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A note on the stock market's reaction to the accident at three mile island
5 references·5 citing·43 second hop
A note on the stock market's reaction to the accident at three mile island (1989)A note on the stock market's reaction to …The Effect of Three Mile Island on Electric Utility Stock Prices: A Note (1983)The Effect of Three Mile Isla…Intra-Industry Effects of the Accident at Three Mile Island (1983)Intra-Industry Effects of the…The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities (1980)The Effect of Fuel Adjustment…Capital market equilibrium in a mean-lower partial moment framework (1977)Capital market equilibrium in…On the Association Between Operating Leverage and Risk (1974)On the Association Between Op…Shareholders and the environment: a review of four decades of academic research (2021)Shareholders and the environm…An examination of market efficiency around hurricanes (1998)An examination of market effi…Insurer Stock Prices and Market Efficiency Around the Los Angeles Earthquake (1997)Insurer Stock Prices and Mark…Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger (1996)Catastrophic events, contagio…VICTIMS AND SHAREHOLDERS: THE DILEMMAS OF PRESENTING CORPORATE POLICY DURING A CRISIS. 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The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. 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this work references cited by second hop

References

  • 1977Capital market equilibrium in a mean-lower partial moment framework821 cited
  • 1974On the Association Between Operating Leverage and Risk513 cited
  • 1983Intra-Industry Effects of the Accident at Three Mile Island190 cited
  • 1983The Effect of Three Mile Island on Electric Utility Stock Prices: A Note138 cited
  • 1980The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities49 cited

Cited by

  • 1991VICTIMS AND SHAREHOLDERS: THE DILEMMAS OF PRESENTING CORPORATE POLICY DURING A CRISIS.513 cited
  • 1998An examination of market efficiency around hurricanes53 cited
  • 2021Shareholders and the environment: a review of four decades of academic research28 cited
  • 1997Insurer Stock Prices and Market Efficiency Around the Los Angeles Earthquake23 cited
  • 1996Catastrophic events, contagion, and stock market efficiency: the case of the space shuttle challenger19 cited

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