Nothing Special   »   [go: up one dir, main page]

create a website
The Impact of the Sri Lankan Civil War on the Stock Market Performances. (2017). Jayakody, Shashitha Gimhani .
In: International Journal of Economics and Financial Issues.
RePEc:eco:journ1:2017-01-51.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 34

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abeyratne, G., Bandara, W.M.G., Colombage, S.R.N. (1999), Lead-lag relationships in stock market returns: A test of market efficiency in Sri Lanka. Sri Lanka Journal of Management, 4, 31-46.
    Paper not yet in RePEc: Add citation now
  2. Abeyratne, G., Power, D.M. (1995),Atest of the weak-form of the efficient market hypothesis: Evidence using daily data from the Colombo stock exchange. Sri Lanka Journal of Social Sciences, 18, 41-53.
    Paper not yet in RePEc: Add citation now
  3. Abeysekera, S.P. (2001), Efficient market hypothesis and the emerging capital market in Sri Lanka: Evidence from the Colombo stock exchange. Journal of Business Finance and Accounting, 28(1), 249-261.

  4. Arin, K., Ciferri, D., Spagnolo, N. (2008), The price of terror: The effects of terrorism on stock market returns and volatility. Economics Letters, 101(3), 164-167.

  5. Arunatilake, N., Jayasuriya, S., Kelegama, S. (2001), The economist cost of the war in Sri Lanka. World Development, 29(9), 1483-1500.

  6. Brounen, D., Derwall, J. (2009), The impact of terrorist attacks on international stock markets. European Financial Management, 16(4), 585-598.
    Paper not yet in RePEc: Add citation now
  7. Brown, S.J., Warner, J.B. (1980), Measuring security price performance. Journal of Financial Economics, 8(3), 205-258.

  8. Brown, S.J., Warner, J.B. (1985), Using daily stock returns: The case of event studies. Journal of Financial Economics, 14(1), 3-31.

  9. Bruck, T., Wickstrom, B.A. (2004), The economic consequences of terror: Guest editors introduction. European Journal of Political Economy, 20(2), 293-300.

  10. Cam, M.A. (2008), The impact of terrorism on United States industries. Economic Papers, 27(2), 115-134.

  11. Carter, D.A., Simkins, B.J. (2002), Do markets react rationally? The effect of the September 11th tragedy on airline stock returns. Working Paper 26. Department of Finance, College of Business Administration, Oklahoma State University, Stillwater.
    Paper not yet in RePEc: Add citation now
  12. Chen,A.H., Siems, T.F. (2004), The effects of terrorism on global capital markets. European Journal of Political Economy, 20(1), 349-366.

  13. Chesney, M., Reshetar, G., Karaman, M. (2011), The impact of terrorism on financial markets: An empirical study. Journal of Banking and Finance, 35(2), 253-267.

  14. Cummins, J.D., Lewis, C.M. (2002), Catastrophic events, parameter uncertainty and the breakdown of implicit long-term contracting in the insurance market: The case of terrorism insurance. Center for Financial InstitutionsWorking Papers, 02-40.Wharton School Center for Financial Institutions, University of Pennsylvania.

  15. Drakos, K. (2004), Terrorism-induced structural shifts in financial risk: Airline stocks in the aftermath of the September 11th terror attacks. European Journal of Political Economy, 20(2), 435-446.

  16. Drakos, K., Kutan,A.M. (2003), Regional effects of terrorism on tourism in three Mediterranean countries. Journal of Conflict Resolution, 47(5), 621-41.

  17. Eldor, R., Melnick, R. (2004), Financial markets and terrorism. European Journal of Political Economy, 20(2), 367-386.

  18. Enders, W., Sandler, T. (1991), Causality between transnational terrorism and tourism: The case of Spain. Studies in Conflict and Tourism, 14(1), 49-58.
    Paper not yet in RePEc: Add citation now
  19. Enders, W., Sandler, T., Parise, G.F. (1992), An econometric analysis of the impact of terrorism on tourism. Kyklos, 45(4), 531-554.

  20. Fama, E.F. (1970), Efficient capital markets: A review of theory and empirical work. The Journal of Finance, 25(2), 383-417.

  21. Fleischer, A., Buccola, B. (2002), War, terror, and the tourism market in Israel. Applied Economics, 34(11), 1335-1343.

  22. Harrison, M. (2006), Bombers and bystanders in suicide attacks in Israel, 2000 to 2003. Studies in Conflict Terrorism, 29(2), 187-206.
    Paper not yet in RePEc: Add citation now
  23. Hasan, T., Hasan, S., Samarakoon, L.P. (1999), Stock price behavior in a less developed market: Evidence from Sri Lanka. Journal ofApplied Business Research, 16, 15-23.
    Paper not yet in RePEc: Add citation now
  24. Ismail, I., Suhardjo, H. (2001), The impact of domestic political events on an emerging stock market: The case of Indonesia. Proceedings of the 7th Asia Pacific Management Conference. 2-4 November 2001, Kuala Lumpur, Malaysia.
    Paper not yet in RePEc: Add citation now
  25. Johnston, R.B., Nedelescu, O.M. (2006), The impact of terrorism on financial markets. Journal of Financial Crime, 13(1), 7-25.
    Paper not yet in RePEc: Add citation now
  26. Karolyi, A., Martell, R. (2005), Terrorism and the Stock Market. Unpublished. Ohio State University.

  27. Mapa, N., Jayasinghe, P. (2012), The impact of terrorist attacks on stock returns and volatility: Evidence from Colombo stock exchange. Sri Lanka Economic Journal, 13(1), 112-137.
    Paper not yet in RePEc: Add citation now
  28. Proceedings of the SecondAnnualABIT Conference. 2-4, May 2002, Pittsburgh, Pennsylvania.
    Paper not yet in RePEc: Add citation now
  29. Rigobon, R., Sack, B. (2005), The effects of war risk on US financial markets. Journal of Banking and Finance, 29(7), 1769-1789.

  30. Robbani, M.G., Anantharaman, S. (2002), An econometric analysis of stock market reaction to political events in emerging markets.
    Paper not yet in RePEc: Add citation now
  31. Samarakoon, L.P. (2004), Efficiency of the Sri Lankan stock market. Sri Lankan Journal of Business Economics, 1(1), 1-22.
    Paper not yet in RePEc: Add citation now
  32. Sriananthakumar, S., Narayan, S., (2015), Are prolonged conflict and ension deterrents for stock market integration? The case of Sri Lanka. International Review of Economics & Finance, 39, 504-520.

  33. Wolfers, J., Zitzewitz, E. (2009), Using markets to inform policy: The case of the Iraq war. Economica, 76(1), 225-250.

  34. Zussman, A., Zussman, N. (2006), Assassinations: Evaluating the effectiveness of an Israeli counterterrorism policy using stock market data. The Journal of Economic Perspectives, 20(2), 193-206.

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches. (2022). Aminimehr, Amirhossein ; Raoofi, Ali.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-022-10283-1.

    Full description at Econpapers || Download paper

  2. Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa. (2020). Evans, Olaniyi ; Iyoha, Faith ; Kelikume, Ikechukwu.
    In: MPRA Paper.
    RePEc:pra:mprapa:118200.

    Full description at Econpapers || Download paper

  6. Testing Random Walk and Market Efficiency: A Cross-Stock Market Analysis. (2018). .
    In: Foreign Trade Review.
    RePEc:sae:fortra:v:53:y:2018:i:4:p:225-238.

    Full description at Econpapers || Download paper

  7. Evidence of random walk in Pakistan stock exchange: An emerging stock market study. (2018). Shamshir, Musarrat ; Mustafa, Khalid ; Baig, Mirza Jawwad.
    In: Journal of Economics Library.
    RePEc:ksp:journ5:v:5:y:2018:i:1:p:103-117.

    Full description at Econpapers || Download paper

  8. Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

    Full description at Econpapers || Download paper

  9. The Impact of the Sri Lankan Civil War on the Stock Market Performances. (2017). Jayakody, Shashitha Gimhani .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-51.

    Full description at Econpapers || Download paper

  10. The efficiency of the stock market in Serbia. (2016). Staki, Nikola ; Kapor, Predrag ; Jovancai, Ana .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:1:p:156-165.

    Full description at Econpapers || Download paper

  11. Tests of Random Walk and Efficient Market Hypothesis in Developing Economies: Evidence from Nigerian Capital Market. (2015). Agbam, Azubuike Samuel .
    In: International Journal of Management Sciences.
    RePEc:rss:jnljms:v5i1p1.

    Full description at Econpapers || Download paper

  12. Weak Form Market Efficiency During the 2008 Financial Crisis: Evidence from the Muscat Securities Market. (2014). al Kharusi, Sami ; Weagley, Robert O..
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:8:y:2014:i:4:p:27-42.

    Full description at Econpapers || Download paper

  13. The importance of using a test of weak-form market efficiency that does not require investigating the data first. (2014). Dryver, Arthur L. ; Aumeboonsuke, Vesarach .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:350-357.

    Full description at Econpapers || Download paper

  14. Is Pakistan Stock Market Moving towards Weak-Form Efficiency? Evidence from The Karachi Stock Exchange and the Random Walk Nature of Free-Float of Shares of KSE 30 Index. (2014). Muhammad, Nabeel ; Akber, Ushna .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:808-836.

    Full description at Econpapers || Download paper

  15. Empirical Testing for Weak Form Hypothesis of Emerging Capital Markets: A Comparative study of Jordan’s ASE and Turkey’s BORSA IST. (2013). Farid, Abdul Aziz .
    In: International Journal of Empirical Finance.
    RePEc:rss:jnljef:v1i2p1.

    Full description at Econpapers || Download paper

  16. Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index.. (2013). Muhammad, Nabeel ; Akber, Ushna .
    In: MPRA Paper.
    RePEc:pra:mprapa:49128.

    Full description at Econpapers || Download paper

  17. Does Past Information Help Predict Future Price Movements in Emerging Capital Markets? Evidence from the Colombo Securities Exchange. (2012). .
    In: South Asia Economic Journal.
    RePEc:sae:soueco:v:13:y:2012:i:2:p:241-264.

    Full description at Econpapers || Download paper

  18. Weak Form Efficiency of Pakistan Stock Market using Non-Parametric Approaches. (2011). Irfan, Maria.
    In: Journal of Social and Development Sciences.
    RePEc:rnd:arjsds:v:2:y:2011:i:6:p:249-257.

    Full description at Econpapers || Download paper

  19. Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market. (2010). lensink, robert ; Lanjouw, Ger ; Loc, Truong Dong .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:27:p:3519-3532.

    Full description at Econpapers || Download paper

  20. TESTING THE EFFICIENCY MARKET HYPOTHESIS FOR THE ROMANIAN STOCK MARKET. (2009). Dima, Bogdan.
    In: Annales Universitatis Apulensis Series Oeconomica.
    RePEc:alu:journl:v:1:y:2009:i:11:p:41.

    Full description at Econpapers || Download paper

  21. The cost of downside protection and the time diversification issue in South Asian stock markets. (2008). Alles, Lakshman.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:10:p:835-843.

    Full description at Econpapers || Download paper

  22. A non-parametric assessment of weak-form efficiency in the UAE financial markets. (2006). Squalli, Jay.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:18:p:1365-1373.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 10:58:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.