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What drives the market value of firms in the defense industry?
16 references·4 citing·32 second hop
What drives the market value of firms in the defense industry? (2007)What drives the market value of firms in …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Econometrics of Event Studies…The effects of terrorism on global capital markets (2004)The effects of terrorism on g…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Problems and Solutions in Conducting Event Studies (1990)Problems and Solutions in Con…What Moves Stock Prices? (1988)What Moves Stock Prices?Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Using daily stock returns (1985)Using daily stock returnsPredisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…The gains to bidding firms from merger (1983)The gains to bidding firms fr…Measuring security price performance (1980)Measuring security price perf…Market Implications of Differential Amounts of Interim Information (1980)Market Implications of Differ…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Stock market effects of military conflicts on defence industry (2024)Stock market effects of milit…The budgets of wars: Analysis of the U.S. defense stocks in the Post-Cold War era (2022)The budgets of wars: Analysis…Performance Analysis of Defense Stocks on the Background of Peace and Conflict in the Post-Cold-War Era (2013)Performance Analysis of Defen…‘Metaphoring’ People out of this World: A Critical Discourse Analysis of a Chairman’s Statement of a UK Defense Firm (2011)‘Metaphoring’ People out of t…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Multivariate Simultaneous Generalized ARCH (1995)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Introductory Econometrics for Finance (2008)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Event Study Methodology Since 1969 (1998)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)ARCH modeling in finance (1992)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1985Using daily stock returns6,497 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1980Measuring security price performance3,330 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1983The gains to bidding firms from merger983 cited
  • 2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.841 cited
  • 2004The effects of terrorism on global capital markets532 cited
  • 1990Problems and Solutions in Conducting Event Studies227 cited

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1980
Market Implications of Differential Amounts of Interim Information
212 cited

Cited by

  • 2022The budgets of wars: Analysis of the U.S. defense stocks in the Post-Cold War era31 cited
  • 2024Stock market effects of military conflicts on defence industry19 cited
  • 2013Performance Analysis of Defense Stocks on the Background of Peace and Conflict in the Post-Cold-War Era18 cited
  • 2011‘Metaphoring’ People out of this World: A Critical Discourse Analysis of a Chairman’s Statement of a UK Defense Firm16 cited