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The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study

Ferstl, Robert and Utz, Sebastian and Wimmer, Maximilian (2012) 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.

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Other URL: https://www.business-research.org/2012/1/finance/3309, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2064637


Abstract

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 ...

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Export bibliographical data

Item Type:Article
Date:18 May 2012
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Research groups and research centres:Immobilien- und Kapitalmärkte
Identification Number:
ValueType
urn:nbn:de:0009-20-33091 URN
Related URLs:
URLURL Type
http://prezi.com/eges7yofkwfg/the-effect-of-the-japan-2011-disaster/Supplementary Material
https://www.business-research.org/2012/1/finance/3309Publisher
Classification:
NotationType
G14Journal of Economics Literature Classification
G12Journal of Economics Literature Classification
G15Journal of Economics Literature Classification
Keywords:Event study, Nuclear accidents, Fukushima-Daiichi, Fama-French model, Bootstrap
Subjects:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Owner: Dr. Maximilian Wimmer
Deposited On:16 May 2011 12:17
Last Modified:13 Mar 2014 18:53
Item ID:20856
Owner Only: item control page
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