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Crises in Developed and Emerging Stock Markets
11 references·16 citing·47 second hop
Crises in Developed and Emerging Stock Markets (1998)Crises in Developed and Emerging Stock Ma…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Contagious Currency Crises (1996)Contagious Currency CrisesOverreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987 (1990)Overreaction or Fundamentals:…The October 1987 S&P 500 Stock-Futures Basis (1989)The October 1987 S&P 500 Stoc…Price volatility, international market links, and their implications for regulatory policies (1989)Price volatility, internation…Price Volatility, International Market Links, and Their Implications for Regulatory Policies (1989)Price Volatility, Internation…Black Monday and the future of financial markets (1989)Black Monday and the future o…The International Crash of October 1987 (1988)The International Crash of Oc…Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence (1987)Investor Behavior in the Octo…An equilibrium model of the international capital market (1974)An equilibrium model of the i…Financial contagion effects of major crises in African stock markets (2022)Financial contagion effects o…Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis (2022)Exploring the causal links be…An Index of Financial Stress for Canada (2021)An Index of Financial Stress …Beyond negative and positive: Exploring the effects of emotions in social media during the stock market crash (2020)Beyond negative and positive:…A financial stress index for a highly dollarized developing country: The case of Lebanon (2020)A financial stress index for …The role of geopolitical risks on the Turkish economy opportunity or threat (2019)The role of geopolitical risk…Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism! (2019)Does Investor Sentiment Drive…Financial Market's Appetite for Risk: And the Challenge of Assessing its Evolution by Risk Appetite Indicators (2016)Financial Market's Appetite f…Measuring Financial Stress – A Country Specific Stress Index for Finland (2015)Measuring Financial Stress – …Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan (2012)Financial crises, stock retur…A methodology for constructing a financial systemic stress index: An application to Greece (2012)A methodology for constructin…Why is there no momentum in the Taiwan stock market? (2008)Why is there no momentum in t…Effect of exchange rate volatility on the Ghana Stock Exchange (2008)Effect of exchange rate volat…Trading Volume and Market Volatility: Developed versus Emerging Stock Markets (2007)Trading Volume and Market Vol…Short-term reaction of stock markets in stressful circumstances (2003)Short-term reaction of stock …An empirical analysis of the determinants of the P/E ratio in emerging markets (2002)An empirical analysis of the …A Model of Balance-of-Payments Crises (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)No Contagion, Only Interdependence: Measuring Stock Market Co-movements (1999)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Contagion: Understanding How It Spreads (2000)Emerging markets finance (2003)Stock Prices and Social Dynamics (1984)Does the Stock Market Overreact? (1985)Cointegration and Tests of Present Value Models (1987)The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)Do Workers Prefer Increasing Wage Profiles? (1991)Norm Theory: Comparing Reality to Its Alternatives (2002)Some New Stock-Market Indexes (1966)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Triggering the 1987 stock market crash (1989)A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability (1991)Information and Index Arbitrage (1994)The financial analysts journal (1960)Transmission of Volatility Between Stock Markets (1989)Correlations in Price Changes and Volatility across International Stock Markets (1990)Good news, bad news and international spillovers of stock return volatility between Japan and the U.S. (1994)Systemic Risk: A Survey (2001)Corporate social responsibility and corporate performance: evidence from a panel of US listed companies (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Causality in temporal systems (1977)Comparing alternative tests of causality in temporal systems (1983)Critical market crashes (2003)The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics (2004)Exchange trading rules and stock market liquidity☆ (2010)On the Possibility of Speculation under Rational Expectations (1982)Asset Bubbles and Overlapping Generations (1985)The Financial System and Economic Performance (1990)Stock Market Crashes and the Performance of Circuit Breakers: Empirical Evidence (1993)Taxing Financial Transactions (2011)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)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Stock Market Crashes, Precursors and Replicas (1996)Large financial crashes (1997)
this work references cited by second hop

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1974An equilibrium model of the international capital market1,130 cited
  • 1996Contagious Currency Crises959 cited
  • 1988The International Crash of October 1987394 cited
  • 1987Investor Behavior in the October 1987 Stock Market Crash: Survey Evidence305 cited
  • 1989Black Monday and the future of financial markets249 cited
  • 1989Price Volatility, International Market Links, and Their Implications for Regulatory Policies239 cited
  • 1989The October 1987 S&P 500 Stock-Futures Basis162 cited
  • 1989Price volatility, international market links, and their implications for regulatory policies162 cited
  • 1990Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987159 cited

Cited by

  • 2003Short-term reaction of stock markets in stressful circumstances147 cited
  • 2021An Index of Financial Stress for Canada131 cited
  • 2008Effect of exchange rate volatility on the Ghana Stock Exchange114 cited
  • 2007Trading Volume and Market Volatility: Developed versus Emerging Stock Markets

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113 cited
  • 2019The role of geopolitical risks on the Turkish economy opportunity or threat79 cited
  • 2019Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism!78 cited
  • 2012Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan72 cited
  • 2012A methodology for constructing a financial systemic stress index: An application to Greece72 cited
  • 2020Beyond negative and positive: Exploring the effects of emotions in social media during the stock market crash64 cited
  • 2020A financial stress index for a highly dollarized developing country: The case of Lebanon63 cited
  • 2022Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis52 cited
  • 2002An empirical analysis of the determinants of the P/E ratio in emerging markets49 cited
  • 2008Why is there no momentum in the Taiwan stock market?46 cited
  • 2016Financial Market's Appetite for Risk: And the Challenge of Assessing its Evolution by Risk Appetite Indicators46 cited
  • 2015Measuring Financial Stress – A Country Specific Stress Index for Finland46 cited
  • 2022Financial contagion effects of major crises in African stock markets45 cited