...) examined the price reaction, performance and volatility timing of European investment funds during the COVID-19 outbreak. Larcker et al. (2020) investigated the spread of COVID-19 disclosure across three main forms of SEC filings (forms 8-K, 10-Q and 10-K). Event study Dividend...

... market reactions. Finally, this study analyses the effect of COVID-19 number of confirmed cases on firms’ abnormal returns. Design/methodology/approach This study uses an event study methodology to determine the abnormal returns between day −30 to day 30 of the announcements. In addition, this study...

... Event study Continuous disclosure Disclosure regulation Stock price synchronicity Disclosure of price-sensitive information on a timely basis is required in Australia under the continuous disclosure regulation (CDR). This paper examines whether continuous disclosures are price-sensitive...