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The Economic Effects of Brexit: Evidence from the Stock Market
16 references·3 citing·50 second hop
The Economic Effects of Brexit: Evidence from the Stock Market (2018)The Economic Effects of Brexit: Evidence …THE BREXIT VOTE, INFLATION AND U.K. LIVING STANDARDS (2021)THE BREXIT VOTE, INFLATION AN…The heterogeneous impact of Brexit: Early indications from the FTSE (2018)The heterogeneous impact of B…The costs and benefits of leaving the EU: trade effects (2017)The costs and benefits of lea…The sectoral effects of Brexit on the British economy: early evidence from the reaction of the stock market (2016)The sectoral effects of Brexi…Brexit: (Not) another Lehman moment for banks? (2016)Brexit: (Not) another Lehman …How does the stock market react to the announcement of green policies? (2013)How does the stock market rea…All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms (2007)All Events Induce Variance: A…Tariff‐jumping FDI and domestic firms’ profits (2004)Tariff‐jumping FDI and domest…New Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…The Event Study Methodology Since 1969 (1998)The Event Study Methodology S…The Econometrics of Financial Markets (1997)The Econometrics of Financial…On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable (1994)On the Efficiency of Least Sq…The Anticipated Sectoral Adjustment to the Canada - United States Free Trade Agreement: An Event Study Analysis (1993)The Anticipated Sectoral Adju…The Injury Determination Category and the Value of Relief from Dumping (1989)The Injury Determination Cate…Import Competition and the Stock Market Return to Capital (1987)Import Competition and the St…The Value of Administered Protection: A Capital Market Approach (1986)The Value of Administered Pro…Tariffs and the Exchange Rate: Evidence from Twitter (2023)Tariffs and the Exchange Rate…Carbon credit futures as an emerging asset: Hedging, diversification and downside risks (2022)Carbon credit futures as an e…The Global Impact of Brexit Uncertainty (2020)The Global Impact of Brexit U…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)The Social Construction of Market Value: Institutionalization and Learning Perspectives on Stock Market Reactions (2004)Do international acquisitions by emerging-economy firms create shareholder value? 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(2019)The resilience of cities to economic shocks: A tale of four recessions (and the challenge of Brexit) (2019)The Political Economy of Populism (2020)A nonparametric test for abnormal security-price performance in event studies (1989)The impact of terrorism on financial markets: An empirical study (2010)Green bonds as a bridge to the UN sustainable development goals on environment: A climate change empirical investigation (2023)Does the Stock Market Overreact? (1985)Event Studies in Economics and Finance (1997)Econometric Analysis of Cross Section and Panel Data (2001)The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis (2020)Voting with their money: Brexit and outward investment by UK firms (2020)The Global Impact of Brexit Uncertainty (2023)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Cross-Section of Expected Stock Returns (1992)Stock market driven acquisitions (2003)Firm size and the gains from acquisitions (2004)Who makes acquisitions? CEO overconfidence and the market's reaction☆ (2008)Event studies with a contaminated estimation period (2006)The skinny on the 2008 naked short-sale restrictions (2010)Reputational losses and operational risk in banking (2012)The Econometrics of Financial Markets (2012)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 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References

  • 1997The Econometrics of Financial Markets5,007 cited
  • 2001New Evidence and Perspectives on Mergers2,803 cited
  • 1998The Event Study Methodology Since 1969826 cited
  • 2017The costs and benefits of leaving the EU: trade effects301 cited
  • 2013How does the stock market react to the announcement of green policies?240 cited
  • 2016The sectoral effects of Brexit on the British economy: early evidence from the reaction of the stock market122 cited
  • 2018The heterogeneous impact of Brexit: Early indications from the FTSE118 cited
  • 2007All Events Induce Variance: Analyzing Abnormal Returns When Effects Vary across Firms118 cited
  • 1987Import Competition and the Stock Market Return to Capital98 cited
  • 1994On the Efficiency of Least Squares Regression with Security Abnormal Returns as the Dependent Variable78 cited
  • 2004Tariff‐jumping FDI and domestic firms’ profits77 cited
  • 2016Brexit: (Not) another Lehman moment for banks?75 cited
  • 1989The Injury Determination Category and the Value of Relief from Dumping64 cited
  • 1986The Value of Administered Protection: A Capital Market Approach62 cited
  • 2021THE BREXIT VOTE, INFLATION AND U.K. LIVING STANDARDS

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58 cited
  • 1993The Anticipated Sectoral Adjustment to the Canada - United States Free Trade Agreement: An Event Study Analysis54 cited
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    • 2022Carbon credit futures as an emerging asset: Hedging, diversification and downside risks73 cited
    • 2020The Global Impact of Brexit Uncertainty67 cited
    • 2023Tariffs and the Exchange Rate: Evidence from Twitter12 cited