[HTML][HTML] Stock market volatility and return analysis: A systematic literature review

R Bhowmik, S Wang - Entropy, 2020 - mdpi.com
In the field of business research method, a literature review is more relevant than ever. Even
though there has been lack of integrity and inflexibility in traditional literature reviews with …

[PDF][PDF] Testing the conditional volatility of saudi arabia stock market: Symmetric and asymmetric autoregressive conditional heteroskedasticity (garch) approach

JA Alzyadat, AA Abuhommous… - Academy of Accounting …, 2021 - researchgate.net
The study aims to investigate the presence of conditional volatility in the Saudi Arabia stock
market returns. The daily closing equity market price indices for Saudi stock exchange …

The Evolution of Indian Journal of Finance-a Retrospective Review and Future Directions

S Ledwani, S Chakraborty - 2022 - gnanaganga.inflibnet.ac.in
Indian Journal of Finance (IJF) is one of the most prominent research sources in finance,
with a rapidly growing popularity in India and throughout the globe. On the journals 15th …

An assessment of volatility and leverage effect before and during the period of Covid-19: a study of selected international stock markets

A Bhunia, S Ganguly - International Journal of Financial …, 2020 - inderscienceonline.com
This research work assesses the volatility and leverage effect of the selected stock markets
before and during the outburst of the Covid-19 of the selected international stock markets …

Asymmetric Volatility in Stock Market: Evidence from Selected Export-based Countries

H Gupta - The Indian Economic Journal, 2024 - journals.sagepub.com
In a country, the financial markets depend on several economic factors. One of these
important factors is the export of the country. The stock index of the country tends to be …

Volatility spillover among the sectoral indices of the Indian capital market: Evidence from the COVID Period

S Sahoo, S Kumar - Indian Journal of Finance, 2023 - indianjournalofmarketing.com
Purpose: The study aimed to empirically investigate the asymmetric volatility spillover
relationship among the sectors of the Indian capital market during the COVID-19 period …

Exploring the asymmetric price behavior of health care and pharma sector stocks of NSE in the pandemic period

M Muthukamu, S Amutha… - Indian Journal …, 2024 - indianjournalofentrepreneurship …
Purpose: Our research aimed to gain insights into the impact of COVID-19 on the price
behavior of healthcare and pharmaceutical sector stocks in the Indian equity market …

[PDF][PDF] Dynamic connection between macroeconomic variables and sectoral stock returns: Evidence from India.

P Kaur, R SINGLA - Theoretical & Applied Economics, 2021 - ebsco.ectap.ro
The present study attempts to assess the impact of institutional investments, foreign direct
investment, index of industrial production, interest rate, inflation rate, exchange rate, gold …

The causal relationship between volatility in crude oil price, exchange rate, and stock price in India: GARCH estimation of spillover effects

T Lakshmanasamy - Indian Journal of Research in …, 2022 - indianjournalofmarketing.com
The macroeconomic variable: crude oil price, gold price, exchange rate, inflation, and stock
returns are highly volatile and are highly correlated to each other. The volatility in one …

[HTML][HTML] Generalized Asymmetric Correntropy for Robust Adaptive Filtering: A Theoretical and Simulation Study

H Qu, M Wang, J Zhao, S Zhao, T Li, P Yue - Remote Sensing, 2022 - mdpi.com
Correntropy has been proved to be effective in eliminating the adverse effects of impulsive
noises in adaptive filtering. However, correntropy is not desirable when the error between …