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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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Saad B F M AlHajraf
Pág. 363 - 368
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Saad B F M AlHajraf
Pág. 363 - 368
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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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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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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. 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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Gang Wang
This paper uses event study analysis to estimate the impact of the United States Federal Reserve Bank?s (Fed) quantitative easing (QE) announcements on the mortgage market during the zero lower bound (ZLB) period. A total of 35 QE announcements are ident...
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Akram Alkhatib and Murad Harasheh
In today?s interrelated economies, financial information travel at speed of light to reach investors around the globe. Global financial markets experience regular shocks that transmit negative waves to other equity markets and different asset classes. Gi...
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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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Akram Alkhatib and Murad Harasheh
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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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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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