Görüntüleme
65
İndirme
26
The present paper aims to study the impact of terrorist attacks on the economy as a whole and on several European stock markets. Thus, the event study methodology used in this paper identifies negative abnormal returns during the day of the terrorist attack, showing that investor sentiment has been properly incorporated into stock market prices. Moreover, due to a highly integrated global financial system and to the contagion effect generated by the rapid dissemination of information around the world, more negative abnormal returns were identified on markets that present the same characteristics as the one directly affected by the terrorist attack.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
Makale Detay 
Benzer Makaleler
PDF Görüntüle
Dergi Bilgisi
Eseri Dinleyin
Alıntı Yap
Bu Sayfayı Yazdırın
Paylaş
Mendeley
