Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty: a first and second wave perspective

EK Chowdhury - Journal of Capital Markets Studies, 2022 - emerald.com
Purpose This paper aims to analyze the impact of Covid-19 on the stock market volatility and
uncertainty during the first and second waves. Design/methodology/approach This study has …

Reactions of global stock markets to the Russia–Ukraine war: An empirical evidence

EK Chowdhury, II Khan - Asia-Pacific Financial Markets, 2024 - Springer
This study measures the immediate impact of Russia–Ukraine war on the global stock
markets for the first four months since Russia's first invasion attempt on February 24, 2022 …

Strategy for implementing blockchain technology in accounting: Perspectives of stakeholders in a developing nation

EK Chowdhury, II Khan, BK Dhar - Business Strategy & …, 2023 - Wiley Online Library
This study applies the Unified Theory of Acceptance and Use of Technology model to
explore the factors that potential users may prioritize when intending to use blockchain …

Gauging demand for cryptocurrency over the economic policy uncertainty and stock market volatility

EK Chowdhury, MN Abdullah - Computational Economics, 2024 - Springer
This paper analyzes the response of cryptocurrency returns to the movement of economic
policy uncertainty (EPU) and stock market volatility (VIX), as well as a few macroeconomic …

A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan

E Thalassinos, N Khan, S Ahmed, H Zada, A Ihsan - Risks, 2023 - mdpi.com
In recent years, the rapid and significant development of emerging markets has globally led
to insight from potential investors and academicians seeking to assess these markets in …

Pricing ability of Carhart four-factor and Fama–French three-factor models: empirical evidence from Morocco

M Benali, K Lahboub, A El Bouhadi - International Journal of Financial …, 2023 - mdpi.com
In this study, the reliability of the Fama–French Three-Factor model (FF3F) and the Carhart
Four-Factor model (C4F) is examined thoroughly. In order to determine which of the asset …

A comparative study of the Fama-French three factor and the Carhart four factor models: Empirical Evidence from Morocco

O Tazi, S Aguenaou, J Abrache - International Journal of …, 2022 - econjournals.com.tr
This paper investigates the validity of the Fama-French Three Factor (FF3F) and the Carhart
Four Factor (C4F) models in Morocco. Monthly returns of Casablanca Stock Exchange-listed …

The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios

E Saucedo, J Gonzalez - Journal of Economics, Finance and …, 2021 - emerald.com
Purpose Fama–French model (FFM) has been successful in helping to predict the financial
markets, but investors have been interested in creating more sophisticated models to better …

Impact of Cryptocurrency Market on the Performance of Stock Market-An Empirical Study

J Shaturaev - 2023 - mpra.ub.uni-muenchen.de
This paper intends to measure the effect of cryptocurrency market on the performance of
stock market. It considers US S&P500 daily index as the dependent variable while daily …

Unleashing the potential of artificial intelligence in auditing: a comprehensive exploration of its multifaceted impact

R Patel, F Khan, B Silva, J Shaturaev - 2023 - mpra.ub.uni-muenchen.de
This research paper examines the impact of Artificial Intelligence (AI) on the financial audit
process and explores how it enhances auditing practices. The integration of AI technology in …