Browsing by Subject "Event study"

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Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market

Kollias, C.; Manou, E.; Papadamou, S.; Stagiannis, A. (2011)

An expanding body of literature has investigated the economic impact of terrorist attacks. A part of this literature has focused on financial markets. We examine three research questions: whether markets' reactions to ...
Terrorism and capital markets: The effects of the Madrid and London bomb attacks

Kollias, C.; Papadamou, S.; Stagiannis, A. (2011)

Using event study methodology and GARCH family models, the paper investigates the effects of two terrorist incidents - the bomb attacks of 11th March 2004 in Madrid and 7th July 2005 in London - on equity sectors. Significant ...