... examine the world’s 100 largest listed oil and gas companies at and around the beginning of the military conflict between Russia and Ukraine using an event study methodology. Findings The authors observe a positive and statistically significant stock price reaction at and around the military conflict...

.... Design/methodology/approach The author examine the impact of the three recent largest threats to the global economy in the largest listed defence firms using an event study methodology. Findings The results show a positive and statistically significant short-term reaction around the three...

...Ali Murad Syed; Ishtiaq Ahmad Bajwa Purpose This study aims to find the response by stock market against the announcements of quarterly earnings is empirically tested by exploiting event study methodology. Efficient market hypothesis (EMH) on Saudi stock exchange is also tried on. Design...

... return and volatility. Two testing methodologies are used in this study, event study as well as GARCH and EGARCH models. Additionally, sector effect is considered to examine if mega events can affect sectors' returns in different levels. Findings The study found evidence of abnormal market return...