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The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
15 references·16 citing·51 second hop
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this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 2017Estimating economic damage from climate change in the United States1,238 cited
  • 2018Really Uncertain Business Cycles1,124 cited
  • 1991An Experimental Study of Competitive Market Behavior1,019 cited
  • 2011Understanding commonality in liquidity around the world723 cited
  • 2002Knightian decision theory. Part I564 cited
  • 2015Good and bad uncertainty: Macroeconomic and financial market implications525 cited
  • 2012Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions432 cited
  • 2013A simple approximation of intraday spreads using daily data340 cited
  • 2014Uncertainty, market structure, and liquidity187 cited
  • 1962An Experimental Study of Competitive Market Behavior178 cited

Cited by

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  • 2020Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies201 cited
  • 2021When rain matters! Investments and value relevance111 cited
  • 2020Network connectedness between natural gas markets, uncertainty and stock markets94 cited
  • 2021Do climate risks matter for green investment?74 cited
  • 2023ESG controversies and investor trading behavior in the Korean market74 cited
  • 2023Firm-level risk of climate change: Evidence from climate disasters66 cited
  • 2022Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies61 cited
  • 2020When Bitcoin has the flu: on Bitcoin’s performance to hedge equity risk in the early wake of the COVID-19 outbreak59 cited
  • 2017Carbon Risk52 cited
  • 2023Natural disasters and market manipulation43 cited
  • 2022The Price of Being Green38 cited
  • 2022Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?31 cited
  • 2024Climate risk in mortgage markets: Evidence from Hurricanes Harvey and Irma31 cited
  • 2022Climate events and return comovement30 cited
  • 2023Climatic disasters and distracted analysts29 cited
  • 2022Equity market response to natural disasters: Does firm's corporate social responsibility make difference?26 cited