When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
Using a news-based gauge of geopolitical risk, we study its role in asset pricing in global
emerging markets. We find that changes in risk positively predict future stock returns. The …
emerging markets. We find that changes in risk positively predict future stock returns. The …
How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?
This study explores the impact of three major risk and uncertainty indices (Geopolitical Risk
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
Geopolitical risk and Stock-Bond interplay: a comparative study of Islamic and conventional assets in the GCC
Undoubtedly, financial markets are not only affected by common economic, financial and
behavioral factors but also by other global risk shocks. In this paper, we investigate the …
behavioral factors but also by other global risk shocks. In this paper, we investigate the …
An investigation of time varying market efficiency: evidence from STOXX Europe Christian index
Purpose The purpose of this study is to investigate whether the STOXX Europe Christian
price index (SECI) follows the premise of efficient market hypothesis (EMH) …
price index (SECI) follows the premise of efficient market hypothesis (EMH) …
How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks? Using Quantile on Quantile regression analysis
Our study extends the existing literature by exploring the impact of three major risk and
uncertainty indices on the Dow Jones Islamic Market (DJIM) World and the ten major …
uncertainty indices on the Dow Jones Islamic Market (DJIM) World and the ten major …
KÜRESEL VE ÜLKEYE ÖZGÜ JEOPOLİTİK RİSKLERİN HİSSE SENEDİ PİYASALARINA DOĞRUSAL OLMAYAN ETKİLERİ
S Güngör, E Erer - Kafkas Üniversitesi İktisadi ve İdari Bilimler …, 2022 - dergipark.org.tr
Bu çalışmada Ocak-1998-Şubat 2022 dönemi için Avrupa Birliği ülkelerinde küresel ve
ülkeye özgü jeopolitik risklerin hisse senedi piyasaları üzerindeki etkilerinin araştırılması …
ülkeye özgü jeopolitik risklerin hisse senedi piyasaları üzerindeki etkilerinin araştırılması …
FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX AND UNCERTAINTY INDEX: EVIDENCE FROM AUTOREGRESSIVE DISTRIBUTED LAG (ARDL) MODEL AND …
JR Francis, RCJ Chia - Labuan Bulletin of International …, 2024 - jurcon.ums.edu.my
The performance of financial markets is influenced by a myriad of factors and one of them is
uncertainty. Uncertainty is said to be a great predictor of both the returns and volatility of …
uncertainty. Uncertainty is said to be a great predictor of both the returns and volatility of …
Impact of Geopolitical Risk on Islamic Sectoral Indices: Evidence from ARDL and NARDL model
A Khokhar, SK Oad Rajput - Impact of Geopolitical Risk on Islamic …, 2021 - papers.ssrn.com
This study extends the literature concerning symmetry and asymmetry in the GPR-stock
relationship by putting forward a new perspective on Islamic sector-based heterogeneity. We …
relationship by putting forward a new perspective on Islamic sector-based heterogeneity. We …