The purpose of this study is to provide insight into the lead-lag relationships between the
BRIC stock index and its constituents. In addition, we assess the comovements between the …

The recent US-China trade conflict has caused substantial uncertainty in the global markets.
What is the rationale of this conflict? Is the rising of Chinese economy imposing a realistic …

We compare the weak/strong hedging abilities of three alternative assets, namely bitcoin,
gold and US VIX futures, against the downside movements in BRICS stock market indices …

We contribute to the growing literature on information flow among US equities, strategic
commodities (oil and gold) and Brazil, Russia, India, China and South Africa equities. Unlike …

We examine the long-term impact of oil prices, price uncertainty, and local and global
geopolitical risks on Gulf Cooperation Council (GCC) stock markets from May 2007 to …

The main goal of each investor when investing capital is to recover funds. The current
market brings unlimited opportunities in creating an investment strategy. This strategy is …

A green economic transformation requires innovation in related technologies. The impact of
digitalization on corporate green innovation must be investigated in the context of increasing …

We examine the predictive power of implied volatility in the commodity and major developed
stock markets for the implied volatility in individual BRICS stock markets. We use daily data …

Financial markets integration has resulted in high interconnectedness among the BRICS
stock markets, which minimizes diversification potentials. This has increased investors' …

In contrast to the traditional view that economic policy affects investor sentiment and
eventually causes stock price fluctuations, we reveal that investor sentiment is a reflection of …