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Geopolitical Threat, Market Capitalization, and Portfolio Return

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence

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Overreaction to Fearsome Risks

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Does gold act as a hedge or a safe haven for stocks? A smooth transition approach

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Geopolitical risks and stock market dynamics of the BRICS

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Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities

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The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?

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Is gold a safe haven? International evidence

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Two decades of contagion effect on stock markets: Which events are more contagious?

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Chapter 15 Anomalies and market efficiency

inferredcites →https://doi.org/10.1080/10242694.2018.1424613openalex-extracted

Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note

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Does Geopolitical Risk Matter? Evidence from South Korea

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Measuring Economic Policy Uncertainty*

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Can Growth Options Explain the Trend in Idiosyncratic Risk?

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Investor Psychology and Asset Pricing

inferredcites →https://doi.org/10.1111/j.0022-2879.2007.00040.xopenalex-extracted

Does Monetary Policy Have Asymmetric Effects on Stock Returns?

inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05004.xopenalex-extracted

Does the Stock Market Overreact?

inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04626.xopenalex-extracted

Structural and Return Characteristics of Small and Large Firms

inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01746.xopenalex-extracted

Uncertainty about Government Policy and Stock Prices

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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

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Does Academic Research Destroy Stock Return Predictability?

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Forecasting Volatility in Financial Markets: A Review

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Measuring Uncertainty

inferredcites →https://doi.org/10.1257/aer.20191823openalex-extracted

Measuring Geopolitical Risk

inferredcites →https://doi.org/10.1257/jep.28.2.153openalex-extracted

Fluctuations in Uncertainty

inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-extracted

The Time Variation in Risk Appetite and Uncertainty

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Predicting the Equity Premium with Dividend Ratios

inferredcites →https://doi.org/10.2139/ssrn.1625845openalex-extracted

Uncertainty About Government Policy and Stock Prices

inferredcites →https://doi.org/10.2139/ssrn.4277423openalex-extracted

Geopolitical Threats, Equity Returns, and Optimal Hedging

inferredcites →https://doi.org/10.2139/ssrn.952289openalex-extracted

Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

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Irreversibility, Uncertainty, and Cyclical Investment

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Conditional Heteroskedasticity in Asset Returns: A New Approach

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The Cross-Section of Expected Stock Returns

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