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Acts Of Terrorism And Their Impacts On Stock Index Returns And Volatility: The Cases Of The Karachi And Tehran Stock Exchanges
5 references·5 citing·36 second hop
Acts Of Terrorism And Their Impacts On Stock Index Returns And Volatility: The Cases Of The Karachi And Tehran Stock Exchanges (2011)Acts Of Terrorism And Their Impacts On St…The Political Economy of Terrorism (2007)The Political Economy of Terr…The political economy of terrorism (2006)The political economy of terr…The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Long-Term Stock Market Volati…Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Impact of terrorism and polit…The impact of 11/13 Paris terrorist attacks on stock prices: evidence from the international defence industry (2016)The impact of 11/13 Paris ter…Terrorism, militarism, and stock returns (2015)Terrorism, militarism, and st…How Different Terrorist Attacks Affect Stock Markets (2013)How Different Terrorist Attac…The Bargaining Problem (1950)The Theory of Externalities, Public Goods, and Club Goods (1996)On the Frequency of Severe Terrorist Events (2007)Economic Consequences of Terrorism in Developed and Developing Countries: An Overview (2008)Targeting Top Terrorists: How Leadership Decapitation Contributes to Counterterrorism (2012)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Financial markets and terrorism (2004)The effects of terrorism on global capital markets (2004)How geopolitical risk drives exchange rate and oil prices? A wavelet-based analysis (2021)Does Comprehensive Geopolitical Risk Deter FDI Outflows: Evidence from China (2022)Terrorist attacks and environmental social and governance performance: Evidence from cross‐country panel data (2023)Economic Growth in a Cross Section of Countries (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Poverty, Political Freedom, and the Roots of Terrorism (2006)Civil War (2010)Comparative Politics and the Synthetic Control Method (2014)Regional Effects of Terrorism on Tourism in Three Mediterranean Countries (2003)Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)The price of terror: The effects of terrorism on stock market returns and volatility (2008)Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading (2023)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis (2020)Does a Government Response to COVID-19 Hurt the Stock Price of an Energy Enterprise? (2021)The budgets of wars: Analysis of the U.S. defense stocks in the Post-Cold War era (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Specification Tests in Econometrics (1978)On Persistence in Mutual Fund Performance (1997)Reducing Cost of Capital. Do Voluntary Disclosure and Accounting Conservatism Contribute? (2023)Econometric Analysis of Cross Section and Panel Data (2001)Distribution of Transnational Terrorism Among Countries by Income Class and Geography After 9/11 (2006)What Do Transnational Terrorists Target? Has It Changed? Are We Safer? (2010)Promise and Pitfalls of Terrorism Research (2011)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2003The Economic Costs of Conflict: A Case Study of the Basque Country4,514 cited
  • 2006The political economy of terrorism462 cited
  • 2007The Political Economy of Terrorism197 cited

Cited by

  • 2013How Different Terrorist Attacks Affect Stock Markets136 cited
  • 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
  • 2017Impact of terrorism and political instability on equity premium: Evidence from Pakistan35 cited
  • 2016The impact of 11/13 Paris terrorist attacks on stock prices: evidence from the international defence industry33 cited
  • 2015Terrorism, militarism, and stock returns27 cited

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