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Do Earthquakes Shake Stock Markets?
16 references·0 citing·27 second hop
Do Earthquakes Shake Stock Markets? (2015)Do Earthquakes Shake Stock Markets?Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation. A Special Report of Working Groups I and II of IPCC Intergovernmental Panel on Climate Change (2012)Managing the Risks of Extreme…The macroeconomic consequences of disasters (2008)The macroeconomic consequence…The Death Toll from Natural Disasters: The Role of Income, Geography, and Institutions (2005)The Death Toll from Natural D…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)DO NATURAL DISASTERS PROMOTE …Event Studies in Economics and Finance (1997)Event Studies in Economics an…What Moves Stock Prices? (1988)What Moves Stock Prices?Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Expected stock returns and volatility (1987)Expected stock returns and vo…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…The theory and practice of econometrics (1986)The theory and practice of ec…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Specification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Multifactor Explanations of Asset Pricing Anomalies (1996)Econometric Analysis of Cross Section and Panel Data (2001)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 2012Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation. A Special Report of Working Groups I and II of IPCC Intergovernmental Panel on Climate Change3,035 cited
  • 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
  • 2005The Death Toll from Natural Disasters: The Role of Income, Geography, and Institutions1,391 cited
  • 2008The macroeconomic consequences of disasters1,377 cited

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1988
What Moves Stock Prices?
1,255 cited
  • 2002DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH?1,039 cited
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