Short Term Interest Rates Have a Negative Impact on Stock Returns; A Panel Data Analysis for Many European Economies

2009 ◽  
Author(s):  
Miltiades N. Georgiou
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Interest Rates ◽  
Stock Returns ◽  
Negative Impact ◽  
Panel Data Analysis ◽  
Short Term ◽  
European Economies

scholarly journals Capital Investments and Manufacturing Firms’ Performance: Panel-Data Analysis

2020 ◽  
Vol 12 (4) ◽  
pp. 1689 ◽  
Author(s):  
Vanja Grozdić ◽  
Branislav Marić ◽  
Mladen Radišić ◽  
Jarmila Šebestová ◽  
Marcin Lis
Keyword(s):  
Data Analysis ◽  
Firm Performance ◽  
Panel Data ◽  
Fixed Effects ◽  
Panel Data Analysis ◽  
Manufacturing Firms ◽  
Capital Investments ◽  
Short Term ◽  
Term Performance

The main goal of this study was to examine the effects of capital investments on firm performance, using panel-data analysis. For this purpose, financial data were gathered for 60 manufacturing firms based in Serbia, in the period from 2004 to 2016. The main research hypotheses were developed in accordance with the definition, nature, and time aspect of capital investments. Therefore, empirical expectation of this study was that the relationship between capital investments and firm performance should be positive—they probably bring losses to the firm in the short term, but they should increase firm performance in the long term. Finally, the results have indeed shown that capital investments have statistically significant negative effect on the short-term performance, but positive effect on the long-term performance of the analyzed firms, while controlling for time-fixed effects and certain internal factors.

scholarly journals A panel-data analysis of interest rates and dollarization in Brazil

2009 ◽  
Vol 63 (4) ◽  
Author(s):  
Edmar L. Bacha ◽  
Márcio Holland ◽  
Fernando M. Gonçalves
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Interest Rates ◽  
Panel Data Analysis

scholarly journals The Outbreak of COVID-19 and Stock Market Responses: An Event Study and Panel Data Analysis for G-20 Countries

2020 ◽  
pp. 097215092095727
Author(s):  
Bhanwar Singh ◽  
Rosy Dhall ◽  
Sahil Narang ◽  
Savita Rawat
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Event Study ◽  
Stock Markets ◽  
Stock Price ◽  
Negative Impact ◽  
Panel Data Analysis ◽  
Abnormal Returns ◽  
Developed Countries ◽  
The Impact

This study examines the impact of the COVID-19 outbreak on the stock markets of G-20 countries. We use an event study methodology to measure abnormal returns (ARs) and panel data regression to explain the causes of ARs. Our sample consists of indices in G-20 countries. The observed window comprises 58 days post the COVID-19 outbreak news release in the international media, and the estimation window consists of 150 days before the event date. We find statistically significant negative ARs in the four sub-event windows during the 58 days. Negative ARs are significant for developing as well as developed countries. The findings of this study reveal that cumulative average abnormal return (CAAR) from day 0 to day 43, ranging from –0.70 per cent to –42.69 per cent, is a consequence of increased panic in the stock markets resulting from an increased number of COVID-19 positive cases in the G-20 countries. From day 43 to day 57, CAAR ranging from –42.69 per cent to –29.77 per cent indicates the recovery of stock markets after a major stock price correction due to COVID-19. Additionally, the results of panel data analysis confirm the recovery of stock markets from the negative impact of COVID-19.

scholarly journals Impact of rainfall on the coconut productivity in Kozhikode and Malappuram Districts of Kerala

2018 ◽  
Vol 6 (2) ◽  
pp. 183-187
Author(s):  
M. C. Abhinav ◽  
T. Paul Lazarus ◽  
V. Priyanga ◽  
A.V. Kshama
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Negative Impact ◽  
Panel Data Analysis ◽  
Secondary Data ◽  
Growth Trend ◽  
Time Period ◽  
Weather And Climate ◽  
Increasing Trend ◽  
Significant Negative Impact

Rainfall has enormous impact on weather and climate. An investigation on impact of rainfall on coconut productivity was taken place in Kozhikode and Malappuram districts of Kerala, to identify the variation in coconut production on an account of secondary data based on rainfall collected for a time period from 1991 to 2015 (25 years). Panel data analysis revealed that rainfall during 3rd (July-September) and 4th (October-December) quarters was found to have significant negative impact on coconut production. Amount of rainfall observed during 1st (Januvary-March) and 2nd(April-June) quarters has positive non-significant impact on coconut production. The growth trend of rainfall showed an increasing trend in Kozhikode district whereas Malappuram district had a decreasing trend over the years.

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