Keywords: Market model
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Journal Articles
Journal of Chinese Economic and Foreign Trade Studies (2025) 18 (2): 176–199.
Published: 24 February 2025
... to quantify the magnitude and direction of the impact of the Russia–Ukraine war on the performance of small and medium indices of SEACs. Assuming market efficiency, this study uses the market model to capture abnormal returns on the event date and across the event window. Findings The Russia–Ukraine war...

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