This article examines the nature of time-varying systematic risk for both Islamic and non-
Islamic sectoral indices during COVID-19. The novelty lies in the analysis of behavioral …

This paper examines the impact of macroeconomic factors, microstructure factors,
uncertainty indexes, the investor sentiment, and global shock factors on the dynamic …

The purpose of this paper is to examine dynamic co-movements and portfolio management
strategies between UK stock indices (aggregate market index and sector indices) and each …

Stock exchange analysis is regarded as a stochastic and demanding real-world setting in
which fluctuations in stock prices are influenced by a wide range of aspects and events. In …

This study used textual analysis of 34,209 news articles to quantify news sentiment into
three main clusters—positive, negative and neutral—before analysing how they co‐move …

We investigate whether crude oil markets are weak-form efficient during different economic
cycles over multi-scales using multifractal detrended fluctuation analysis. Using crude oil …

This paper examines the Brexit announcement's impact on market liquidity, highlighting its
significant effect on UK and EU stocks listed on the NYSE. Regression results indicate that …

This study aims to examine the time-varying efficiency of the Turkish stock market's major
stock index and eight sectoral indices, including the industrial, financial, service, information …

The economic landscape of the UK has been significantly shaped by the intertwined issues
of Brexit, COVID, and their interconnected impacts. The disruptions caused by Brexit and the …

Nowadays, increase of analyzing stock markets as complex systems lead graph theory to
play a key role. For instance, detecting graph communities is an important task in the …