Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war
This research examines the link between the volatility of the Karachi Stock Exchange and
West Texas Intermediate (WTI) crude oil, using daily data between July 1, 2001 and …
West Texas Intermediate (WTI) crude oil, using daily data between July 1, 2001 and …
Predicting stock market trends using machine learning algorithms via public sentiment and political situation analysis
Stock market trends can be affected by external factors such as public sentiment and
political events. The goal of this research is to find whether or not public sentiment and …
political events. The goal of this research is to find whether or not public sentiment and …
The impacts of the COVID-19 pandemic on the movement of composite stock price index in Indonesia
Z Zainuri, S Viphindrartin… - The Journal of Asian …, 2021 - koreascience.kr
This study aims to determine the impact of the news coverage of the COVID-19 pandemic on
the composite stocks' movement (IHSG) in Indonesia. This study used secondary data of …
the composite stocks' movement (IHSG) in Indonesia. This study used secondary data of …
Influence of political stability on the stock market returns and volatility: GARCH and EGARCH approach
Political instability has increased drastically in Pakistan during the last few decades. This
may intensify the fear of investors and eventually affect investment decisions. Therefore, the …
may intensify the fear of investors and eventually affect investment decisions. Therefore, the …
Impact of terrorism and political instability on equity premium: Evidence from Pakistan
W MengYun, M Imran, M Zakaria, Z Linrong… - Physica A: Statistical …, 2018 - Elsevier
The study quantifies the impact of terrorism and political instability on firm equity premium in
Pakistan using panel data for 306 non-financial firms for the period 2001 to 2014. Other …
Pakistan using panel data for 306 non-financial firms for the period 2001 to 2014. Other …
[PDF][PDF] Impact of major political events on stock market returns of Pakistan
H Murtaza, R Ali - Public Policy and Administration Research, 2015 - academia.edu
The purpose of this study is to check the impact of various political events on Karachi stock
exchange. For this purpose nine major political events were taken under study during the …
exchange. For this purpose nine major political events were taken under study during the …
Herd behaviour in an emerging market: an evidence of calendar and size effects
S Tauseef - Journal of Asia Business Studies, 2023 - emerald.com
Purpose This study aims to examine investors' herd behaviour for various calendar events
and size-based stock portfolios in Pakistan. The authors consider three calendar effects …
and size-based stock portfolios in Pakistan. The authors consider three calendar effects …
[PDF][PDF] Presidential election results and stock market performance: evidence from Nigeria
AE Osuala, UA Onoh, GU Nwansi - Applied economics and finance, 2018 - academia.edu
The study investigates the effect of Presidential election results on the performance of an
emerging stock market using the case of the 2011 and 2015 Presidential elections in …
emerging stock market using the case of the 2011 and 2015 Presidential elections in …
[PDF][PDF] Analysis of asymmetric and persistence in stock return volatility in the Nairobi securities exchange market phases
OH Owidi, F Mugo-Waweru - Journal of Finance and Economics, 2016 - academia.edu
Volatility persistence of stock returns has a major effect on future volatility of the market
under the influence of shocks while asymmetric volatility increases market risk thus …
under the influence of shocks while asymmetric volatility increases market risk thus …
Does media sentiment affect stock prices? Evidence from China's STAR market
X Dong, S Xu, J Liu, FS Tsai - Frontiers in Psychology, 2022 - frontiersin.org
Objective This paper explores the impact of media sentiment on stock prices on the
Shanghai Stock Exchange Science and Technology Innovation Board (hereinafter the STAR …
Shanghai Stock Exchange Science and Technology Innovation Board (hereinafter the STAR …