Sentences with phrase «abnormal returns around»

Figure 1 from the paper shows cumulative abnormal returns around corporate social responsibility engagements (click to enlarge):

Finally, he investigates whether abnormal returns around peaks are due to investor overreaction.

Finally, he investigates whether abnormal returns around peaks are due to investor overreaction.

Not exact matches

In the May 2016 version of his paper entitled «Abnormal Stock Market Returns Around Peaks in VIX: The Evidence of Investor Overreaction?»

He then tests for abnormal stock market returns around VIX peaks and during preceding and following intervals of rising and falling VIX.