Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

N Khan, A Saleem, O Ozkan - Resources Policy, 2023 - Elsevier
The influence of oil price disturbances and geopolitical risk on stock returns and volatility
has been investigated by many scholars in different settings, though few of these have …

Geopolitical risk and stock market volatility in emerging markets: A GARCH–MIDAS approach

AA Salisu, AE Ogbonna, L Lasisi, A Olaniran - The North American Journal …, 2022 - Elsevier
In this study, we examine the connection between geopolitical risk (GPR) and stock market
volatility in emerging economies. Our motivation for this study is premised on the need to …

How rational is gambling?

RM Stetzka, S Winter - Journal of economic surveys, 2023 - Wiley Online Library
The typical gambler loses money but continues to gamble nonetheless. Why? Research
from orthodox and behavioral economics, psychology, sociology, and medicine has offered …

Climate change-induced firms' initiatives and investors' perceptions: evidence from Bursa Malaysia

MM Alam, Y Mohamad Tahir… - … and Policy Journal, 2024 - emerald.com
Purpose This research paper aims to empirically explore how stock market investors'
perceptions are affected by extreme climatic events like El Nino and floods in Malaysia …

Historical geopolitical risk and the behaviour of stock returns in advanced economies

AA Salisu, L Lasisi, JP Tchankam - The European Journal of …, 2022 - Taylor & Francis
In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on
the economies of advanced countries (G7 and Switzerland). We construct a predictive …

Global impact of geopolitical oil price uncertainty and associated commodity prices on clean energy stocks

O Ozkan, A Saleem, N Khan… - Energy & …, 2024 - journals.sagepub.com
Theoretically, geopolitical risk and policy uncertainties can directly affect energy markets.
Since fluctuations in it lead to cost the of clean energy sources as they compete with …

Risk factors in the Indonesian stock market

N Li, C Wei, L Zhang - Pacific-Basin Finance Journal, 2023 - Elsevier
This paper identifies the relevant risk factors that determine the cross-section of returns in
the Indonesian stock market. We examine 152 factors using the Bayesian framework …

[PDF][PDF] Macroeconomic Factors And Stock Returns In APT Framework.

PY Amtiran, R Indiastuti, SR Nidar… - International Journal of …, 2017 - ijem.upm.edu.my
This study was conducted to see the effect of the relationship between macroeconomic
factors, economic growth, inflation rate and the exchange rate on stock returns in the …

Commodity price volatility, risk exposure and development of financial institutions

R Abaidoo, EK Agyapong - International Journal of Emerging Markets, 2024 - emerald.com
Purpose This study examines the dynamics of financial institution development among
economies in sub-Saharan Africa (SSA) and how volatility in forex-adjusted price of key …

The impact of political risk and macro economics on stock return at Indonesia stock exchange (An approach of Arbritage Pricing Theory (APT))

EI Siregar - KnE Social Sciences, 2019 - knepublishing.com
Abstract Politics Risk and Macro Economics factors Indonesia have become one of the
indicators for investors to invest in Indonesia. Generally, investors expect a higher expected …