The relationship between oil price movements and stock markets during the COVID-19 pandemic and the geopolitical crisis like the ongoing Russian-Ukraine war is yet unexplored extensively. This study therefore examines the return-correlation effects of oil prices on stock markets and their...

Using monthly returns of ten S&P 500 sectoral indices from January 1990 to January 2015, we examine the impact of demand and supply shocks of oil on the stock market. We confirm that positive shocks to U.S. production of oil and economic activity have a significant and positive influence on...

This paper employs extreme downside risk measures to estimate the impact of the global financial crisis in 2008/2009 on equity markets in major oil producing Middle East countries. The results in the paper indicate the spillover effect of the global crisis varied from a country to another, but...

Purpose - The purpose of this paper is to obtain new empirical evidence about the connections between equity trading activity and five possible liquidity determinants: market capitalisation, dividend yield, earnings yield, company growth and the distinction between recently listed firms as...