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The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US
7 references·9 citing·43 second hop
The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US (2013)The Impact of Natural Disasters on Stock …Investor response to a natural disaster: Evidence from Japan's 2011 earthquake (2013)Investor response to a natura…Applied Econometric Time Series, Walter Enders, Hoboken, NJ: Wiley, 2010, treće izdanje, 531 str. (2012)Applied Econometric Time Seri…The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires (2008)The impact of natural events …Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis (2004)Measuring the impact of natur…An Exposure-Based Analysis of Property-Liability Insurer Stock Values around Hurricane Andrew (1995)An Exposure-Based Analysis of…Gaining from Loss: Property-Liability Insurer Stock Values in the Aftermath of the 1989 California Earthquake (1992)Gaining from Loss: Property-L…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks (2024)Cross-country risk spillovers…Climate change effects and their implications for the financial markets: Evidence from the United Kingdom (2024)Climate change effects and th…The stock price of European insurance companies: What is the role of ESG factors? 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this work references cited by second hop

References

  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2004Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis191 cited
  • 2012Applied Econometric Time Series, Walter Enders, Hoboken, NJ: Wiley, 2010, treće izdanje, 531 str.160 cited
  • 1992Gaining from Loss: Property-Liability Insurer Stock Values in the Aftermath of the 1989 California Earthquake140 cited
  • 1995An Exposure-Based Analysis of Property-Liability Insurer Stock Values around Hurricane Andrew125 cited
  • 2008The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires77 cited
  • 2013Investor response to a natural disaster: Evidence from Japan's 2011 earthquake57 cited

Cited by

  • 2020The role of Covid-19 for Chinese stock returns: evidence from a GARCHX model73 cited
  • 2020COVID-19 containment measures and stock market returns: An international spatial econometrics investigation71 cited
  • 2023The stock price of European insurance companies: What is the role of ESG factors?45 cited
  • 2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation34 cited
  • 2024Climate change effects and their implications for the financial markets: Evidence from the United Kingdom32 cited
  • 2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks

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29 cited
  • 2018Market Response of US Equities to Domestic Natural Disasters: Industry-Based Evidence24 cited
  • 2021Hurricanes as news? Assessing the impact of hurricanes on the stock market returns of energy companies22 cited
  • 2019Stock market reactions to the 2011 off the Pacific Coast of Tohoku Earthquake21 cited