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Predatory publishing is a growing and global issue infecting all scientific domains. Predatory publishers create counterfeit, not (properly) peer-reviewed journals to exploit the open access (OA) model in which the author pays. The plethora of predatory marketing journals along with the sophisticated deceptive practices of their publishers may create total confusion. One of the many highly likely risks of that bewilderment is when peer-reviewed, prestigious marketing journals cite these pseudo-marketing journals. This phenomenon is called citation contamination. This study aims to investigate the extent of citation contamination in the peer-reviewed marketing literature.

Using Google Scholar as a citation gathering tool, this study investigates references to four predatory marketing journals in 68 peer-reviewed marketing journals listed in the 2018 version of the Academic Journal Guide by the Chartered Association of Business Schools (CABSs).

Results indicate that 59 of the 68 CABS-ranked peer-reviewed marketing journals were, up to late January 2021, contaminated by at least one of the four sampled predatory journals. Together, these four pseudo-journals received (at least) 605 citations. Findings from nonparametric statistical procedures show that citation contamination occurred irrespective of the age of a journal or its 2019 Journal Impact Factor (JIF). They also point out that citation contamination happened independently from the fact that a journal is recognized by Clarivate Analytics or not.

This study investigated citations to only four predatory marketing journals in only 68 CABS-listed peer-reviewed marketing journals.

These findings should sound an alarm to the entire marketing community (including academics and practitioners). To counteract citation contamination, recommendations are provided for researchers, practitioners, journal editors and academic and professional associations.

This study is the first to offer a systematic assessment of references to predatory journals in the peer-reviewed marketing literature.

The purpose of this study is to investigate the impact of terrorist attacks on the volatility and returns of the stock market in Tunisia.

The employed sample comprises 1250 trading day from the Tunisian stock index (Tunindex) and stock closing prices of 64 firms listed on the Tunisian stock market (TSM) from January 2011 to October 2015. The research opts for the general autoregressive conditional heteroscedasticity (GARCH) and exponential generalized conditional heteroscedasticity (EGARCH) models framework in addition to the event study method to further assess the effect of terrorism on the Tunisian equity market.

The baseline results document a substantive impact of terrorism on the returns and volatility of the TSM index. In more details, the findings of the event study method show negative significant effects on mean abnormal returns with different magnitudes over the events dates. The outcomes propose that terrorism profoundly altered the behavior of the stock market and must receive sufficient attention in order to protect the financial market in Tunisia.

Very few evidence is found on the financial effects of terrorism over transition to democracy cases. This paper determines the salient reaction of the stock market to terrorism during democratic transition. The findings of this study shall have relevant implications for stock market participants and policymakers.