Front Matter
Author:
Mr. Philip Barrett
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,
Sophia Chen
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,
Miss Mali Chivakul
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, and
Ms. Deniz O Igan
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https://orcid.org/0000-0002-9501-1807

Front Matter Page

Research Department

Contents

  • 1 Introduction

  • 2 Measuring Social Unrest

    • 2.1 Identifying social unrest events from daily media reports

    • 2.2 Validation

  • 3 Data and Methodology

    • 3.1 Data

    • 3.2 Event-study approach

    • 3.3 Regression analysis

    • 3.4 Control variable regression

  • 4 Main results

    • 4.1 Cumulative abnormal returns

    • 4.2 Regression results

    • 4.3 Heterogeneities: duration and income

    • 4.4 The role of institutions

    • 4.5 The role of elections

  • 5 Robustness checks

  • 6 Discussion

  • 7 Conclusion

  • Appendix

  • Collapse
  • Expand
Pricing Protest: The Response of Financial Markets to Social Unrest
Author:
Mr. Philip Barrett
,
Sophia Chen
,
Miss Mali Chivakul
, and
Ms. Deniz O Igan