Airlines Stock Market Response to Stimulus Bill Expectation On March 25th, 2020 An Event Study

2021 ◽  
Author(s):  
Robin Garewal
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Market Response

scholarly journals Stock Market Response to Elections: An Event Study Method

2020 ◽  
Vol 7 (5) ◽  
pp. 9-18
Author(s):  
Kavita CHAVALI ◽  
◽  
Mohammad ALAM ◽  
Shireen ROSARIO
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Market Response ◽  
Event Study Method

scholarly journals Stock Market Response to Terrorist Attacks: An Event Study Approach

2020 ◽  
Vol 7 (9) ◽  
pp. 31-37
Author(s):  
Safdar Husain TAHIR ◽  
◽  
Furqan TAHIR ◽  
Nausheen SYED ◽  
Gulzar AHMAD ◽  
...  
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Terrorist Attacks ◽  
Market Response ◽  
Study Approach

scholarly journals Stock Market Response during COVID-19 Lockdown Period in India: An Event Study

2020 ◽  
Vol 7 (7) ◽  
pp. 131-137
Author(s):  
Mohammad Noor ALAM ◽  
◽  
Md. Shabbir ALAM ◽  
Kavita CHAVALI
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Market Response

The Determinants of Merger Withdrawals’ Abnormal Returns in The Australian Market

2015 ◽  
pp. 89-110 ◽  
Author(s):  
Thuy Nguyen Thu ◽  
Giang Dao Thi Thu ◽  
Hoang Truong Huy
Keyword(s):  
Financial Crisis ◽  
Event Study ◽  
Abnormal Returns ◽  
Market Response ◽  
Crisis Period ◽  
Valuation Effects ◽  
Event Study Method ◽  
Private And Public ◽  
Method Of Payment ◽  
The Impact

This paper examines the abnormal returns in merger withdrawals in Australia, especially distinguishing the market response between private and public targets. We also study the determinants of those abnormal returns, including the method of payment and the impact of financial crisis periods. Using the event study method, we document that in the Australian context, the announced withdrawal of mergers involving private targets creates significantly negative valuation effects in comparison with the valuation effects in withdrawal of mergers involving public targets. We also find that a financial crisis period strongly affects abnormal returns of merger withdrawals. However, the method of payment does not have any impact on the abnormal returns.

META-ANALYSIS ON AMERICAN PRESIDENTIAL ELECTION - 2016 AND AMERICAN STOCK MARKET

2020 ◽  
Vol 38 (1) ◽  
Author(s):  
Farhan Ahmed ◽  
Salman Bahoo ◽  
Sohail Aslam ◽  
Muhammad Asif Qureshi
Keyword(s):  
Content Analysis ◽  
Stock Market ◽  
Event Study ◽  
Presidential Election ◽  
Republican Party ◽  
Stock Exchange ◽  
Meta Analysis ◽  
Composite Index ◽  
Stock Index ◽  
Political Event

This paper aims to analyze the efficient stock market hypothesis as responsive to American Presidential Election, 2016. The meta-analysis has been done combining content analysis and event study methodology. The all major newspapers, news channels, public polls, literature and five important indices as Dow Jones Industrial Average (DJIA), NASDAQ Stock Market Composit Indexe (NASDAQ-COMP), Standard & Poor's 500 Index (SPX-500), New York Stock Exchange Composite Index (NYSE-COMP) and Other U.S Indexes-Russell 2000 (RUT-2000) are critically examined and empirically analyzed. The findings from content analysis reflect that stunned winning of Mr Trump from Republican Party worked as shock for American stock market. From event study, findings confirmed that all the major indices reflected a decline on winning of Trump and losing of Ms. Clinton from Democratic. The results are supported empirically and practically through the political event like BREXIT that resulted in shock to Global stock index and loss of $2 Trillion.

scholarly journals Investors’ Reactions to CSR News in Family Versus Nonfamily Firms: A Study on Signal (In)credibility

2021 ◽  
pp. 104225872110104
Author(s):  
Naciye Sekerci ◽  
Jamil Jaballah ◽  
Marc van Essen ◽  
Nadine Kammerlander
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Family Firms ◽  
Signaling Theory ◽  
Family Firm ◽  
Stock Market Index ◽  
Important Condition ◽  
Post Hoc Analysis ◽  
Market Index ◽  
Post Hoc

We study family firm status as an important condition in signaling theory; specifically, we propose that the market reacts more positively to positive, and more negatively to negative, CSR news (i.e., signals) from family firms than to similar news from nonfamily firms. Moreover, we propose that during recessions, the direction of these relationships reverses. Based on an event study of 1247 positive and negative changes in the CSR ratings for all firms listed on the French SFB120 stock market index (2003-2013), we find support for our hypotheses. Moreover, a post hoc analysis reveals that the relationships are contingent on whether a family CEO leads the firm.

Impact of the OMRR Operation in Fighting the Adverse Effects of COVID-19 on the Chinese Stock Market: An Event Study

2021 ◽  
Vol 16 (3) ◽  
pp. 495-520
Author(s):  
Lin Guo ◽  
◽  
Xufei Zhang ◽  
Songlei Chao ◽  
◽  
...  
Keyword(s):  
Stock Market ◽  
Event Study ◽  
Abnormal Return ◽  
Fiscal Policies ◽  
Chinese Stock Market ◽  
Open Market ◽  
Monetary Policies ◽  
Technology Industry ◽  
The Impact ◽  
China’S Economy

The outbreak of the COVID-19 epidemic has had an adverse effect on China's economy. This paper uses the event study method to test and measure the impact of the open market reverse repo (OMRR) operation on the Chinese stock market. The results show that the OMRR operation generates a positive daily abnormal return and a positive daily cumulative abnormal return on average for all stocks. The impact is larger for non-state-owned enterprise (non-SOE) firms than for SOE firms, stocks of non-Hubei provinces than those of the Hubei province, and for stocks of the information transmission and technology industry than those of other industries. We suggest that our government implement more prudent monetary policies and more proactive fiscal policies.

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