The impact of regulator's statement requesting EU insurers to suspend dividend distributions due to the COVID-19 pandemic on share prices
https://doi.org/10.3326/pse.46.1.3 | Published online: March 8, 2022 Figure 1
Payment of dividends – Sava Re Table 1
Dates of the issued regulations of the chosen European member states
Figure 2
Examination period Figure 3
Examination period in general Figure 4
Examination period in general Figure 5
Stock returns Generali Figure 6
Stock returns Hiscox Figure 7
Regression scatterplot – Direct Line (UK) Figure 8
Regression scatterplot – Allianz (Germany) Figure 9
Q-Q Plot of the transformed average abnormal returns in the stable period Table 2
Abnormal returns for the chosen 33 European insurance companies (in percentage)
Table 3
T-test
Table 4
Sign test
Table 5
Wilcoxon signed-rank test
Table 6
T-test for CAAR
Figure 1 Payment of dividends – Sava Re DISPLAY Figure Table 1 Dates of the issued regulations of the chosen European member states DISPLAY Table Figure 2 Examination period DISPLAY Figure Figure 3 Examination period in general DISPLAY Figure Figure 4 Examination period in general DISPLAY Figure Figure 5 Stock returns Generali DISPLAY Figure Figure 6 Stock returns Hiscox DISPLAY Figure Figure 7 Regression scatterplot – Direct Line (UK) DISPLAY Figure Figure 8 Regression scatterplot – Allianz (Germany) DISPLAY Figure Figure 9 Q-Q Plot of the transformed average abnormal returns in the stable period DISPLAY Figure Table 2 Abnormal returns for the chosen 33 European insurance companies (in percentage) DISPLAY Table Table 3 T-test DISPLAY Table Table 4 Sign test DISPLAY Table Table 5 Wilcoxon signed-rank test DISPLAY Table Table 6 T-test for CAAR DISPLAY Table |
March, 2022 I/2022 |