... potential endogeneity issues, the study employs an event study methodology, using the Paris Agreement as an exogenous shock that signalled a stronger global commitment to climate action. Design/methodology/approach Apart from the standard ordinary least squares regression analysis, several robustness...

...: Ernest N. Biktimirov can be contacted at: ebiktimirov@brocku.ca 18 11 2022 07 06 2023 19 06 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Abnormal returns Demand curve Event study Index effect Institutional ownership...

... to the President's tweets. Juma'h and Alnsour (2018) , for example, employ both event-study and regression analysis and determine that the President's tweets have no significant impact – a finding that is contrary to ours [14] . On the other hand, Ge et al. (2019) study the abnormal returns of 27 non...

... other types of PCON. Chee-Wooi Hooy can be contacted at: cwhooy@usm.my 15 09 2019 04 02 2020 09 03 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Political connection Event study General election Malaysia D72...

... conflicting evidence regarding the market reactions to changes in the DJIA index membership. Design/methodology/approach This study uses the event-study methodology to calculate abnormal returns and trading volume around the announcement and effective days of DJIA index changes from 1929 to 2015. It also...

... markets. Design/methodology/approach This study uses the event study methodology to calculate abnormal returns and trading volume around the announcement, approval, and effective dates of corporate name changes. It also contrasts abnormal returns between major and minor name changes, signaling focused...

... behavioral implications of investor reaction to buy and sell recommendations in both bull and bear markets. Furthermore, the study captures a longer bull and bear market and covers two definitions of such markets. Herding Overreaction Market efficiency Event study Prospect theory He’s...

...Imre Karafiath Purpose – In the finance literature, fitting a cross-sectional regression with (estimated) abnormal returns as the dependent variable and firm-specific variables (e.g. financial ratios) as independent variables has become de rigueur for a publishable event study...

..., namely the KLCI, were obtained from DataStream International. The event study methodology was used to examine the effects of the M&A announcements on the short-term wealth creation. This study applies the market model to estimate the expected returns (refer to Appendix 1). After...

... governments that affect the abnormal returns. In addition we determine changes in total and systematic risk following the joint venture. Design/methodology/approach Announcement abnormal returns are calculated using event study cumulative abnormal returns. Long‐run returns use a buy and hold methodology...