The University of Southampton
×
Filter your search:
University of Southampton Institutional Repository

World War II events and the Dow-Jones Industrial Index

World War II events and the Dow-Jones Industrial Index
World War II events and the Dow-Jones Industrial Index
This paper tries to determine which events of World War II (WWII) were viewed as the turning point (structural break) of war by the US investors. The empirical study employs daily Dow Jones industrial average stock index from January 1939 to December 1945 and applies structural shift oriented test to determine endogenously the structural breaks during the WWII period. Results show that majority of the wartime events (on and off the battlefield) labelled important by historians did result in structural breaks in price movement (risk).
wwii, events, structural breaks, allies, stock index
University of Southampton
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728

Choudhry, Taufiq (2009) World War II events and the Dow-Jones Industrial Index (Working Paper Series) Southampton, GB. University of Southampton

Record type: Monograph (Working Paper)

Abstract

This paper tries to determine which events of World War II (WWII) were viewed as the turning point (structural break) of war by the US investors. The empirical study employs daily Dow Jones industrial average stock index from January 1939 to December 1945 and applies structural shift oriented test to determine endogenously the structural breaks during the WWII period. Results show that majority of the wartime events (on and off the battlefield) labelled important by historians did result in structural breaks in price movement (risk).

This record has no associated files available for download.

More information

Published date: 7 August 2009
Related URLs:
Keywords: wwii, events, structural breaks, allies, stock index
Organisations: Management
Learn more about Management research

Identifiers

Local EPrints ID: 37455
URI: http://eprints.soton.ac.uk/id/eprint/37455
PURE UUID: 88ccff5d-9501-4f70-8902-b6f41cf5e94e
ORCID for Taufiq Choudhry: ORCID iD orcid.org/0000-0002-0463-0662

Catalogue record

Date deposited: 11 Jul 2006
Last modified: 12 Dec 2021 03:12

Export record

Contributors

Author: Taufiq Choudhry ORCID iD

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Library staff additional information
Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×