While investor sentiment has been shown to have a robust, direct impact on stock returns,
we know little about how it impacts returns through an indirect channel from conditional …

This study examines the impact of India's export restrictions on domestic retail rice prices
using a dynamic panel GARCH model. The findings suggest that export restrictions are not a …

The outbreak of the COVID-19 pandemic received widespread media attention, and global
financial markets reacted strongly to the pandemic shocks. It is, therefore, worthwhile to …

This study contributes to the literature on the relationship between fundamental economic
factors and stock price movements. We evaluate the relationship between domestic and …

This article examines whether incorporating investors' uncertainty, as captured by the
conditional volatility of sentiment, can help forecasting volatility of stock markets. In this …

This study analyzes the role of push–pull factors on the level, volatility and comovement of
capital flows in emerging markets (EMs). Taking the commonality of capital flows into …

We examine the relationship between inflation targeting and the behavior of the level and
volatility of inflation for eight Asian countries over the period 1987–2013. In contrast to …

With the rapid development of capital market and the great increment of people's income,
more and more people want to invest money to the stock market and increase their wealth …

For the panel generalized autoregressive conditional heteroskedasticity (GARCH) model,
the conditions for the stationarity and positive definiteness of conditional covariance …

The authors undertook to examine 720 monthly observations of activity in 15 Arab stock
markets over four years (from 2014 to 2017) to identify the dynamic linkages among those …