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Forecasting volatility of Saudi stock market (TASI) and sectoral indices

Kumaran, Sunitha - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 6, pp. 819-842

Persistent link: https://www.econbiz.de/10014434354

Market mood index and stock market : evidence from National Stock Exchange

Seth, Neha; Kumar, Yogesh - In: Theoretical and applied economics : GAER review 30 (2023) 1/634, pp. 263-272

Persistent link: https://www.econbiz.de/10014434800

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443108

Do Islamic stocks outperform conventional stocks during crisis periods? : a global comparison

Alamgir, Muhammad; Cheng, Ming-Chang - In: Global business and finance review 28 (2023) 6, pp. 23-47

Purpose: This study examines the performance of Islamic and Conventional stock indices during the Covid-19 pandemic crises. The aim of the study is to find the existence of safe havens in Islamic stock indices. Design/methodology/approach: The study uses mean and cumulative return values and the...

Persistent link: https://www.econbiz.de/10014443248

A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks

Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - In: Journal of empirical finance 70 (2023), pp. 322-341

Persistent link: https://www.econbiz.de/10014423714

Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market

Liu, Shengnan; Yang, Linshan; Gu, Rongbao - In: International review of economics & finance : IREF 85 (2023), pp. 44-58

Persistent link: https://www.econbiz.de/10014424017

Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns

Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636

Persistent link: https://www.econbiz.de/10014424552

Impact of public news sentiment on stock market index return and volatility

Anese, Gianluca; Corazza, Marco; Costola, Michele; … - In: Computational management science 20 (2023) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10014391980

A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks

Pollastri, Alessandro; Rodrigues, Paulo Jorge Maurício; … - 2023

Persistent link: https://www.econbiz.de/10014448099

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