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Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
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Cited by:
- Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024.
"Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
- Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
- Andra Filote & Niklas Potrafke & Heinrich Ursprung, 2016.
"Suicide attacks and religious cleavages,"
Public Choice, Springer, vol. 166(1), pages 3-28, January.
- Andra Filote & Niklas Potrafke & Heinrich Ursprung, 2015. "Suicide Attacks and Religious Cleavages," CESifo Working Paper Series 5179, CESifo.
- Andra Filote & Niklas Potrafke & Heinrich Ursprung, 2015. "Suicide Attacks and Religious Cleavages," Working Paper Series of the Department of Economics, University of Konstanz 2015-01, Department of Economics, University of Konstanz.
- Park, Jin Suk & Newaz, Mohammad Khaleq, 2018. "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, vol. 37(C), pages 227-247.
- Ali M. Kutan & Mehmet E. Yaya, 2016. "Armed conflict and financial and economic risk: evidence from Colombia," Risk Management, Palgrave Macmillan, vol. 18(2), pages 159-187, August.
- Guangxi Cao & Wei Xu & Yu Guo, 2015. "Effects of climatic events on the Chinese stock market: applying event analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 77(3), pages 1979-1992, July.
- Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020. "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2020.
"Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1841-1856, July.
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2019. "Geopolitical Risks, Returns, and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1841-1856, June.
- Christos Bouras & Christina Christou & Rangan Gupta & Tahir Suleman, 2017. "Geopolitical Risks, Returns and Volatility in Emerging Stock Markets: Evidence from a Panel GARCH Model," Working Papers 201777, University of Pretoria, Department of Economics.
- Benjamin M. Blau & Todd G. Griffith & Derek Larsen & Ryan J. Whitby, 2022. "Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks," International Review of Finance, International Review of Finance Ltd., vol. 22(4), pages 759-769, December.
- Będowska-Sójka, Barbara & Demir, Ender & Zaremba, Adam, 2022. "Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
- Jian Mou & Wenting Liu & Chong Guan & J. Christopher Westland & Jongki Kim, 2024. "Predicting the cryptocurrency market using social media metrics and search trends during COVID-19," Electronic Commerce Research, Springer, vol. 24(2), pages 1307-1333, June.
- Huang, Xuan & An, Haizhong & Fang, Wei & Gao, Xiangyun & Wang, Lijun & Sun, Xiaoqi, 2016. "Impact assessment of international anti-dumping events on synchronization and comovement of the Chinese photovoltaic stocks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 459-469.
- Onour, Ibrahim A., 2021. "The impact of COVID-19 pandemic shock on major Asian stock markets: evidence of decoupling effects," Economic Consultant, Roman I. Ostapenko, vol. 34(2), pages 21-32.
- Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis, 2013. "Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries," Southern Economic Journal, Southern Economic Association, vol. 79(4), pages 832-848, April.
- Hasso, Tim & Pelster, Matthias & Breitmayer, Bastian, 2020. "Terror attacks and individual investor behavior: Evidence from the 2015–2017 European terror attacks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
- Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019.
"Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 30(3), pages 367-379, April.
- Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017. "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Working Papers 201743, University of Pretoria, Department of Economics.
- Imlak Shaikh, 2019. "Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(2), pages 195-219, September.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018.
"Geopolitical risks and stock market dynamics of the BRICS,"
Economic Systems, Elsevier, vol. 42(2), pages 295-306.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
- Lee, Chi-Chuan & Lee, Chien-Chiang, 2020. "Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS," Economic Modelling, Elsevier, vol. 92(C), pages 207-215.
- El Ouadghiri, Imane & Guesmi, Khaled & Peillex, Jonathan & Ziegler, Andreas, 2021.
"Public Attention to Environmental Issues and Stock Market Returns,"
Ecological Economics, Elsevier, vol. 180(C).
- Imane El Ouadghiri & Khaled Guesmi & Jonathan Peillex & Andreas Ziegler, 2019. "Public attention to environmental issues and stock market returns," MAGKS Papers on Economics 201922, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Christos Kollias & Stephanos Papadamou, 2012. "Terrorism and Market Jitters," EUSECON Policy Briefing 21, DIW Berlin, German Institute for Economic Research.
- Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
- Poutvaara, Panu & Ropponen, Olli, 2018.
"Shocking news and cognitive performance,"
European Journal of Political Economy, Elsevier, vol. 51(C), pages 93-106.
- Poutvaara, Panu & Ropponen, Olli, 2018. "Shocking news and cognitive performance," Munich Reprints in Economics 62828, University of Munich, Department of Economics.
- Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
- Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012. "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series 66, DIW Berlin, German Institute for Economic Research.
- Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024. "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, vol. 95(C).
- Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021. "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 504-522.
- Farhan Ahmed & Aamir Aijaz Syed & Muhammad Abdul Kamal & Maria de las Nieves López-García & Jose Pedro Ramos-Requena & Swati Gupta, 2021. "Assessing the Impact of COVID-19 Pandemic on the Stock and Commodity Markets Performance and Sustainability: A Comparative Analysis of South Asian Countries," Sustainability, MDPI, vol. 13(10), pages 1-16, May.
- repec:diw:diwdiw:diwepb21 is not listed on IDEAS
- Halkos, George & Managi, Shunsuke & Zisiadou, Argyro, 2017. "Analyzing the determinants of terrorist attacks and their market reactions," Economic Analysis and Policy, Elsevier, vol. 54(C), pages 57-73.
- Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis, 2013. "Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries," Southern Economic Journal, John Wiley & Sons, vol. 79(4), pages 832-848, April.
- Nowak, Anna, 2018. "You failed! Government satisfaction and party preferences facing Islamist terrorism," CIW Discussion Papers 6/2018, University of Münster, Center for Interdisciplinary Economics (CIW).
- Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018. "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 247-259.
- Shaista Wasiuzzaman, 2022. "Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 350-363, July.
- Halkos, George & Zisiadou, Argyro, 2016. "Exploring the effect of terrorist attacks on markets," MPRA Paper 71877, University Library of Munich, Germany.
- Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2013. "European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings," IJFS, MDPI, vol. 1(4), pages 1-14, November.
- Li, Sufang & Tu, Dalun & Zeng, Yan & Gong, Chenggang & Yuan, Di, 2022. "Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data," Energy Economics, Elsevier, vol. 113(C).
- Zeravan Abdulmuhsen Asaad & Amjad Saber Al-Delawi & Omed Rafiq Fatah & Awaz Mohamed Saleem, 2023. "Oil Exports, Political Issues, and Stock Market Nexus," International Journal of Energy Economics and Policy, Econjournals, vol. 13(1), pages 362-373, January.
- Ain Shahrier, Nur, 2022. "Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Cecilia Ciocîrlan & Andreea Popescu-Crețulescu & Andreea Mădălina Stancea, 2024. "European Financial Markets Exposed to Exogenous Shocks: Communication Dynamics Among Investors and Tech Models to Detect Financial Contagion," Journal of Financial Studies, Institute of Financial Studies, vol. 16(9), pages 81-95, May.
- Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016. "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers 201671, University of Pretoria, Department of Economics.
- Hussain, Shahzad & Akbar, Muhammad & Malik, Qaisar & Ahmad, Tanveer & Abbas, Nasir, 2021. "Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment," CAFE Working Papers 14, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
- Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis, 2013. "Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries," Southern Economic Journal, John Wiley & Sons, vol. 79(4), pages 832-848, April.
- Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
- Najam, Najam Ul Sabeeh & Mehmood, Arshad Mehmood, 2019. "The economic cost of terrorism and natural disasters: A deeper analysis of the financial market markets of Pakistan," MPRA Paper 92278, University Library of Munich, Germany.