This paper investigates the existence of seasonality anomalies in the stock returns of the oil and gas companies on the London Stock Exchange. It employs F-test, Kruskal-Wallis and Tukey tests to examine days-of-the-week effect. Generalised autoregressive conditional heteroscedasticity...

The relationship between oil and stock is important because oil is the key production input for most industries and stock market performance, to some extent, reflects the economic conditions. However, the relationship between oil price and stock prices of oil and gas industry companies is more...

Capital structure has central importance to evaluate the overall return of the firms, and it is more important to know that whether the stock return are sensitive to change in capital structure. This study investigates the impact of capital structure on stock return in the context of oil and gas...