Volatility spillover among the sustainable indices of emerging markets: Evidence from pre-COVID and COVID periods

S Sahoo, S Kumar - Vision, 2023 - journals.sagepub.com
This study investigated the dynamic volatility spillover among the sustainable stock indices
of emerging markets such as China, India, South Korea, Thailand, Indonesia and Malaysia …

Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict

PK Maurya, R Bansal, AK Mishra - Studies in Economics and Finance, 2024 - emerald.com
Purpose This paper aims to investigate the dynamic volatility connectedness among 13 G20
countries by using the volatility indices. Design/methodology/approach The connectedness …

The status of the Saudi construction industry during the COVID-19 pandemic

S Almutairi, M Bakri, AA AlMunifi, M Algahtany… - Sustainability, 2023 - mdpi.com
The outbreak of COVID-19 has had a profound impact on the Saudi construction industry as
well as the country's economy. The pandemic jeopardized the positive perspectives and …

Stock market performance during COVID-19 pandemic: A systematic literature review

PM FITRIANA, J SAPUTRA… - … in Economic Fields, 2023 - journals.aserspublishing.eu
This study provides a comprehensive review using a systematic database to comprehend
the pragmatic studies that examine the stock market performance during the COVID-19 …

COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach

J Boukhatem, AM Alhazmi - Future Business Journal, 2024 - Springer
In 2020, the world experienced several significant events, including the coronavirus (COVID-
19) pandemic and the collapse of international crude oil prices. The rapid spread of this …

Research Trends and Directions on Real Estate Investment Trusts' Performance Risks

C Okoro, MM Ayaba - Sustainability, 2023 - mdpi.com
The status of real estate investment trusts (REITs) rose in investment decisions and research
since 2008, after the global financial crisis (GFC) and the surge in REITs. However, the …

Investors' sentiment and equity markets during COVID-19 period: a quantile regression approach and wavelet analysis

ȘC Gherghina, S Mehdian, O Stoica - Journal of Business Economics …, 2023 - ijspm.vgtu.lt
The purpose of this study is to investigate the relationship between investor sentiment and
leading equity market indices from the US, Europe, Asia, and globally between January …

The Relationship Between the Stock Market Volatility, Liquidity, Exchange Rate Return, and Stock Return During the COVID-19 Period: The case of the BIST 100 …

E Bulut, Aİ Şimşek - Bingöl Üniversitesi İktisadi ve İdari Bilimler …, 2023 - dergipark.org.tr
The COVID-19 Pandemic, emerged in China at the end of 2019, negatively affected many
sectors on global scale. This study examined the period between March 11, 2020, when the …

The Time-Varying Impact of COVID-19 on the Telecom Industry

Y Zhu - Proceedings of the 6th International Conference on …, 2023 - Springer
Since the beginning of 2020, COVID-19 has severely impacted human life to the extent of
the whole world. This paper aims to find out the time-varying impact of COVID-19 on the …

Evaluating the Influence of Value-Added Tax Policy Changes on the Liquidity and Performance of Banking Sector Stocks: An Event Study Analysis

M Al-Otaibi, NM Nor, Y Yusri - 2024 - preprints.org
This paper aims to provide an evaluation of how Value Added Tax (VAT) policy alterations
influence market liquidity, trading volume, and stock performance. To fill the existing …