The linked working paper is about the Hamas terrorist attack. Another recent paper about the market anticipation of a geopolitical event is "Expect the unexpect

The linked working paper is about the Hamas terrorist attack. Another recent paper about the market anticipation of a geopolitical event is "Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?" https://www.sciencedirect.com/science/article/pii/S1544612323006736 https://www.sciencedirect.com/science/article/pii/S154461232... , which finds that "Equity markets started to price the conflict at least 50 days before the invasion." A presentation is at https://rpubs.com/MarcellGranat/967563 https://rpubs.com/MarcellGranat/967563 .