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How stock markets become desensitized to terror

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dc.contributor.author İlalan, Deniz
dc.date.accessioned 2022-05-20T12:03:11Z
dc.date.available 2022-05-20T12:03:11Z
dc.date.issued 2017
dc.identifier.citation İlalan, Deniz (2017). "How stock markets become desensitized to terror", Journal of Financial Crime, Vol. 24, No. 4, pp. 704-711. tr_TR
dc.identifier.issn 1359-0790
dc.identifier.uri http://hdl.handle.net/20.500.12416/5525
dc.description.abstract Purpose-A widely accepted belief indicates that terror activities have negative impact on stock markets. Contrary to numerous empirical studies, the purpose of this paper is to consider this issue from another point of view in the sense that markets can become desensitized to terror. Design/methodology/approach-Here, instead of directly analyzing the existing data, the stochastic nature of the events is taken into consideration. Findings-The author compares three countries and found out that the correlation between terror and stock markets is almost nil when terror events become a commonplace. Originality/value-This paper applies mean reverting stochastic processes to terror incidents and brings out interesting results. © Emerald Publishing Limited. tr_TR
dc.language.iso eng tr_TR
dc.relation.isversionof 10.1108/JFC-07-2016-0049 tr_TR
dc.rights info:eu-repo/semantics/closedAccess tr_TR
dc.subject Mean Reverting Stochastic Processes tr_TR
dc.subject Stock Returns tr_TR
dc.subject Terrorist Attacks tr_TR
dc.title How stock markets become desensitized to terror tr_TR
dc.type article tr_TR
dc.relation.journal Journal of Financial Crime tr_TR
dc.identifier.volume 24 tr_TR
dc.identifier.issue 4 tr_TR
dc.identifier.startpage 704 tr_TR
dc.identifier.endpage 711 tr_TR
dc.contributor.department Çankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümü tr_TR


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