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The impact of 11/13 Paris terrorist attacks on stock prices: evidence from the international defence industry
7 references·1 citing·35 second hop
The impact of 11/13 Paris terrorist attacks on stock prices: evidence from the international defence industry (2016)The impact of 11/13 Paris terrorist attac…The global arms trade network 1950–2007 (2014)The global arms trade network…Acts Of Terrorism And Their Impacts On Stock Index Returns And Volatility: The Cases Of The Karachi And Tehran Stock Exchanges (2011)Acts Of Terrorism And Their I…Stock Market Reaction to Terrorist Attacks: Empirical Evidence from Front Line State (2010)Stock Market Reaction to Terr…The price of terror: The effects of terrorism on stock market returns and volatility (2008)The price of terror: The effe…Stock market returns and terrorist violence: evidence from the Basque Country (2008)Stock market returns and terr…The effects of terrorism on global capital markets (2004)The effects of terrorism on g…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…An Economic Theory of Alliances (1966)Normative and Structural Causes of Democratic Peace, 1946–1986 (1993)Estimating Trade Flows: Trading Partners and Trading Volumes * (2008)Peer effects in endogenous networks (2017)Global Arms Trade and Oil Dependence* (2018)Network Interdependencies and the Evolution of the International Arms Trade (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)How Different Terrorist Attacks Affect Stock Markets (2013)Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Long-Term Stock Market Volatility and the Influence of Terrorist Attacks in Europe (2017)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Multivariate Simultaneous Generalized ARCH (1995)Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets (2019)What We Have Learned about Terrorism since 9/11 (2019)Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)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)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Efficient Tests of Nonstationary Hypotheses (1994)Is there a link between politics and stock returns? A literature survey (2016)Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach (2019)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Terrorism and the world economy (2007)Geopolitical risks and stock market dynamics of the BRICS (2018)Applied Time Series Econometrics (2004)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Financial time series forecasting with multi-modality graph neural network (2021)Machine learning advances for time series forecasting (2021)
this work references cited by second hop

References

  • 2004The effects of terrorism on global capital markets532 cited
  • 2008The price of terror: The effects of terrorism on stock market returns and volatility289 cited
  • 2004Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks249 cited
  • 2014The global arms trade network 1950–2007137 cited
  • 2011Acts Of Terrorism And Their Impacts On Stock Index Returns And Volatility: The Cases Of The Karachi And Tehran Stock Exchanges45 cited
  • 2008Stock market returns and terrorist violence: evidence from the Basque Country40 cited
  • 2010Stock Market Reaction to Terrorist Attacks: Empirical Evidence from Front Line State37 cited

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  • 2023Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading37 cited

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