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Showing 1 to 7 of 7 for “"BHAR"”.
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Short and long term performance of Canadian TSE-listed acquirers
… (CAR) and the buy-and-hold abnormal return (BHAR) methods were use for the short- and the long-term studies respectively. In the short-run study, using the dummy variable method, we test three event windows: (-4; 0), (-1, 0) and (0; 4) with an estimation period of 180 days. Non-significant …
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Detecting long-run abnormal stock returns : the empirical power and specification of test statistics : the Canadian evidence
… I find that the CAR methods work better than the BHAR methods and that the portfolio and control firm methods return the anticipated result with approximately equal accuracy. I find that adding a constant level of abnormal return ranging from -20% to +20% in 5% increments, shows a lack of power in …
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Does the Nature of the Crisis Matter? A Study of Global Bank Performance during a Credit Crisis, The Debt Crisis &; Health Crisis
… bank performance. Buy-hold-abnormal-returns (BHAR) were used as a measure of performance to assess whether the nature of the crisis mattered. A sample period of June 2007 to December 2008, May 2011 to December 2011, and 11 January 2020 to 31 May 2020 were used to represent the GFC, sovereign …
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Essays on the Determinants and Consequences of Corporate Biodiversity Disclosure
… of BD using Buy-and-Hold Abnormal Returns (BHAR) to assess its impact on FMP. While environmental reporting has well documented financial links, biodiversity-related impacts are less understood. This study finds that BDQT improves short-term FMP by reinforcing legitimacy and stakeholder …
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The long-run share price performance resulting from mergers & acquisitions in South Africa: a calendar-time approach
… events: The Buy-and-Hold Abnormal Return (BHAR) approach and the more statistically robust Calendar Time Portfolio (CTP) approach. Using these two approaches, this study finds that, in the long term, there are no statistically significant abnormal returns associated with merger and …
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Does Corporate Performance Improve After Acquisitions? A Case of Indian Companies
… CAR, and Buy and Hold Abnormal Returns (BHAR). The study considers parametric and non-parametric tests. The other measures like Wealth Relative and Tobin’s Q are also used. The study considers a maximum 36 months following the acquisition event month. The empirical results showed positive …
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Is Artificial Intelligence a Double-Edged Sword? Insights from Three Essays on its Impacts
<p>"If we do it right, we might be able to evolve a form of work that taps into our uniquely human capabilities and restores our humanity. The ultimate paradox is that this technology may become a powerful catalyst that we need to reclaim our humanity." - John Hagel</p> <p>Artificial intelligence …