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The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
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- Gao, Haoyu & Wen, Huiyu & Yu, Shujiaming, 2022. "Weathering information disruption: Typhoon strikes and analysts’ forecast dispersion," Finance Research Letters, Elsevier, vol. 49(C).
- Bhambhwani, Siddharth M., 2022. "Disruption and stock markets: Evidence from Hong Kong," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023. "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Linhai Zhao & Ehsan Rasoulinezhad & Tapan Sarker & Farhad Taghizadeh-Hesary, 2023. "Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 35(1), pages 148-166, February.
- Lu Fang & Lingxiao Li & Abdullah Yavas, 2023. "The Impact of Distant Hurricane on Local Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 66(2), pages 327-372, February.
- Daures-Lescourret, Laurence & Fulop, Andras, 2022. "Standardization, transparency initiatives, and liquidity in the CDS market," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Malik, Ihtisham A. & Chowdhury, Hasibul & Alam, Md Samsul, 2023. "Equity market response to natural disasters: Does firm's corporate social responsibility make difference?," Global Finance Journal, Elsevier, vol. 55(C).
- Li, Jianhua & Xu, Jianxiang, 2023. "Does the introduction of market maker improve market quality? Evidence from China's Sci-Tech innovation board," Finance Research Letters, Elsevier, vol. 55(PA).
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2022.
"Social Proximity to Capital: Implications for Investors and Firms,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2743-2789.
- Theresa Kuchler & Yan Li & Lin Peng & Johannes Stroebel & Dexin Zhou, 2020. "Social Proximity to Capital: Implications for Investors and Firms," NBER Working Papers 27299, National Bureau of Economic Research, Inc.
- Ströbel, Johannes & Kuchler, Theresa & Li, Yan & Peng, Lin & Zhou, Dexin, 2020. "Social Proximity to Capital: Implications for Investors and Firms," CEPR Discussion Papers 14806, C.E.P.R. Discussion Papers.
- Ai, Li & Gao, Lucia S., 2023. "Firm-level risk of climate change: Evidence from climate disasters," Global Finance Journal, Elsevier, vol. 55(C).
- O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024.
"New insights into liquidity resiliency,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
- Conall O'Sullivan & Vassilios G. Papavassiliou & Ronald Wekesa Wafula & Sabri Boubaker, 2024. "New Insights into Liquidity Resiliency," Post-Print hal-04432411, HAL.
- Ramírez-Rondán, Nelson R. & Rojas-Rojas, Renato M. & Villavicencio, Julio A., 2023. "Political institutions, economic uncertainty and sovereign credit ratings," Finance Research Letters, Elsevier, vol. 53(C).
- Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023. "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Renato Molina & Ivan Rudik, 2022. "The Social Value of Predicting Hurricanes," CESifo Working Paper Series 10049, CESifo.
- Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019.
"Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics,"
Finance and Economics Discussion Series
2019-054, Board of Governors of the Federal Reserve System (U.S.).
- Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2021. "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Working Paper Series 2021-23, Federal Reserve Bank of San Francisco.
- Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022. "Climate events and return comovement," Journal of Financial Markets, Elsevier, vol. 61(C).
- Li, Lu & Liu, Chunbo & Xu, Yongxin & Zhang, Xiaoyan & Zheng, Gaoping, 2024. "Crisis rescue via direct purchase: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 165(C).
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat & Young, Martin, 2021. "Do climate risks matter for green investment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Koziol, Christian & Proelss, Juliane & Roßmann, Philipp & Schweizer, Denis, 2022. "The price of being green," Finance Research Letters, Elsevier, vol. 50(C).
- Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024. "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, vol. 136(C).
- Bing Zhu & Colin Lizieri, 2024. "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 69(4), pages 682-718, November.
- Nelson R. Ramírez-Rondán & Marco E. Terrones, 2024.
"Uncertainty and the uncovered interest parity condition: How are they related?,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(4), pages 1505-1542, November.
- N.R. Ramírez-Rondán & Marco E. Terrones, 2019. "Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?," Working Papers 156, Peruvian Economic Association.
- Ramirez-Rondan, N.R. & Terrones, Marco E., 2019. "Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?," MPRA Paper 97524, University Library of Munich, Germany.
- Braun, Alexander & Braun, Julia & Weigert, Florian, 2023. "Extreme weather risk and the cost of equity," CFR Working Papers 23-08, University of Cologne, Centre for Financial Research (CFR).
- Geng, Jiang-Bo & Chen, Fu-Rui & Ji, Qiang & Liu, Bing-Yue, 2021. "Network connectedness between natural gas markets, uncertainty and stock markets," Energy Economics, Elsevier, vol. 95(C).
- Akter, Maimuna & Cumming, Douglas & Ji, Shan, 2023. "Natural disasters and market manipulation," Journal of Banking & Finance, Elsevier, vol. 153(C).
- Bing, Tao & Cui, Yian & Min, Ying & Xiong, Xiong, 2022. "Price limit changes and market quality: Evidence from China," Finance Research Letters, Elsevier, vol. 48(C).
- Rao, Sandeep & Koirala, Santosh & Thapa, Chandra & Neupane, Suman, 2022. "When rain matters! Investments and value relevance," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Huang, Wenli & Lan, Cheng & Xu, Yueling & Zhang, Zhaonan & Zeng, Haijian, 2022. "Does COVID-19 matter for systemic financial risks? Evidence from China's financial and real estate sectors," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Zhao, Rui & Zhang, Dayong & Guo, Mengmeng, 2024. "Do natural disasters affect stock price crash risk? Evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
- Nelson R. Ramírez-Rondán & Renato M. Rojas-Rojas & Julio A. Villavicencio, 2022. "Do institutions mitigate the uncertainty effect on sovereign credit ratings?," Documentos de Trabajo / Working Papers 2022-514, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Nguyen, Justin Hung & Phan, Hieu V., 2020. "Carbon risk and corporate capital structure," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Venturini, Alessio, 2022. "Climate change, risk factors and stock returns: A review of the literature," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Bang, Jeongseok & Ryu, Doojin & Yu, Jinyoung, 2023. "ESG controversies and investor trading behavior in the Korean market," Finance Research Letters, Elsevier, vol. 54(C).
- Kim, Jang-Chul & Su, Qing, 2023. "The dynamics of utility stocks amidst adversity of Hurricane Sandy," Finance Research Letters, Elsevier, vol. 58(PD).