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An analytical study on volatility and impact of selected sectoral indices on national stock exchange during Covid-19

Lekha Shree.S; Kanniammal, K. - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10014414209

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets

Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149

Persistent link: https://www.econbiz.de/10011760780

Modeling of stock indices with HMM-SV models

Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60

Persistent link: https://www.econbiz.de/10011795001

Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program

Lin, Wensheng - In: Economic modelling 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011813838

GARCH (1,1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy

Setiawan, Budi; Abdallah, Marwa Ben; Fekete-Farkas, Maria; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-19

COVID-19 pandemic has led to uncertainties in the financial markets around the globe. The pandemic has caused volatilities in the financial market at varying magnitudes, in the emerging versus developed economy. To examine this phenomenon, this study investigates the impact of COVID-19 pandemic...

Persistent link: https://www.econbiz.de/10012798651

Assessment of return and volatility spillover across sectors' indices : evidence from Pakistan stock exchange

Khalid, Hafiza Muntaha; Farooq, Sadia; Liaqat, Faiza; … - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 477-496

Persistent link: https://www.econbiz.de/10012671202

Analysis of market efficiency and fractal feature of NASDAQ stock exchange : time series modeling and forecasting of stock index using ARMA-GARCH model

Arashi, Mohammad; Rounaghi, Mohammad Mahdi - In: Future Business Journal 8 (2022), pp. 1-12

The multi-fractal analysis has been applied to investigate various stylized facts of the financial market including market efficiency, financial crisis, risk evaluation and crash prediction. This paper examines the daily return series of stock index of NASDAQ stock exchange. Also, in this study,...

Persistent link: https://www.econbiz.de/10013273743

Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators

Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014433687

Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?

Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242

Persistent link: https://www.econbiz.de/10013204855

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