1. Performance of the Chinese energy market in times of Russian military interventions. (2022). Tapia, Pablo ; Velasquez, Jorge Sepulveda ; Pasten, Boris.
   In: MPRA Paper.
   RePEc:pra:mprapa:112747.

   Full description at Econpapers || Download paper

2. Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni.
   In: MPRA Paper.
   RePEc:pra:mprapa:85600.

   Full description at Econpapers || Download paper

3. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni.
   In: eabh Papers.
   RePEc:zbw:eabhps:1702.

   Full description at Econpapers || Download paper

4. Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Elmas Yaldiz.
   In: Working Papers.
   RePEc:tek:wpaper:2017/2.

   Full description at Econpapers || Download paper

5. Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests. (2012). Papadamou, Stephanos ; Kollias, Christos.
   In: Economics of Security Working Paper Series.
   RePEc:diw:diweos:diweos67.

   Full description at Econpapers || Download paper

1. Abbas V, Chancharat S, Harvie C (2006) “The interplay between the Thai and several other international stock markets”, University of Wollongong, Economics Working Papers Series.

2. Cutler DM, Poterba JM, Summers LH (1989) “What Moves the Stock Prices?”. J Portfolio Manage 15:4–12.

3. Isakov D, Perignon C (2000) On the dynamic interdependence of international stock markets: a Swiss perspective. Swiss J Econ Stat 136:123–145.

4. Nordhaus WD (2002) “The economic consequences of a war with Iraq”, Working Paper, Yale University.

5. Rigobon R (2003) Identification through heteroskedasticity. Rev Econ Stat 85(4):777–792.

6. Rigobon R, Brian S (2003) Measuring the reaction of monetary policy to the stock market. Q J Econ 118(2):639–669.

7. Rigobon R, Brian S (2004) The impact of monetary policy on asset prices. J Monetary Econ 51(8):1553–1575.

8. Rigobon R, Sack B (2003) “Spillovers across US financial markets”, NBER WP No. 9640.

9. Rigobon R, Sack B (2005) The effects of war risk on US financial markets. J Bank Fin 29(7):1769–1789.

1. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
   In: Working Papers.
   RePEc:fip:fedlwp:2008-010.

   Full description at Econpapers || Download paper

2. The effect of the war risk: a comparison of the consequences of the two Iraq wars. (2007). Corallo, Elena .
   In: International Review of Economics.
   RePEc:spr:inrvec:v:54:y:2007:i:3:p:371-382.

   Full description at Econpapers || Download paper

3. Wall Street and Silicon Valley: A Delicate Interaction. (2007). Pavan, Alessandro ; Lorenzoni, Guido ; Angeletos, George-Marios.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:13475.

   Full description at Econpapers || Download paper

4. Adaptive Expectations and Stock Market Crashes. (2007). Frankel, David.
   In: Staff General Research Papers Archive.
   RePEc:isu:genres:12817.

   Full description at Econpapers || Download paper

5. The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns. (2007). Guidolin, Massimo ; Na, Carrie Fangzhou.
   In: Working Papers.
   RePEc:fip:fedlwp:2006-059.

   Full description at Econpapers || Download paper

6. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:6530.

   Full description at Econpapers || Download paper

7. Short-term market reaction after extreme price changes of liquid stocks. (2006). Kertesz, Janos ; Andor, Gyorgy ; Zawadowski, dam G..
   In: Quantitative Finance.
   RePEc:taf:quantf:v:6:y:2006:i:4:p:283-295.

   Full description at Econpapers || Download paper

8. Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process. (2006). Wu, Pei-Shan ; Lee, Ming-Chih ; Chiou, Jer-Shiou.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:16:y:2006:i:17:p:1309-1316.

   Full description at Econpapers || Download paper

9. Efficiency of the Philippine stock market. (2006). Aquino, Rodolfo Q..
   In: Applied Economics Letters.
   RePEc:taf:apeclt:v:13:y:2006:i:7:p:463-470.

   Full description at Econpapers || Download paper

10. Rationally mispriced assets in equilibrium. (2006). Eckwert, Bernhard ; SZCZUTKOWSKI, ANDREAS .
    In: Spanish Economic Review.
    RePEc:spr:specre:v:8:y:2006:i:4:p:285-299.

    Full description at Econpapers || Download paper

11. What drives the market value of firms in the Defense industry?. (2006). CAPELLE-BLANCARD, Gunther ; Couderc, Nicolas.
    In: Cahiers de la Maison des Sciences Economiques.
    RePEc:mse:wpsorb:bla06037.

    Full description at Econpapers || Download paper

12. Forecasting professional forecasters. (2006). Wright, Jonathan ; Ghysels, Eric.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-10.

    Full description at Econpapers || Download paper

13. Hope springs eternal: French bondholders and the Soviet repudiation (1915-1919). (2005). OOSTERLINCK, Kim ; Landon-Lane, John.
    In: Working Papers CEB.
    RePEc:sol:wpaper:05-013.

    Full description at Econpapers || Download paper

14. Hope springs eternal… French bondholders and the Soviet Repudiation (1915-1919). (2005). OOSTERLINCK, Kim ; Landon-Lane, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200513.

    Full description at Econpapers || Download paper

15. Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica. (2005). Weidenmier, Marc ; Burdekin, Richard ; Brown, Willaim O..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11319.

    Full description at Econpapers || Download paper

16. The Evolution of International Political Risk 1956-2001. (2005). Clark, Ephraim ; Tunaru, Radu.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:37.

    Full description at Econpapers || Download paper

17. Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data. (2004). Los, Cornelis.
    In: Finance.
    RePEc:wpa:wuwpfi:0409033.

    Full description at Econpapers || Download paper

18. Empire, Public Goods, and the Roosevelt Corollary. (2004). Weidenmier, Marc ; Mitchener, Kris James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10729.

    Full description at Econpapers || Download paper

19. Are Policy Platforms Capitalized into Equity Prices? Evidence from the Bush/Gore 2000 Presidential Election. (2004). Knight, Brian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10333.

    Full description at Econpapers || Download paper

20. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David ; CHABOUD, ALAIN P..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:823.

    Full description at Econpapers || Download paper

21. News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0305009.

    Full description at Econpapers || Download paper

22. Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market. (2003). Shen, Yuqing ; Whitelaw, Robert F. ; Richardson, Matthew ; Boudoukh, Jacob.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9515.

    Full description at Econpapers || Download paper

23. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:784.

    Full description at Econpapers || Download paper

24. Does the Beige Book move financial markets?. (2003). Zavodny, Madeline ; Ginther, Donna.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2003-3.

    Full description at Econpapers || Download paper

25. Macroeconomic Factors Do Influence Aggregate Stock Returns. (2002). Flannery, Mark ; Protopapadakis, Aris A..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:15:y:2002:i:3:p:751-782.

    Full description at Econpapers || Download paper

26. Why was Stock Market Volatility so High During the Great Depression? Evidence from 10 Countries During the Interwar Period. (2002). Voth, Hans-Joachim.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3254.

    Full description at Econpapers || Download paper

27. Volatility fingerprints of large shocks: Endogeneous versus exogeneous. (2002). Malevergne, Yannick ; Muzy, J. F. ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0204626.

    Full description at Econpapers || Download paper

28. Testing Semi-strong Form Efficiency of Stock Market. (2001). Mustafa, Khalid ; Ali, Salman.
    In: The Pakistan Development Review.
    RePEc:pid:journl:v:40:y:2001:i:4:p:651-674.

    Full description at Econpapers || Download paper

29. Stock Return Predictability: Is it There?. (2001). Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8207.

    Full description at Econpapers || Download paper

30. The Price Dynamics of Common Trading Strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Working Papers.
    RePEc:wop:safiwp:00-12-069.

    Full description at Econpapers || Download paper

31. Pre-announcement effects, news, and volatility: monetary policy and the stock market. (2000). Bomfim, Antulio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-50.

    Full description at Econpapers || Download paper

32. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Papers.
    RePEc:arx:papers:cond-mat/0012419.

    Full description at Econpapers || Download paper

33. Differences of Opinion, Rational Arbitrage and Market Crashes. (1999). Stein, Jeremy ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7376.

    Full description at Econpapers || Download paper

34. Political Risk, Financial Crisis, and Market Volatility. (1999). Mei, Jianping.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-049.

    Full description at Econpapers || Download paper

35. Human Behavior and the Efficiency of the Financial System. (1998). Shiller, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6375.

    Full description at Econpapers || Download paper

36. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
    In: Finance.
    RePEc:wpa:wuwpfi:9712008.

    Full description at Econpapers || Download paper

37. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:500028.

    Full description at Econpapers || Download paper

38. What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9706.

    Full description at Econpapers || Download paper

39. Asset Pricing Under Endogenous Expectation in an Artificial Stock Market. (1996). Lebaron, Blake ; Palmer, Richard ; Taylor, Paul ; Holland, John H. ; Arthur, Brian W..
    In: Working Papers.
    RePEc:wop:safiwp:96-12-093.

    Full description at Econpapers || Download paper

40. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5588.

    Full description at Econpapers || Download paper

41. Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk. (1993). Mei, Jianping ; Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4329.

    Full description at Econpapers || Download paper

42. Excess Volatility on the London Stock Market, 1870-1990. (1992). Grossman, Richard ; DeLong, James.
    In: J. Bradford De Long's Working Papers.
    RePEc:wop:calbec:_133.

    Full description at Econpapers || Download paper

43. The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920. (1992). Weil, David ; Elmendorf, Douglas ; Hirshfeld, Mary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4234.

    Full description at Econpapers || Download paper

44. Rational Asset Price Movements Without News. (1992). Romer, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4121.

    Full description at Econpapers || Download paper

45. Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets. (1992). Tsutsui, Yoshiro ; Shiller, Robert ; Kon-Ya, Fumiko.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1012.

    Full description at Econpapers || Download paper

46. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. (1991). Campbell, John ; Ammer, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3760.

    Full description at Econpapers || Download paper

47. Stock markets in developing countries : key issues and a research agenda. (1990). Dailami, Mansoor ; Atkin, Michael .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:515.

    Full description at Econpapers || Download paper

48. Stock Prices, News, and Business Conditions. (1990). Roley, Vance V. ; McQueen, Grant.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3520.

    Full description at Econpapers || Download paper

49. Do Stock Prices Move Together Too Much?. (1990). Pindyck, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3324.

    Full description at Econpapers || Download paper

50. A Variance Decomposition for Stock Returns. (1990). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3246.

    Full description at Econpapers || Download paper

51. Capital market efficiency: an update. (1990). LeRoy, Stephen.
    In: Economic Review.
    RePEc:fip:fedfer:y:1990:i:spr:p:29-40.

    Full description at Econpapers || Download paper

52. Too much cocited documents. This list is not complete

Report date: 2025-10-04 03:12:56 || Missing content? Let us know