SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
World War II events and the Dow Jones industrial index
14 references·16 citing·41 second hop
World War II events and the Dow Jones industrial index (2009)World War II events and the Dow Jones ind…Stock market volatility around national elections (2008)Stock market volatility aroun…Introductory Econometrics for Finance (2008)Introductory Econometrics for…A behavioral explanation for the negative asymmetric return–volatility relation (2008)A behavioral explanation for …War and the World Economy (2006)War and the World EconomyThe Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…Introductory Econometrics for Finance. (2003)Introductory Econometrics for…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Output, Stock Volatility, and Political Uncertainty in a Natural Experiment: Germany, 1880–1940 (1998)Output, Stock Volatility, and…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Turning Points in the Civil War: Views from the Greenback Market (1995)Turning Points in the Civil W…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The geopolitical risk premium in the commodity futures market (2023)The geopolitical risk premium…Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war (2023)Interconnectivity and investm…Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era (2023)Emerging markets equities’ re…Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Asymmetric impacts of geopoli…The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities (2022)The Russo-Ukrainian war and f…Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG (2022)Stock Prices and the Russia-U…Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war (2022)Multifractality and cross-cor…Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach (2022)Geopolitical risk and stock m…Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)Do geopolitical events transm…Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions (2021)Oil price changes, uncertaint…Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model (2021)Geopolitical Risk and Stock M…The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk (2020)The GOLD market as a safe hav…Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns (2020)Predictability of GCC stock r…Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013 (2014)Large shocks in the volatilit…The effects of terrorism and war on the oil price–stock index relationship (2013)The effects of terrorism and …Identification of speculative bubbles using state-space models with Markov-switching (2010)Identification of speculative…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Irreversibility, Uncertainty, and Cyclical Investment (1980)The Value of Waiting to Invest (1982)Investment Under Uncertainty. (1994)What makes the stock market jump? An analysis of political risk on Hong Kong stock returns (2001)The economic effects of violent conflict: Evidence from asset market reactions (2010)Home country institutional environments and foreign expansion of emerging market firms (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Using daily stock returns (1985)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)The Econometrics of Financial Markets (2012)The Price of Political Uncertainty: Theory and Evidence from the Option Market (2014)Geopolitical risks and the oil-stock nexus over 1899–2016 (2017)What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)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)Oil price shocks and stock market activity (1999)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 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
  • 2008Introductory Econometrics for Finance3,662 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 2008Stock market volatility around national elections435 cited
  • 1998Output, Stock Volatility, and Political Uncertainty in a Natural Experiment: Germany, 1880–1940299 cited
  • 2006War and the World Economy286 cited
  • 2008A behavioral explanation for the negative asymmetric return–volatility relation247 cited
  • 1995Turning Points in the Civil War: Views from the Greenback Market243 cited
  • 2003Introductory Econometrics for Finance.220 cited

Cited by

  • 2022

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks
215 cited
  • 2013The effects of terrorism and war on the oil price–stock index relationship203 cited
  • 2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities184 cited
  • 2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach159 cited
  • 2020The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk154 cited
  • 2022Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG126 cited
  • 2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns120 cited
  • 2023Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict115 cited
  • 2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions108 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
  • 2022Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war82 cited
  • 2014Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–201374 cited
  • 2010Identification of speculative bubbles using state-space models with Markov-switching71 cited
  • 2023Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era66 cited
  • 2023The geopolitical risk premium in the commodity futures market64 cited
  • 2021Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model60 cited