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Updating expectations : an analysis of post-9/11 returns

Kallberg, Jarl G.; Liu, Crocker H.; Pasquariello, Paolo - In: Journal of financial markets 11 (2008) 4, pp. 400-432

Persistent link: https://www.econbiz.de/10003789997

The impact of catastrophes on insurer stock volatility

Thomann, Christian - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 65-94

Persistent link: https://www.econbiz.de/10009729153

The impact of 9/11 on the persistence of financial return volatility of marine firms

Homan, Anthony C. - In: Eastern economic journal 35 (2009) 1, pp. 71-83

Persistent link: https://www.econbiz.de/10003817984

Short and long-term effects of September 11 on stock returns : evidence from US defense firms

Essadam, Naceur; Douch, Mohamed - In: Journal of applied finance & banking 3 (2013) 3, pp. 239-253

Using the multivariate regression methodology, we investigate the short-term effect of September 11, 2001 on US defense firms. Our findings suggest that the market differentiated among US defense firms based on the percentage of defense sales to total sales. In addition, the behaviour of the...

Persistent link: https://www.econbiz.de/10009743349