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Browsing Research Articles (Economics) by Subject "Abnormal returns"
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Biktimirov, Ernest N.; Afego, Pyemo N.
(Elsevier, 2022-01)
To examine whether investors value environmental sustainability, we analyze stock market reactions of the firms added to or deleted from the FTSE Environmental Opportunities 100 index (FTSE EO 100). Firms added to the FTSE ...
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Biktimirov, Ernest N.; Afego, Pyemo N.
(Elsevier, 2022-06)
We compare the market reactions of developed and emerging market firms to reconstitutions of the FTSE Environmental Opportunities (FTSE EO) index. Our primary finding is that developed market firms that were added to or ...
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Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Ji, Qiang
(Elsevier, 2024-06)
We investigate price effects after one-day abnormal returns during crises in US, Japanese, Chinese, Russian and Brazilian stock markets, using the ANOVA, Mann–Whitney, t-tests, the modified cumulative abnormal return ...
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Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang
(Elsevier, 2022-01)
This paper examines price effects related to one day abnormal returns on the stock market indices of both developed and emerging countries while accounting for differences between environmental, social, governance (ESG), ...