This study investigates the long-run relationships and short-run dynamic linkages between the stock exchange of Egypt and its counterparts in Group of Seven (G7) countries, prior to and following the tragic events of September 2001, utilizing Johansen’s cointegration and variance decomposition...

Purpose: This study aims to revisit the stock price–volume relations, providing new evidence from the emerging market of Qatar. In particular, three main issues are examined using both aggregate market- and sector-level data. First, the return–volume relation and whether or not this...

Purpose: This study focuses on Egypt’s recent experience with exchange rate policies, examining the existence of spillover effects of exchange rate variations on stock prices across two different de facto regimes and whether these effects, if any, are asymmetric. Design/methodology/approach:...

This study sets out to provide fresh evidence on the dynamic interrelationships, at both return and volatility levels, between global equity, gold, and energy markets prior to and during the outbreak of the novel coronavirus. We undertake our analysis within a bivariate GARCH(p, q) framework,...

This study sets out to identify the trading patterns of foreign investors versus those of Qatar's domestic counterparts. Specifically, two chief issues are addressed. First, whether the buyside and sellside behaviours of individual and institutional foreign investor groups are different from...

Purpose – The purpose of this paper is to investigate the interrelationships amongst the sector-specific indices of the Qatar Exchange (QE) (i.e. Banking and Financial Institutions (BFI), Industrial (IND), Insurance (INS), and Services (SER)). More specifically, three key issues are explored...

Purpose –The main thrust of the present study is to look into the trading patterns of behavior and investment performance exhibited by individual and institutional investor categories in the Qatar Exchange (QE). The paper aims to discuss these issues. Design/methodology/approach – The...

Purpose – Extending the extant literature and using Qatar’s equity market as a case study, this paper aims to look into the potential impacts of foreign investor groups’ trading activities on market volatility in comparison with those of Qatar’s domestic investor counterparts....