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

Author:

Nikkinen Jussi,Omran Mohammad M.,Sahlström Petri,Äijö Janne

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference18 articles.

1. Volatility in emerging stock markets;Aggarwal;Journal of Financial and Quantitative Analysis,1999

2. International stock market linkages: Evidence from the pre- and post-October 1987 period;Arshanapalli;Journal of Banking and Finance,1993

3. Pre and post-October 1987 stock market linkages between U.S and Asian markets;Arshanapalli;Pacific-Basin Finance Journal,1995

4. Stock market volatility and the crash of 1987: Evidence from six emerging markets;Choudhry;Journal of International Money and Finance,1996

5. Implied ARCH models from options prices;Engle;Journal of Econometrics,1992

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