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Record W2477079809 · doi:10.1142/9789812701015_0017

THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS

2005· book-chapter· en· W2477079809 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueWORLD SCIENTIFIC eBooks · 2005
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
FundersUniversity of British ColumbiaLoyola University ChicagoUniversity of Chicago
KeywordsPersianEquity (law)EconomicsBusinessPolitical sciencePhilosophyLinguisticsLaw

Abstract

fetched live from OpenAlex

AbstractThis paper uses the mean-adjusted returns and the market and risk-adjusted returns event-study methodologies to analyze the response of national equity markets to the Persian Gulf Crisis. Daily cumulative abnormal returns are computed for 16 national stock markets and three portfolios of national markets. The main empirical findings are: (1) the Persian Gulf Crisis had a negative effect on equity prices; (2) the Oil Crisis had a greater negative effect on the European, Asian, and Australian markets than on the American and Canadian markets; (3) the initiation of the Gulf War had a much lesser impact in the equity market prices than the invasion of Kuwait; (4) the national markets reacted to both events, the invasion of Kuwait and the start of the Gulf War with lags of two to three days. The negative abnormal returns following the invasion of Kuwait seem to reflect investors' fear of a long armed conflict in the Middle East. On the other hand, the positive abnormal returns following the initiation of the War suggest that investors expected a quick end to the Gulf War. Our results confirm the important role played by oil prices in the world economies and the limitations of international diversification. The efficiency of equity markets is also reflected in the fact that several national markets responded to the Persian Gulf Crisis according to the country's dependence on oil imports.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.587
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0000.000
Science and technology studies0.0010.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.046
GPT teacher head0.271
Teacher spread0.224 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it