Ferstl, Robert and Utz, Sebastian and Wimmer, Maximilian
The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study.
Business Research (BuR) 5 (1), pp. 25-41.
Other URL: https://www.business-research.org/2012/1/finance/3309, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2064637
This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of German, French, Japanese and U.S. nuclear utility and alternative energy firms. Hypotheses regarding the (cumulative) abnormal returns based on a three-factor model are analyzed through joint tests by multivariate regression models and bootstrapping. Our results show ...
Export bibliographical data