[enter Abstract Body]In the Indian equity market, the Systematic Investment Plan (SIP) is the most popularstrategy due to its convenience for disciplined investing regardless of market conditions. This study analyzes the excess returns of an extensive dataset of listed Indiancompanies from 2010...

This research is interested to evaluate the impact of COVID-19 on different stock markets globally. Therefore, we propose a new simulator that is entitled “The Massive Pandemic Contagious Diseases Damage on Stock Markets Simulator (φ-Simulator).” The main objective is to evaluate from a...

This paper formulates an analytical framework to understand the spatiotemporal patterns of epidemic disease occurrence, its relevance, and implications to financial markets activity. The paper suggests a paradigm shift: a new multi-dimensional geometric approach to capture all symmetrical and...

This study was carried out to examine the contagion and structural break for some selected African stock markets namely: Nigeria, Ghana, South Africa (SA), Tunisia, and the US stock market. To achieve this, two periods were considered, that is the crisis period, 31st December, 2013 to 31st...

We show that the probability of information-based trade (PIN) played a significant role in explaining monthly returns on Shanghai A shares over the period 2001 to 2006. In particular, PIN, as approximated by order imbalance as a proportion of total transactions, appears to explain returns even...

The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...

The first public share issue in the PRC took place in 1994. By the early 21st century, in the space of less than two decades, the Chinese stock market has become the largest one in Asia, with the exception of Japan. Along with this rapid enlargement of the market, the Chinese stock trading...