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How does the stock market react to the announcement of green policies?
Ramiah, Vikash; Martin, Belinda; Moosa, Imad - In: Journal of Banking & Finance 37 (2013) 5, pp. 1747-1758
We investigate the impact of 19 announcements of environmental regulation on the equities listed on the Australian Stock Exchange over the period 2005–2011. Using a well-established event study methodology, we assess whether these announcements are value constructive or destructive for equity...
Persistent link: https://www.econbiz.de/10011065661
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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
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The impact of terrorism on industry returns and systematic risk in Pakistan
Shahzad, Syed Jawad Hussain; Stauvermann, Peter Josef; … - In: Accounting Research Journal 30 (2017) 4, pp. 413-429
Purpose This study aims to examine the impact of terrorism on return and systematic risk of Pakistan’s equity … discrete wavelet transform (MODWT) to test the heterogeneous market hypothesis. Findings Terrorism activities increase the … that terrorism positively impacts (increases) the industrial systematic risk mainly in short-run (between two and four days …
Persistent link: https://www.econbiz.de/10014676869
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Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
Kollias, Christos; Papadamou, Stephanos; Siriopoulos, Costas - 2012
Terrorist incidents exert a negative, albeit generally short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmitted across countries and markets. This...
Persistent link: https://www.econbiz.de/10011335432
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Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
Kollias, Christos; Papadamou, Stephanos; Siriopoulos, Costas - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2012
Terrorist incidents exert a negative, albeit generally short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmitted across countries and markets. This...
Persistent link: https://www.econbiz.de/10010553342
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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
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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
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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
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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
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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