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Google圖書搜尋
Border Disputes and Heterogeneous Sectoral Returns
M. Kabir Hassan
Dharen Kumar Pandey
Sabri Boubaker
Vineeta Kumari
其他書名
An Event Study Approach
出版
SSRN
, 2022
URL
http://books.google.com.hk/books?id=pR3azwEACAAJ&hl=&source=gbs_api
註釋
We show heterogeneous impacts of two sorts of events using a sample of six events arising from the Indian border disputes in 2020. The NIFTY's sectoral indices reacted heterogeneously to both events. While a few sectors evidenced positive and negative abnormal returns, others were unaffected by the events. The cross-section of the abnormal returns reveals that higher risk and volatility lead to higher returns during the post-event window.
