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Border disputes and heterogeneous sectoral returns: An event study approach
16 references·15 citing·41 second hop
Border disputes and heterogeneous sectoral returns: An event study approach (2022)Border disputes and heterogeneous sectora…The impact of the Ukraine–Russia war on world stock market returns (2022)The impact of the Ukraine–Rus…The impact of the Russia-Ukraine conflict on the connectedness of financial markets (2022)The impact of the Russia-Ukra…Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Heterogeneous impacts of wars…Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale (2022)Does the Russia-Ukraine War L…Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)Does oil connect differently …Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict (2022)Corporate decisions in times …Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak (2020)Event study on the reaction o…War and stock markets: The effect of World War Two on the British stock market (2015)War and stock markets: The ef…The economic effects of violent conflict: Evidence from asset market reactions (2010)The economic effects of viole…War and the World Economy (2006)War and the World EconomyA guide to using event study methods in multi‐country settings (2004)A guide to using event study …The Conditional Relation between Beta and Returns (1995)The Conditional Relation betw…National Borders Matter: Canada-U.S. Regional Trade Patterns. (1995)National Borders Matter: Cana…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Using daily stock returns (1985)Using daily stock returnsThe Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate (2024)Impact of ESG regulation on s…Climate policy initiatives, green finance, and carbon risk interconnectedness (2024)Climate policy initiatives, g…Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets (2024)Bridging the gap: Uncovering …Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence (2023)Spillover analysis across Fin…Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR (2023)Russia–Ukrainian war: measuri…Russia–Ukraine conflict and its impact on global inflation: an event study-based approach (2023)Russia–Ukraine conflict and i…Market reactions to layoff announcements during crises: Examining impacts and conditioners (2023)Market reactions to layoff an…Global geopolitical risk and inflation spillovers across European and North American economies (2023)Global geopolitical risk and …Did the Indian stock market sail the Russia-Ukraine storm safely? 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A review of the size effect in equity returns (2011)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Financial markets under the global pandemic of COVID-19 (2020)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict (2022)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets (2022)Sentiment and stock prices: The case of aviation disasters (2009)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective (2022)A new index of financial conditions (2014)The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)The Russia-Ukraine conflict and volatility risk of commodity markets (2022)The Unprecedented Stock Market Reaction to COVID-19 (2020)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

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  • 2004A guide to using event study methods in multi‐country settings189 cited
  • 2022

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Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale
174 cited
  • 2022Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict173 cited
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    • 2023Border disputes, conflicts, war, and financial markets research: A systematic review75 cited
    • 2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse46 cited
    • 2024Climate policy initiatives, green finance, and carbon risk interconnectedness41 cited
    • 2024Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate39 cited
    • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
    • 2022What do border disputes cost? Evidence from an emerging market33 cited
    • 2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets29 cited
    • 2022The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS approach29 cited
    • 2023Market reactions to layoff announcements during crises: Examining impacts and conditioners28 cited
    • 2023Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR28 cited
    • 2023Did the Indian stock market sail the Russia-Ukraine storm safely?28 cited
    • 2022The price reaction and investment exposure of equity funds: evidence from the Russia–Ukraine military conflict27 cited