Buy when there’s blood in the streets
How geopolitical adverse events can push defense stock returns to the extreme
Bibliographic Data
| ID | 11309272 |
|---|---|
| Authors | David Neto (0009-0007-5993-080X, corresponding author) |
| Year | 2025 |
| Volume | 90 |
| Pages | 102771 |
| Publication date | 2025-12-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | European Journal of Political Economy (JOURNAL) |
| Journal identifiers | ISSN: 0176-2680 • E-ISSN: 1873-5703 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.ejpoleco.2025.102771 |
| OpenAlex | W4415964785 |
| Language | EN |
| Citations received | 1 |
| References cited | 38 |
Adverse selection · Geopolitics · Market Dynamics and Volatility · Risk Management in Financial Firms · Supply Chain Resilience and Risk Management
Estimation and Inference of Impulse Responses by Local Projections
Hypothesis Testing with Efficient Method of Moments Estimation
Measuring Geopolitical Risk
Geopolitical risk, supply chains, and global inflation
Stock market spillovers of global risks and hedging opportunities
Geopolitical shocks and commodity market dynamics
Geopolitical risks and business fluctuations in Europe
Geopolitical risk and stock prices
Geopolitical Risks, Political Tensions and the European Economy
What drives abnormal returns of stock markets in wartime? Evidence from 17 invasions
| Citations per year | 1 |
|---|---|
| Citation span | 2026 - 2026 (1) |
| Highly cited | No |