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Oil price shocks and transportation firm asset prices
16 references·6 citing·43 second hop
Oil price shocks and transportation firm asset prices (2012)Oil price shocks and transportation firm …THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…What is an Oil Shock? (2000)What is an Oil Shock?Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…This is what happened to the oil price-macroeconomy relationship (1996)This is what happened to the …Oil and the Stock Markets (1996)Oil and the Stock MarketsThe investment opportunity set and corporate financing, dividend, and compensation policies (1992)The investment opportunity se…The Variation of Economic Risk Premiums (1991)The Variation of Economic Ris…Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results (1989)Oil and the Macroeconomy When…Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Sectoral Shifts and Cyclical Unemployment (1982)Sectoral Shifts and Cyclical …The relationship between return and market value of common stocks (1981)The relationship between retu…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Determinants of corporate borrowing (1977)Determinants of corporate bor…Do geopolitical risks impede the global supply chain? (2025)Do geopolitical risks impede …The rise of green energy metal: Could lithium threaten the status of oil? (2023)The rise of green energy meta…Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange (2023)Can crude oil futures market …A sectoral analysis of asymmetric nexus between oil price and stock returns (2019)A sectoral analysis of asymme…Impact of fuel price fluctuations on airline stock returns (2016)Impact of fuel price fluctuat…Common risk factors of infrastructure investments (2015)Common risk factors of infras…Stock Returns, Real Activity, Inflation, and Money (1981)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Industry costs of equity (1997)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Higher market valuation of companies with a small board of directors (1996)Corporate governance, chief executive officer compensation, and firm performance (1999)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Policy Uncertainty and Corporate Investment (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Comparing alternative tests of causality in temporal systems (1983)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Judgment under Uncertainty: Heuristics and Biases (1974)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)
this work references cited by second hop

References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1992The investment opportunity set and corporate financing, dividend, and compensation policies3,591 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 2000What is an Oil Shock?2,194 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 1991The Variation of Economic Risk Premiums1,740 cited
  • 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
  • 1996Oil and the Stock Markets1,611 cited
  • 1989Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results1,557 cited
  • 1988Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence1,336 cited
  • 1982

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Sectoral Shifts and Cyclical Unemployment
1,135 cited

Cited by

  • 2019A sectoral analysis of asymmetric nexus between oil price and stock returns79 cited
  • 2023The rise of green energy metal: Could lithium threaten the status of oil?77 cited
  • 2016Impact of fuel price fluctuations on airline stock returns74 cited
  • 2025Do geopolitical risks impede the global supply chain?41 cited
  • 2023Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange33 cited
  • 2015Common risk factors of infrastructure investments29 cited