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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...
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Andhyka Tyaz Nugraha, Department of Industrial Engineering, Institut Teknologi Sumatera, Lampung, Indonesia., Malaysia Yusro Hakimah, Faculty of Economics, Universitas Tridinanti Palembang, Palembang, Indonesia, Indonesia Agung Masyad Fawzi, School of Economic, Finance and Banking, College of Business, Universiti Utara Malaysia, Sintok, Malaysia., Malaysia 10.21831/economia.v18i2.38821
Pág. 204 - 220
AbstractThe aims of study are to analyze and evaluate the impact of COVID-19 outbreak on Indonesia Stock Exchange (IDX) performance before, during, and after the official announcement day on March 2nd, 2020. Five industry sectors were observed, i.e agric...
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Carlos Elder Maciel de Aquino,José Everardo Alves Pereira,José Odalio dos Santos,Alexandre Franco de Godoi,Fernando de Almeida Santos
Pág. 29 - 42
The goal of the research is to analyze the stock returns of Cielo SA based upon its intraday data to capture the influence of relevant facts on the share price and trading volume, at the early hours after the disclosure. The Efficient Market Hypothesis (...
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Carlos Elder Maciel de Aquino,José Everardo Alves Pereira,José Odalio dos Santos,Alexandre Franco de Godoi,Fernando de Almeida Santos
Pág. 29 - 42
The goal of the research is to analyze the stock returns of Cielo SA based upon its intraday data to capture the influence of relevant facts on the share price and trading volume, at the early hours after the disclosure. The Efficient Market Hypothesis (...
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Omid Faseli
Pág. 80 - 87
Abnormal volatility has a damaging effect on the macroeconomy and is seen as a measure of risk in asset and commodity markets. This investigation had the aim to analyze the supposed transatlantic volatility inducing effect of the most prominent scheduled...
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Omid Faseli
Pág. 49 - 57
This study had the purpose to investigate the impact of 38 scheduled major United States (US) macroeconomic news on WTI crude oil intraday volatility for the period 2012-2018. It was the aim to provide a news ranking that indicates upcoming high volatili...
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Rob Hayward
Does speculation facilitate price discovery or instability? If it is price discovery, it is beneficial and should be encouraged; if it is instability, welfare is enhanced by its reduction. This paper seeks to distinguish between these two characteristics...
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Guilherme Seigo Matsumoto,Guilherme Prandi Baraldi,Michele Nascimento Jucá
Pág. 493 - 520
This paper aims to analyze the hypothesis that debenture issues generate positive abnormal returns in the shares of the issuing companies. For this purpose, a study of events is carried out between January 2014 and June 2015, based on the date of the ann...
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The number of Chinese tourists visiting Taiwan has been closely related to the political relationship across the Taiwan Strait. The occurrence of political events and disasters or accidents have had, and will continue to have, a huge impact on the Taiwan...
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Chia-Lin Chang, Shu-Han Hsu and Michael McAleer
The number of Chinese tourists visiting Taiwan has been closely related to the political relationship across the Taiwan Strait. The occurrence of political events and disasters or accidents have had, and will continue to have, a huge impact on the Taiwan...
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Aulia Hatmanti,Bambang Sudibyo 10.21831/economia.v13i1.11797
Pág. 1 - 13
Abstract: The Impact of the Inauguration of 2nd Reshuffled Cabinet on LQ-45 Stock Prices. The purpose of this research is to observe the impact of the political event the inauguration of 2nd reshuffled cabinet-to LQ-45 group?s stock prices. This study us...
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Edinson Cornejo Saavedra,Victor Villalobos Almarza
Pág. 53 - 72
This study objective was to determine the effect of 2014 Tax Reform Bill on the Chilean stock market, in the period comprised from its announcement to the approval by National Congress in September 2014. The Event Study Method was used to analyze the abn...
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Edinson Cornejo Saavedra,Victor Villalobos Almarza
Pág. 53 - 72
This study objective was to determine the effect of 2014 Tax Reform Bill on the Chilean stock market, in the period comprised from its announcement to the approval by National Congress in September 2014. The Event Study Method was used to analyze the abn...
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Irwan Trinugroho,Aurio Fajrin,Sutaryo Sutaryo
Pág. 173 - 180
This study investigates market reaction to a political event, which is the presidential election of Republic of Indonesia in 2014 by studying 387 publicly traded firms in the Indonesia Stock Exchange. It employs event study method to measure the informat...
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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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Selcuk Kendirli,Muhammet Emin Elmali
Pág. 74 - 82
In this study, the impacts of right offerings announcements on the returns of shares are analysed. Right offerings means to have the rigth of receiving new shares in proportion to shares on hand when the corporation issues new shares for outsourcing capi...
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Sitangshu Khatua,Hemant Kumar Pradhan
Pág. 1 - 16
Market Overreaction is a very familiar and age-old craze amongst traders. Pigou (1929) defined it as a ?conducting rod along which an error of optimism or pessimism, once generated, propagates itself about the business world.? The question of whether or ...
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Bruno De Lorenzi Cancelier Mazzucco,Roberto Meurer
Pág. 399 - 420
In this study we tested the hypothesis that part of reserve requirements? costs is paid by banks? stockholders, instead of only by depositors and borrowers. Through an event study of fourteen regulatory changes between 1998 and 2010, we investigated the ...
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Flávia Cruz de Souza Murcia,Fernando Dal-Ri Murcia,José Alonso Borba
Pág. 503 - 526
This study analyzes the effect of credit rating announcements on stock returns in the Brazilian market during 1997-2011. We conducted an event study using a sample of 242 observations of listed companies, 179 from Standard and Poor?s and 63 from Moody?s,...
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Teddy Chandra
Pág. 385 - 398
The purpose of this research is to analyze the response ofIndonesian Capital Market to increasein fuel price as announced by the Government on June 22nd, 2013. This study uses abnormal returns and trading volume activity as the indicatorsto observe inves...
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