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Major world events impact on stock market prices: -An event study
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Business Studies.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Business Studies.
2014 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

Purpose – The purpose with this study is to, in light of the globally integrated world economy, examine the impact of Major World Events (MWE) on international stock market prices.Design/methodology/approach – The study uses an exploratory approach, in order to obtain a deeper insight in the phenomena, and to capture any price changes within an index, an event study methodology has been conducted.

Findings – The authors found that stock markets react differently from certain categories of MWE. The only significant occurrence of spillover effects following a MWE was to be found for “positive” and “neutral” political events, and to “negative” economical events. Additionally, the authors provide evidence of that European stock markets follow similar patterns regarding in what extent they are affected when a MWE occurs.

Place, publisher, year, edition, pages
2014. , 40 p.
Keyword [en]
Major World Events, Abnormal returns, Stock Markets, Spillover effects and Internationalisation.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:uu:diva-226793OAI: oai:DiVA.org:uu-226793DiVA: diva2:727314
Subject / course
Business Studies
Educational program
Bachelor Programme in Business and Economics
Supervisors
Available from: 2014-06-23 Created: 2014-06-19 Last updated: 2014-06-23Bibliographically approved

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Ghanem & Rosvall - event study(2799 kB)4058 downloads
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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
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