Similar Search Results

The impact of terrorism on industry returns and systematic risk in Pakistan : a wavelet approach

Shahzad, Syed Jawad Hussain; Stauvermann, Peter; Kumar, … - In: Accounting research journal 30 (2017) 4, pp. 413-429

Persistent link: https://www.econbiz.de/10011813124

The Effects of Terrorism Risk on Household Savings

Roth, Sophie-Madeleine - 2020

In view of the increasing intensity of terrorism worldwide, behavioral changes of households become visible. People … tend to overvalue terror-related risks such that the subjective probability of terrorism events. Using microeconomic panel … data of the elderly population from 13 European countries, this study analyzes the impact of terrorism risk on household …

Persistent link: https://www.econbiz.de/10012834678

Terrorist Attacks and Investor Risk Preference : Evidence from Mutual Fund Flows

Wang, Yan Albert - 2019

Using a comprehensive list of terrorist attacks over three decades, we find that aggregate investor risk aversion inversely relates to terrorist activity in the United States. A one standard deviation increase in the number of attacks each month leads to a $75.09 million drop in aggregate flows...

Persistent link: https://www.econbiz.de/10012890402

Terrorist Attacks and Household Trading

Wang, Yan Albert - 2019

Using two sources of household data, we show that in response to psychological distress induced by terrorist attacks, households significantly reduce their trading activity and equity ownership, are less likely to enter the market, and increase the value of their savings accounts. We find that...

Persistent link: https://www.econbiz.de/10012863851

Terrorists' Equilibrium Choices When No Attack Method is Riskless

Phillips, Peter J. - 2018

economic analysis of terrorism. NM expected utility maximisation can be used to derive important results with implications for …

Persistent link: https://www.econbiz.de/10014202668

Armed groups in conflict : competition and political violence in Pakistan

Gassebner, Martin; Schaudt, Paul; Wong, Melvin H. L. - 2020

organized political violence. We use plausible exogenous variation in the number of armed groups in Pakistan, by exploiting the …

Persistent link: https://www.econbiz.de/10012231521

Measuring the effect of the North Korea-U.S. summit on the South Korean stock market

Huy Pham; Al-Hares, Osama M.; Ramiah, Vikash; Moosa, Nisreen - In: Cogent economics & finance 7 (2019) 1, pp. 1-22

We examine the effects of the North Korea-U.S. summit and related events on the South Korean stock market over the period March 2018 to June 2018. Employing the event study methodology, we estimate sectoral abnormal returns following the events surrounding the summit and conduct several...

Persistent link: https://www.econbiz.de/10014232764

The effect of the royal wedding on the UK stock market

Huy Pham; Ramiah, Vikash; Le, Hanh; Moosa, Nisreen; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-12

We assess the effect of the recent royal wedding of Prince Harry and Meghan Markle on various sectors of the UK stock market over the period between November 2017 and May 2018. For this purpose, the event study methodology is used to estimate abnormal returns and conduct several robustness tests...

Persistent link: https://www.econbiz.de/10013373011

The Impact of the Ukraine-Russia War on World Stock Market Returns

Boungou, Whelsy; YATIE, Alhonita - 2022

As a topical issue, this paper studies the responses of world stock market indices to the ongoing war between Ukraine and Russia. Using daily stock market returns in a sample of 94 countries and covers the period from 22 January 2022 to 24 March 2022, we consistently document a negative...

Persistent link: https://www.econbiz.de/10013289811

Geopolitical Risk and Household Stock Market Participation

Lee, Kiryoung - 2022

I find that the index of geopolitical risk (GPR) is significantly associated with both the extensive and intensive margins of stock market participation decisions. The GPR index subsumes the significance of economic policy uncertainty for stock market participation decisions and has long-lasting...

Persistent link: https://www.econbiz.de/10013403880

1
2
3
4
5
6
7
8
9
10
Next
Last