... 2024 07 10 2024 20 11 2024 25 01 2025 11 02 2025 17 02 2025 © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Event study Abnormal return Energy Russia–Ukraine war G14 N40 Q40 Fundação para a Ciência...

... use the generalized VAR methodology proposed by Diebold and Yilmaz (2012) (DY12). Let us assume a covariance stationary n-variable VAR(p) as follows: ESG stocks Qunatile connectedness Asymmetric tail dependence Connectedness network G14 G15 The global shift towards...

... Publishing Limited Licensed re-use rights only Financial markets Asset pricing Time-series models C22 E21 E32 G12 G14 Finally, in the AR(4) specification, we estimate: x t = β 0 + ∑ j = 1 4 β j x t − j + ϵ t where x t...

... Quantile regressions Asset pricing Investor sentiment COVID-19 FEARS Pandemic Stock returns Government policy G10 G14 G15 C23 Our findings extend the related literature in the following ways. First, this paper provides some early evidence on whether government policy interventions...

...-related transactions from the sample. This data cleaning process is consistent with that of earlier studies (Ziobrowski et al., 2004 , 2011). G12 G14 G18 Members of Congress are privy to nonpublic information that affects individual firms, industries and the economy. If used...

...), P_i,t is clean mid-price of bond (i), at date (t) Bank stress tests Disclosure Event study Market discipline Financial markets Banks Financial institutions and services Event studies G01 G02 G14 G21 Because of their importance in the economy...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Brexit Dynamic conditional correlations Financial markets Financing policy Event studies G14 G15 G32 “The UK economy has entered a period of adjustment following the EU referendum...

... Banks Financial meltdown Financing policy Capital and ownership structure Event studies People’s bank of China Baoshang bank Ownership structure Nonperforming loan Interest rate pass-through Event study Implicit guarantee E52 E58 G14 G21 G32 On May 24, 2019, the People’s...

... industries, which took place between the years 1977 and 2012. Mergers and acquisitions Event study Abnormal returns Probit regressions G34 G14 As such, the analysis aims to investigate the following additional null hypotheses: H2. There are no significant differences...

... Licensed re-use rights only Financial markets Market efficiency Weekend effects Monday effects Industrial portfolios Structural break G10 G14 G19 When the stock market operates efficiently, prices reflect all available information (Fama, 1970). Also, all that is observed...

... Contingent pricing C32 G10 G14 G15 Since its inception, the role of commodity futures in India’s commodity futures markets has been the subject of considerable disagreement among academia, regulators and various stakeholders. The main issue of debate appears to be about whether introduction...