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No breather for stock market as SVB crisis weighs on sentiment: an event analysis on market returns in the USA

Anil Kumar Mohanty & Anup Kumar Roy

International Journal of Financial Markets and Derivatives2025https://doi.org/10.1504/ijfmd.2025.151610article
ABDC C
Weight
0.50

What the paper says

The paper examines the short-term sectoral abnormal return reaction of the Nasdaq sectoral stock market in the USA to the announcement of Silicon Valley Bank collapses. The study took place on 10 March 2023 as an event day. By employing a market model with parametric and non-parametric tests, the empirical analysis found that the abnormal return of the sectors like banking and finance had been hardly affected during the event window period while the abnormal return of the sectors like industrial, telecommunication, transport, insurance, and biotechnology had been slightly affected. Still, the speed of the adjustment is very high. The parametric and non-parametric results found no significant impact of the information on market return on an overall basis. In contrast, we found a highly significant result in the banking and finance sector stocks because the information is related to the collapse of the banking sector.

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https://doi.org/https://doi.org/10.1504/ijfmd.2025.151610

Or copy a formatted citation

@article{anil2025,
  title        = {{No breather for stock market as SVB crisis weighs on sentiment: an event analysis on market returns in the USA}},
  author       = {Anil Kumar Mohanty & Anup Kumar Roy},
  journal      = {International Journal of Financial Markets and Derivatives},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1504/ijfmd.2025.151610},
}

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.