yang
Keyword(s):  
Stock Market ◽  
Stock Returns ◽  
Value Relevance ◽  
Relevant Information ◽  
Earnings Persistence ◽  
Incremental Value ◽  
Complementary Value ◽  
The U.S

This study reexaminesthe role of earnings persistence as to understand the incremental value relevance of earnings levels and earnings changes in explaining stock returns in the stock market of U.S. The results show that earnings levels and earnings changes together provide the higher value relevant information than each earnings variable alone in explaining stock returns. An increase in earnings persistence, approximated by different time-serial and firm-specific measures, puts more (less) value relevant weight on earning changes (levels). However, the complementary value relevance between earnings levels and earnings changes is somehow weak, implying that a possibly deteriorating valuation role for earnings levels and earnings changes may occur in the recent years for the U.S. stock market.

scholarly journals Overseas Investors in the U.S. Insurance Market

1991 ◽  
Vol 16 (4) ◽  
pp. 424-447
Author(s):  
John O Nigh
Keyword(s):  
Insurance Market ◽  
The U.S

The Impact of Government Intervention in Banks on Corporate Borrowers’ Stock Returns

2013 ◽  
Vol 48 (5) ◽  
pp. 1635-1662 ◽  
Author(s):  
Lars Norden ◽  
Peter Roosenboom ◽  
Teng Wang
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Stock Returns ◽  
Banking Sector ◽  
Positive Impact ◽  
Support Programs ◽  
Government Interventions ◽  
Stock Market Performance ◽  
The Impact ◽  
The U.S

AbstractWe investigate whether and how government interventions in the U.S. banking sector influence the stock market performance of corporate borrowers during the financial crisis of 2007–2009. We measure firms’ exposures to government interventions with an intervention score that is based on combined information on the firms’ structure of bank relationships and their banks’ participation in government capital support programs. We find that government capital infusions in banks have a significantly positive impact on borrowing firms’ stock returns. The effect is more pronounced for riskier and bank-dependent firms and for those that borrow from banks that are less capitalized and smaller.

scholarly journals Evidence of Economic Policy Uncertainty and COVID-19 Pandemic on Global Stock Returns

2022 ◽  
Vol 15 (1) ◽  
pp. 28
Author(s):  
Thomas Chinan Chiang
Keyword(s):  
Economic Policy ◽  
Stock Returns ◽  
Stock Return ◽  
Negative Impact ◽  
Global Market ◽  
Policy Uncertainty ◽  
Economic Policy Uncertainty ◽  
The Impact ◽  
Global Stock ◽  
The U.S

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence suggests that a rise in the U.S. EPU causes not only a decline in a country’s stock return, but also a negative spillover effect on the global market; however, we cannot find a comparable negative effect from global EPU to U.S. stocks. Evidence suggests that the COVID-19 pandemic has a negative impact that significantly affects stock return worldwide. This study also finds an indirect COVID-19 impact that runs through a change in domestic EPU and, in turn, affects stock return. Evidence shows significant COVID-19 effects that change relative stock returns between the U.S. and global markets, creating a decoupling phenomenon.

scholarly journals Rational Expectations, Irrational Exuberance: Linkage between U.S. Investors and Pacific-Basin Stock Returns

2009 ◽  
Author(s):  
Rahul Verma
Keyword(s):  
Hong Kong ◽  
Stock Returns ◽  
Institutional Investors ◽  
Rational Expectations ◽  
Pacific Basin ◽  
Individual Investors ◽  
Investor Sentiments ◽  
Irrational Exuberance ◽  
The U.S

We shed new light on the relevance of rational expectations and irrational exuberance of U.S. individual and institutional investors on Pacific-Basin stock returns. We find insignificant effects of irrational exuberance and significant effect of rational expectations on Asian markets with varying degrees of intensity. There are greater responses of Hong Kong, Malaysia, Philippines, and Singapore while weaker linkages with Taiwan, Thailand, and Korea. Overall evidence suggests that rational expectations of institutional investors are transmitted to a greater extent than those of individual investors. These results are consistent with the view that international effects of the U.S. market can be attributed to rational investor sentiments.  

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