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The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market
11 references·8 citing·43 second hop
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this work references cited by second hop

References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2022The impact of the Ukraine–Russia war on world stock market returns569 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2022Russia–Ukraine crisis: The effects on the European stock market342 cited
  • 2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices289 cited
  • 2022Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict173 cited
  • 2021Impact of COVID-19 on stock market efficiency: Evidence from developed countries167 cited
  • 2022Russia–Ukraine war and systemic risk: Who is taking the heat?165 cited

Cited by

  • 2022Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war82 cited
  • 2023How do energy price shocks affect global economic stability? Reflection on geopolitical conflicts74 cited
  • 2023

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Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict
61 cited
  • 2024Global value chains and regional systems of innovation: Towards a critical juncture?43 cited
  • 2023Climate Risk and Stock Markets: Implications for Market Efficiency and Return Predictability34 cited
  • 2023Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis31 cited
  • 2023Energy shocks and bank performance in the advanced economies26 cited
  • 2024CSR practices and earnings management: the mediating effect of accounting conservatism and the moderating effect of corporate governance: evidence from Finnish companies23 cited