Seasonality in stock market is a well recognized postulation. The phenomenon stands for a regular or rhythmic pattern, apparent in stock returns. The present study investigates the persistence of such regularities in the form of weekend effect, monthly effect and holidays effect employing...

In the event that the COVID-19 pandemic spreads across various stock markets, this study may be deemed as one of the primary studies to evaluate cross-market interactions. The study examines the spread of contagious effects originating from developed economies (the United States, the United...