The impact of natural disasters on the stock returns and volatilities of local firms

Author:

Bourdeau-Brien Michael,Kryzanowski Lawrence

Funder

Senior Concordia University Research Chair in Finance

IFM2

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Globalization and financial market contagion: Evidence from financial crisis and natural disasters;Asongu,2013

2. Does uncertainty reduce growth? Using disasters as natural experiments;Baker,2013

3. False discoveries in mutual fund performance: Measuring luck in estimated alphas;Barras;Journal of Finance,2010

4. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Benjamini;Journal of the Royal Statistical Society, Series B: Statistical Methodology,1995

5. Geography of firms and propagation of local economic shocks;Bernile,2015

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