SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
2 references·14 citing·50 second hop
The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry (2016)The 11/13 Paris terrorist attacks and sto…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)Terrorism-induced structural …Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading (2023)Hybrid ARMA-GARCH-Neural Netw…Does geopolitical risk affect firms' idiosyncratic volatility? Evidence from China (2023)Does geopolitical risk affect…Geopolitical risk and the returns and volatility of global defense companies: A new race to arms? (2022)Geopolitical risk and the ret…The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US (2021)The roles of political risk a…Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets (2021)Terrorism, investor sentiment…Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries (2021)Evidence from a multiple and …The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis (2020)The effects of geopolitical r…Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach (2019)Oil price shocks, global econ…Does causality between geopolitical risk, tourism and economic growth matter? Evidence from Turkey (2019)Does causality between geopol…Public attention to “Islamic terrorism” and stock market returns (2018)Public attention to “Islamic …Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Impact of terrorism and polit…Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (2017)Does Geopolitical Risks Predi…Impact of terrorist attacks on stock market volatility in emerging markets (2016)Impact of terrorist attacks o…Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels (2016)Are stock markets efficient i…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The political economy of terrorism (2006)CALCULATING TRAGEDY: ASSESSING THE COSTS OF TERRORISM (2007)The Political Economy of Terrorism (2011)Using daily stock returns (1985)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns (2020)Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)A test for independence based on the correlation dimension (1996)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Volatility jumps: The role of geopolitical risks (2018)The roles of oil shocks and geopolitical uncertainties on China’s green bond returns (2022)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Statistical inference in vector autoregressions with possibly integrated processes (1995)Geopolitical risk and tourism: Evidence from dynamic heterogeneous panel models (2020)Do geopolitical risk and energy consumption contribute to environmental degradation? Evidence from E7 countries (2022)ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS (2022)Risk, Uncertainty and Profit (1921)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Natural resources volatility and geopolitical risk: A novel perspective of oil and mineral rents using quantile-quantile regression for China (2023)Range‐Based Estimation of Stochastic Volatility Models (2002)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework (2021)The impact of geopolitical risk on cash holdings policy: evidence from an emerging market (2023)Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals (2025)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Dynamic Conditional Correlation (2002)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Oil and the Macroeconomy since World War II (1983)Noise Trader Risk in Financial Markets (1990)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)On the Estimation of Security Price Volatilities from Historical Data (1980)Bounds testing approaches to the analysis of level relationships (2001)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)What do border disputes cost? Evidence from an emerging market (2022)Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era (2023)Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war (2024)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Measuring Geopolitical Risk (2022)Green bonds, conventional bonds and geopolitical risk (2023)
this work references cited by second hop

References

  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2004Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks249 cited

Cited by

  • 2019Does causality between geopolitical risk, tourism and economic growth matter? Evidence from Turkey219 cited
  • 2017Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach145 cited
  • 2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?97 cited
  • 2021Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries85 cited
  • 2019Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach78 cited
  • 2020The effects of geopolitical risks on the stock dynamics of China's rare metals: A TVP-VAR analysis76 cited
  • 2016Impact of terrorist attacks on stock market volatility in emerging markets70 cited
  • 2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US64 cited
  • 2023Does geopolitical risk affect firms' idiosyncratic volatility? Evidence from China59 cited
  • 2016Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels59 cited

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

  • 2023Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading37 cited
  • 2018Public attention to “Islamic terrorism” and stock market returns36 cited
  • 2017Impact of terrorism and political instability on equity premium: Evidence from Pakistan35 cited
  • 2021Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets25 cited