This paper examines the impact of political uncertainty (caused by the civil uprisings in the
Arab World ie,“Arab Spring”) on the volatility of major stock markets in the MENA region. Our …

This paper examines the impact of political uncertainty caused by the civil uprisings,(the
Tunisian Revolution) on the behavior and characteristics of Tunisian stock market cycles …

This paper explored the new features of emerging stock markets, in order to point out the
most associated indicators of increasing stock return volatility, which may lead to instability …

This paper examines the influence of domestic and international terrorist attacks on the
volatility of domestic European stock markets. In the past decade, terrorism fears remained …

Purpose Over a short interval of time (ie 2011-2014), Egypt has experienced tectonic
political shifts, including the toppling of a long-entrenched dictator, two presidential …

This paper considers two emerging markets that are under-researched, Kenya and Nigeria.
It offers a comprehensive view of four time properties that emerged from the empirical time …

Purpose–Previously elaborated research works, dealing with the political uncertainty effect
on stock market, have been primarily concerned with such political events as terrorist …

This paper provides evidence on return predictability in Africa's emerging equity markets.
We concentrate our analysis on the behaviour of the first and second moments of return …

This study investigates the impact of modern health pandemics on the firm's stock price
crash risk. Further, the study explores this problem using a comprehensive cross-country …

In developed equity markets the APARCH model of Ding, Granger and Engle [Ding, Z.,
Granger, C. and Engle, R., 1993. A long memory property of stock market returns and a new …