Event studies examine stock price movements around corporate events. These events can
be voluntary firm announcements (eg, new product introduction, alliance formation, channel …

Although volatility clustering has a long history as a salient empirical regularity
characterizing high-frequency speculative prices, it was not until recently that applied …

Using an event study methodology to examine the impact of the 2022 Russian invasion of
Ukraine, we find that this invasion generated negative cumulative abnormal returns for …

We examine the effect of the Russia–Ukraine crisis on the European stock markets. Because
of increased political uncertainty, geographic proximity and the ramifications of the fresh …

The Effect: An Introduction to Research Design and Causality is about research design,
specifically concerning research that uses observational data to make a causal inference. It …

This paper examines the impact of financial sector policy announcements on bank stocks
around the world during the onset of the COVID-19 crisis. Overall, we find that liquidity …

We examine the impact of the Russia-Ukraine war on the value of global currencies against
the US dollar (USD) using event study methodology and market model estimates. We show …

Abstract The novel coronavirus (COVID-19) pandemic has caused a significant decline in
the stock market worldwide, and hospitality companies are experiencing serious financial …

Stakeholders have long pressured firms to provide societal benefits in addition to generating
shareholder wealth. Such benefits have traditionally come in the form of corporate social …