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Terrorism, country attributes, and the volatility of stock returns
16 references·5 citing·53 second hopsampled
Terrorism, country attributes, and the volatility of stock returns (2013)Terrorism, country attributes, and the vo…The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism (2011)The origins of terrorism: Cro…The impact of terrorism on financial markets: An empirical study (2010)The impact of terrorism on fi…The Oxford Handbook of International Business (2009)The Oxford Handbook of Intern…Stock market volatility around national elections (2008)Stock market volatility aroun…Incubators of Terror: Do Failed and Failing States Promote Transnational Terrorism? (2008)Incubators of Terror: Do Fail…CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)CALCULATING TRAGEDY: ASSESSIN…Rooted in Poverty?: Terrorism, Poor Economic Development, and Social Cleavages1 (2006)Rooted in Poverty?: Terrorism…How Much Does Violence Tax Trade? (2006)How Much Does Violence Tax Tr…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…The effects of terrorism on global capital markets (2004)The effects of terrorism on g…Why Democracies Cooperate More: Electoral Control and International Trade Agreements (2002)Why Democracies Cooperate Mor…Inertia and change in the constellation of international governmental organizations, 1981–1992 (1996)Inertia and change in the con…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Using daily stock returns (1985)Using daily stock returnsDo Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Does geopolitical risk affect bilateral trade? Evidence from South Korea (2023)Does geopolitical risk affect…Terrorist attacks and bank financial stability: evidence from MENA economies (2022)Terrorist attacks and bank fi…Asymmetric implied market volatility and terrorist attacks (2019)Asymmetric implied market vol…Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Long-Term Stock Market Volati…Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Impact of terrorism and polit…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)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)An Economic Theory of Democracy. (1958)Political Order in Changing Societies (1970)Ethnicity, Insurgency, and Civil War (2003)Are Voters Sensitive to Terrorism? Direct Evidence from the Israeli Electorate (2008)Poverty, minority economic discrimination, and domestic terrorism (2011)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Adjustment of Stock Prices to New Information (1969)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The political economy of terrorism (2006)Terrorism and the world economy (2007)Geopolitical risks and stock market dynamics of the BRICS (2018)State Power and the Structure of International Trade (1976)Protection For Sale (1992)Capitalism, Socialism and Democracy (1997)Domestic Audience Costs in International Relations: An Experimental Approach (2007)Democracy and dictatorship revisited (2009)The Design of International Trade Agreements: Introducing a New Dataset (2014)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Economic Growth in a Cross Section of Countries (1991)Terrorism and international business: A research agenda (2010)Assessing the Impacts of the Global Economic Crisis and Swine Flu on Inbound Tourism Demand in the United Kingdom (2011)Lock, stock, and barrel: a comprehensive assessment of the determinants of terror (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross‐Section of Volatility and Expected Returns (2006)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)
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References

  • 1985Using daily stock returns6,497 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 2002Why Democracies Cooperate More: Electoral Control and International Trade Agreements802 cited
  • 2006Rooted in Poverty?: Terrorism, Poor Economic Development, and Social Cleavages1558 cited
  • 2004The effects of terrorism on global capital markets532 cited
  • 2007CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM439 cited
  • 2008Stock market volatility around national elections435 cited
  • 2008Incubators of Terror: Do Failed and Failing States Promote Transnational Terrorism?425 cited
  • 2010The impact of terrorism on financial markets: An empirical study417 cited
  • 1996Inertia and change in the constellation of international governmental organizations, 1981–1992360 cited
  • 2011The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism302 cited
  • 2006How Much Does Violence Tax Trade?

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275 cited
  • 2009The Oxford Handbook of International Business270 cited
  • Cited by

    • 2017Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe86 cited
    • 2022Terrorist attacks and bank financial stability: evidence from MENA economies40 cited
    • 2017Impact of terrorism and political instability on equity premium: Evidence from Pakistan35 cited
    • 2019Asymmetric implied market volatility and terrorist attacks28 cited
    • 2023Does geopolitical risk affect bilateral trade? Evidence from South Korea25 cited