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War and stock markets: The effect of World War Two on the British stock market
16 references·16 citing·41 second hopsampled
War and stock markets: The effect of World War Two on the British stock market (2015)War and stock markets: The effect of Worl…Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Nonparametric event study tests (1992)Nonparametric event study tes…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Generalized autoregressive conditional heteroscedasticity (1986)Generalized autoregressive co…Measuring security price performance (1980)Measuring security price perf…Should I stay or should I go? Stock market reactions to companies' decisions in the wake of the Russia-Ukraine conflict (2023)Should I stay or should I go?…Russia–Ukraine conflict and its impact on global inflation: an event study-based approach (2023)Russia–Ukraine conflict and i…Russia-Ukraine conflict: The effect on European banks’ stock market returns (2023)Russia-Ukraine conflict: The …More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2003The Economic Costs of Conflict: A Case Study of the Basque Country4,514 cited
  • 1980Measuring security price performance3,330 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 1992Nonparametric event study tests669 cited

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  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • Cited by

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    • 2022What makes firms vulnerable to the Russia–Ukraine crisis?138 cited
    • 2022Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG126 cited
    • 2023Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict115 cited
    • 2023Russia–Ukraine conflict and its impact on global inflation: an event study-based approach98 cited
    • 2023Russia-Ukraine conflict: The effect on European banks’ stock market returns87 cited
    • 2023Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war85 cited
    • 2022Comprehensive analysis of global stock market reactions to the Russia-Ukraine war83 cited
    • 2020The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis76 cited
    • 2023Border disputes, conflicts, war, and financial markets research: A systematic review75 cited
    • 2022Border disputes and heterogeneous sectoral returns: An event study approach71 cited
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