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Impact of Muslim Holy Days on Asian stock markets : an empirical evidence

Ali, Irfan; Akhter, Waheed; Ashraf, Namrah - In: Cogent economics & finance 5 (2017) 1, pp. 1-10

This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey. The study has tried to isolate the effect of Gregorian calendar anomalies from Muslim Holy Days...

Persistent link: https://www.econbiz.de/10011877678

Stock market response to Covid-19 pandemic period in Asian equity markets : an event study

Babu, Manivannan; Hariharan, C.; Kathiravan, Chinnadurai; … - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 147-160

Persistent link: https://www.econbiz.de/10014413961

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (...

Chu, Patrick Kuok-Kun - In: International review of financial analysis 19 (2010) 4, pp. 281-288

Persistent link: https://www.econbiz.de/10009272665

Revisit financial integration in Asia : new time-series evidence from stock markets

Saji, T. G. - In: The Indian economic journal 70 (2022) 2, pp. 209-228

Persistent link: https://www.econbiz.de/10013257481

Study of relationship between large-cap equity funds returns in India and benchmark returns

Kumar, Sanjiwani Jayant; Punjabi, Hitesh; Mahadik, Ashish - In: Analele Universităţii Dunărea de Jos Galaţi / 1 23 (2018) 3, pp. 47-56

Persistent link: https://www.econbiz.de/10012028412

Fractal structure of the stock markets of leading asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal …

Persistent link: https://www.econbiz.de/10011568388

Fractal structure of the stock markets of leading Asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10010480116

Return and Volatility Spillovers Among Asian Stock Markets

Joshi, Prashant - 2019

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …

Persistent link: https://www.econbiz.de/10012890259

Return and Volatility Spillovers Among Asian Stock Markets

Joshi, Prashant Mahesh - 2018

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …

Persistent link: https://www.econbiz.de/10012918671

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