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Naval disasters, world war two and the British stock market
16 references·1 citing·47 second hopsampled
Naval disasters, world war two and the British stock market (2021)Naval disasters, world war two and the Br…War and stock markets: The effect of World War Two on the British stock market (2015)War and stock markets: The ef…The Defence of the Realm: The Authorized History of MI5 (2010)The Defence of the Realm: The…Terrorism and capital markets: The effects of the Madrid and London bomb attacks (2010)Terrorism and capital markets…Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis (2004)Measuring the impact of natur…Winter Blues: A SAD Stock Market Cycle (2003)Winter Blues: A SAD Stock Mar…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…The London Stock Exchange: a history (2000)The London Stock Exchange: a …Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Losing Sleep at the Market: T…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Nonparametric event study tests (1992)Nonparametric event study tes…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Measuring security price performance (1980)Measuring security price perf…Border disputes, conflicts, war, and financial markets research: A systematic review (2023)Border disputes, conflicts, w…Using daily stock returns (1985)The journal of financial economics (1993)Shredded Reputation: The Cost of Audit Failure (2002)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Feelings as information: informational and motivational functions of affective states (1989)Risk as feelings. (2001)The effect of weather on consumer spending (2009)Investor sentiment and the price of oil (2017)Temperature and industrial output: Firm-level evidence from China (2017)Foundations of Finance. (1977)The Event Study Methodology Since 1969 (1998)Does female board representation influence firm performance? The Danish evidence (2007)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Stock Returns and the Term Structure (1985)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Threshold heteroskedastic models (1994)The variation of certain speculative prices (1997)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Pricing of Options and Corporate Liabilities (1973)COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The impact of the Ukraine–Russia war on world stock market returns (2022)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Sentiment in the Stock Market (2007)Sentiment During Recessions (2012)Behavioral Finance (2015)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Economic Forces and the Stock Market (1986)Measuring and Testing the Impact of News on Volatility (1993)Attention to Global Warming (2019)Climate Change, Firm Performance, and Investor Surprises (2023)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1980Measuring security price performance3,330 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2003Winter Blues: A SAD Stock Market Cycle1,105 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 1992Nonparametric event study tests669 cited
  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited
  • 2000Losing Sleep at the Market: The Daylight Saving Anomaly494 cited
  • 2000The London Stock Exchange: a history447 cited
  • 2010The Defence of the Realm: The Authorized History of MI5243 cited
  • 2004Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis191 cited
  • 2015War and stock markets: The effect of World War Two on the British stock market190 cited

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  • 2010Terrorism and capital markets: The effects of the Madrid and London bomb attacks184 cited
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    • 2023Border disputes, conflicts, war, and financial markets research: A systematic review75 cited