Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model
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DOI: 10.1016/j.ememar.2017.09.004
Abstract: Abstract We study stock market's response to real output shocks in the small and young Eastern European frontier markets, and compare to the larger European emerging- and world's most developed markets. To obtain a complete… read more here.
Keywords: stock market; market response; response; frontier markets ... See more keywords
Increased market response to earnings announcements in the 21st century: An Empirical Investigation
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DOI: 10.1016/j.jacceco.2019.101244
Abstract: We examine the role of concurrent information in the striking increase in investor response to earnings announcements from 2001 to 2016, as measured by return variability and volume following Beaver (1968). We find management guidance,… read more here.
Keywords: market response; response; earnings announcements; response earnings ... See more keywords
The stabilizing effect of social distancing: Cross-country differences in financial market response to COVID-19 pandemic policies
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DOI: 10.1016/j.ribaf.2021.101471
Abstract: Abstract COVID-19 has had far-reaching global effects on the health and wellbeing of individuals on every continent. The economic and financial market response has been equally disastrous with high levels of volatility observed. This study… read more here.
Keywords: market response; social distancing; financial market; market ... See more keywords
Sales estimations in the book industry – comparing management predictions with market response models in the children’s book market
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DOI: 10.1080/16522354.2019.1623436
Abstract: ABSTRACT Estimating the demand of books is an important business-planning task for publishing companies. This study identifies, quantifies, and generalizes the sales drivers of children’s and young adult literature books and investigates whether quantitative prediction… read more here.
Keywords: market; management; book; market response ... See more keywords
COVID-19 and financial market response in China: Micro evidence and possible mechanisms
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DOI: 10.1371/journal.pone.0256879
Abstract: This paper uses event study based on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to study the impact of the COVID-19 outbreak on China’s financial market. It finds that the pandemic had an overall significant… read more here.
Keywords: covid financial; market; financial market; market response ... See more keywords