Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/13518470500377430
Reference24 articles.
1. Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
2. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
3. Forecasting stock market volatility: Further international evidence
4. An Empirical Evaluation of Accounting Income Numbers
Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Effects of the debate on glyphosate's carcinogenic risk on pesticide producers' share prices;Ecological Economics;2023-10
2. The Sustainability Narrative: A Multi Study Using Event Studies to Analyse the American Energy Companies Shareholder’s Reaction to Sustainability News;International Journal of Environmental Research and Public Health;2022-11-22
3. How shareholders react to sustainable narratives about leading European energy companies? An event study using sentiment data from the global database for events, language and tone (GDELT);Applied Economics;2022-01-06
4. The long-term effects of section transfers on return volatility: Intraday and overnight periods;Studies in Economics and Finance;2021-09-01
5. The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry;Latin American Business Review;2021-06-30
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3