[
Afik, Z., Tehila R.C. & Yaron, L. (2021). Getting High On Cannabis Stock Returns an Event Study. Finance Research Letters, 46, 102226.
]Search in Google Scholar
[
Barett, W., Heuson, A., Kolb, R. & Schropp, G. (1987). The adjustment of stock prices to completely unanticipated events. The Financial Review, 22 (2), p. 345-354.
]Search in Google Scholar
[
Binder, J. (1998). The event study methodology since 1969. Review of Quantitative Finance and Accounting, 11, p. 111–137.
]Search in Google Scholar
[
Boehmer, E., Masumeci, J. & Poulsen, A.B. (1991). Event-study methodology under conditions of event-induced variance. Journal of Financial Economics, 30, p. 253–272.
]Search in Google Scholar
[
Boubaker, S., Goodell, J. W., Pandey, D. K. & Kuma, V. (2022). Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. Finance Research Letters, 48, 102934.
]Search in Google Scholar
[
Boungou, W. and Yatié, A. (2022). The impact of the Ukraine–Russia war on world stock market returns. Economics Letters, 215, 110516.
]Search in Google Scholar
[
Brown, S. & Jerold, B.W. (1980). Measuring Security Price Performance". Journal of Financial Economics, 8 (3), p. 205-258.
]Search in Google Scholar
[
Brown, S. & Warner, J. (1985). Using daily stock returns: The case of event studies. Journal of Financial Economics, 14, p. 3-31.
]Search in Google Scholar
[
Carter, D. & Simkins, B. (2004). The market’s reaction to unexpected, catastrophic events: the case of airline stock returns and the September 11th attacks. The Quarterly Review of Economics and Finance, 44, p. 539-558.
]Search in Google Scholar
[
Chen, A., & Siems, T. (2004). The effects of terrorism on global capital markets. European Journal of Political Economy, 20, p. 349-366.
]Search in Google Scholar
[
Fama, E., Fisher, L., Jensen, M. & Roll, R. (1969). The adjustment of stock prices to new information. International Economic Review, 10, p. 1-21.
]Search in Google Scholar
[
Fama, E. (1970). Efficient capital markets: a review of theory and empirical work. Journal of Finance, 25 (2), p. 383-417.
]Search in Google Scholar
[
Izzeldin, M., Muradoglu, Y. G., Pappas, V., Petropoulou, A & Sivaprasad, S. (2023). The impact of the Russian-Ukrainian war on global financial markets. International Review of Financial Analysis, 87, 102598.
]Search in Google Scholar
[
Kavussanos, M. & Dockery, E. (2001). A Multivariate Test for Stock Market Efficiency: The Case of ASE. Applied Financial Economics, 11, p. 573-79.
]Search in Google Scholar
[
Kumari, V., Kumar, G. & Pandey, D. K. (2023). Are the European Union stock markets vulnerable to the Russia–Ukraine war?. Journal of Behavioral and Experimental Finance, 37, 100793.
]Search in Google Scholar
[
Mackinlay, A. C. (1997). Event Studies in Economics and Finance. Journal of Economic Literature, 35 (1), p. 13-39.
]Search in Google Scholar
[
Martins, A. M., Correia, P. & Gouveia R. (2023). Russia-Ukraine conflict: The effect on European banks’ stock market returns Antonio. Journal of Multinational Financial Management, 67, 100786.
]Search in Google Scholar
[
Pacicco, F., Vena, L. & Venegoni, A. (2018). Event study estimations using Stata: The estudy command. The Stata Journal, 18 (2), p. 461–476.
]Search in Google Scholar
[
Panagiotis, L. & Spyridon, R. (2010). The Impact of Terrorism on Greek Banks Stocks: An Event Study. International Research Journal of Finance and Economics, 51, p. 88-96.
]Search in Google Scholar
[
Rigobon, R. & Sack, B. (2005). The effects of war risk on US financial markets. Journal of Banking & Finance, 29 (7), p. 1769-1789.
]Search in Google Scholar
[
Sorokina, N., Booth, D. E. & Thornton, J. H. Jr. (2013). Robust methods in event studies: Empirical evidence and theoretical implications. Journal of Data Science, 11, p. 575–606.
]Search in Google Scholar
[
*** https://finance.yahoo.com
]Search in Google Scholar
[
*** https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library
]Search in Google Scholar
