1 resultado para Japanese lesson study
em Digital Peer Publishing
Filtro por publicador
- Abertay Research Collections - Abertay University’s repository (1)
- Academic Archive On-line (Jönköping University; Sweden) (1)
- Academic Archive On-line (Stockholm University; Sweden) (1)
- Academic Research Repository at Institute of Developing Economies (7)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (2)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (1)
- Aquatic Commons (6)
- Archive of European Integration (1)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (1)
- Aston University Research Archive (7)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (7)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (7)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (6)
- Boston University Digital Common (1)
- Brock University, Canada (5)
- Brunel University (1)
- Bucknell University Digital Commons - Pensilvania - USA (2)
- CentAUR: Central Archive University of Reading - UK (5)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (10)
- Cochin University of Science & Technology (CUSAT), India (1)
- CORA - Cork Open Research Archive - University College Cork - Ireland (3)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (1)
- Dalarna University College Electronic Archive (7)
- Deakin Research Online - Australia (42)
- Digital Commons - Michigan Tech (1)
- Digital Commons @ DU | University of Denver Research (5)
- Digital Commons at Florida International University (11)
- Digital Peer Publishing (1)
- DigitalCommons@The Texas Medical Center (1)
- DigitalCommons@University of Nebraska - Lincoln (1)
- DRUM (Digital Repository at the University of Maryland) (1)
- Duke University (1)
- Ecology and Society (1)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (2)
- Funes: Repositorio digital de documentos en Educación Matemática - Colombia (1)
- Greenwich Academic Literature Archive - UK (2)
- Helda - Digital Repository of University of Helsinki (2)
- Massachusetts Institute of Technology (1)
- Ministerio de Cultura, Spain (7)
- National Center for Biotechnology Information - NCBI (2)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (8)
- Queensland University of Technology - ePrints Archive (740)
- Repositorio de la Universidad de Cuenca (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (2)
- Repositório Digital da Universidade Municipal de São Caetano do Sul - USCS (1)
- Repositorio Institucional de la Universidad de Málaga (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (24)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (1)
- SAPIENTIA - Universidade do Algarve - Portugal (1)
- School of Medicine, Washington University, United States (2)
- Universidad de Alicante (1)
- Universidad del Rosario, Colombia (2)
- Universidad Politécnica de Madrid (1)
- Universidade Federal do Pará (3)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (1)
- Université de Montréal, Canada (1)
- University of Michigan (8)
- University of Queensland eSpace - Australia (9)
Resumo:
This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of French, German, 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 significant abnormal returns for Japanese nuclear utility firms during the one-week event window and the subsequent four-week post-event window. Furthermore, while French and German nuclear utility and alternative energy stocks exhibit significant abnormal returns during the event window, we cannot confirm abnormal returns for U.S. stocks.