... extracted from www.investing.com, the authors employed the market model of event study methodology. Findings We found a long-lasting negative impact of the event on the overall cryptocurrency market, as reflected by a substantial −14.272% cumulative average abnormal return ( CAAR ) during the (−4, +10...

.../approach The study adopts an event study methodology, employing average abnormal return (AAR) and cumulative abnormal return as measures to assess market reactions. The sample for this study comprises 1,314 companies, with October 9, 2023, identified as the event day for analysis. Findings The results...

...Yunus Karaömer; Songül Kakilli Acaravcı Purpose This study aims to research how the outbreak of coronavirus disease 2019 (COVID-19) impacts the selected sector price indices in Borsa Istanbul (BIST), Turkey. Design/methodology/approach The authors use the event study method because...

... the Pakistani immigrants in Canada in their investment decisions. Design/methodology/approach This paper uses the generalized autoregressive conditional heteroskedasticity model to estimate volatility of the two stock exchanges. Moreover, the mean adjusted returns approach associated with the event study...

... model and event study methodology and by comparing the market efficiency between the two government style, i.e. autocratic and democratic, the authors determined that how uncertain political events are affecting Pakistani Stock Markets. Findings – The empirical result shows that political events...