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Heterogeneous Impacts of Wars on Global Equity Markets : Evidence From the Invasion of Ukraine

Boubaker, Sabri; Goodell, John W.; Pandey, Dharen Kumar; … - 2022

Using an event study methodology to examine the impact of the 2022 Russian invasion of Ukraine, we find that this invasion generated negative cumulative abnormal returns for global stock market indices, but with heterogeneous effects. Cross-sectional analysis reveals that economic globalization...

Persistent link: https://www.econbiz.de/10013290510

Industry momentum with correlation consolidation : evidence from China

Boubaker, Sabri; Du, Lechuan; Liu, Zhenya - In: The journal of asset management : a major new, … 23 (2022) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10013170893

Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach

Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587

Persistent link: https://www.econbiz.de/10011647569

The shifting dependence dynamics between the G7 stock markets

BenSaïda, Ahmed; Boubaker, Sabri; Nguyen, Duc Khuong - In: Quantitative finance 18 (2018) 5, pp. 801-812

Persistent link: https://www.econbiz.de/10011907944

Black swan events and safe haven : the role of gold in globally integrated emerging markets

Bekiros, Stelios; Boubaker, Sabri; Nguyen, Duc Khuong; … - In: Journal of international money and finance 73 (2017), pp. 317-334

Persistent link: https://www.econbiz.de/10011787736

Evolutionary-based return forecasting with nonlinear STAR models : evidence from the Eurozone peripheral stock markets

Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Risk management decisions and wealth management in …, (pp. 307-333). 2018

Persistent link: https://www.econbiz.de/10011871641

Heterogeneous impacts of wars on global equity markets : evidence from the invasion of Ukraine

Boubaker, Sabri; Goodell, John W.; Pandey, Dharen Kumar; … - In: Finance research letters 48 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013463235

Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China

Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559

Persistent link: https://www.econbiz.de/10014382734

Customer relationships, corporate social responsibility, and stock price reaction : lessons from China during health crisis times

Boubaker, Sabri; Liu, Zhenya; Zhan, Yaosong - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553682

The mirror of history : how to statistically identify stock market bubble bursts

Boubaker, Sabri; Liu, Zhenya; Sui, Tianqing; Zhai, Ling - In: Journal of economic behavior & organization : JEBO 204 (2022), pp. 128-147

Persistent link: https://www.econbiz.de/10014228489