Impact of terrorism on stock markets: Empirical evidence from the SAARC region

Abstract : This study investigates the impact of terrorism on stock markets in SAARC countries during 2000−2015. An event-study analysis and fixed-effect regression technique are employed to assess whether the impact of various terrorist attacks on the stock market returns of ‘highly affected’ countries differs from that of ‘less affected’ countries in the SAARC region. This study has important implications for policy-makers in relevant countries to combat terrorism and build investor confidence.
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https://hal.umontpellier.fr/hal-02048677
Contributeur : Odile Hennaut <>
Soumis le : lundi 25 février 2019 - 16:35:34
Dernière modification le : mercredi 7 août 2019 - 14:42:02

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  • HAL Id : hal-02048677, version 1

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Naukhaiz Chaudhry, David Roubaud, Waheed Akhter, Muhammad Shahbaz. Impact of terrorism on stock markets: Empirical evidence from the SAARC region. Finance Research Letters, Elsevier, 2018, 26, pp.230-234. ⟨hal-02048677⟩

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