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World War II events and the Dow-Jones Industrial Index

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

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).

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More information

Published date: 7 August 2009
Keywords: wwii, events, structural breaks, allies, stock index
Organisations: Management

Identifiers

Local EPrints ID: 37455
URI: http://eprints.soton.ac.uk/id/eprint/37455
PURE UUID: 88ccff5d-9501-4f70-8902-b6f41cf5e94e

Catalogue record

Date deposited: 11 Jul 2006
Last modified: 17 Jul 2017 15:42

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