Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets

By Jussi Nikkinen, M. M. Omran, Petri Sahlström, Janne Äijö. 2008

188 citations recorded by the source corpus.

How researchers see this paper

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COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020, background): “Nikkinen et al. (2008) found that the “911” incident caused a significant drop in global stock prices, but they quickly recovered.”
Terrorism and Stock Market Sentiment (2010, unknown): “Nikkinen, Omran, Sahlstrom, and Aijo (2008) demonstrate that the major stock markets”
Geopolitical risks and stock market dynamics of the BRICS (2018, methodology): “The nonparametric causality-in-quantiles test combines elements of the test for nonlinear causality of k-th order developed by Nishiyama et al. (2011) with the causality-in-quantiles test developed by Jeong et al.”
Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach (2017, background): “…Melnick 2004; Hon, Strauss, and Yong 2004; Johnston and Nedelescu 2006; Abadie and Gardeazabal 2008; Arin, Ciferri, and Spagnolo 2008; Fernandez 2008; Nikkinen et al. 2008; Barros and Gil-Alana 2009; Chuliá et al. 2009; Nguyen and Enomoto 2009; Gul et al. 2010; Karolyi and Martell 2010; Kollias,…”