[PDF][PDF] Symmetric and asymmetric effects of financial innovation and FDI on exchange rate volatility: Evidence from South Asian Countries

M Qamruzzaman, AM Mehta, R Khalid… - The Journal of Asian …, 2021 - academia.edu
The study explores the nexus between foreign direct investment (FDI), financial innovation,
and exchange rate volatility in selected South Asian countries for 1980 to 2017. The study …

Factors affecting financial risk: evidence from listed enterprises in Vietnam

HT DANG, DT PHAN, HT NGUYEN… - The Journal of Asian …, 2020 - koreascience.kr
This paper analyzes factors affecting enterprise's financial risk listed on the Vietnam stock
market. The panel data of research sample includes 524 non-financial listed enterprises on …

Decision-making model to predict auto-rejection: An implementation of ARIMA for accurate forecasting of stock price volatility during the COVID-19

S Suripto - Decision Science Letters, 2023 - growingscience.com
This study aims to determine an accurate forecasting model, especially an error rate of
around 0, and to examine how the automatic rejection system reacts to stock price as a …

Heterogeneous macroeconomic factors' effects on stocks across sizes, styles, and sectors in the South Korean market

C Cho, J Yang, B Jang - Plos one, 2024 - journals.plos.org
Knowledge of the key macroeconomic variables that influence stock volatility across capital
sizes, styles, and sectors can provide clues for investment strategies and policy decisions …

Do Islamic Stock Markets diversify the financial uncertainty risk? Evidence from Selected Islamic countries

T Aziz, J Marwat, A Zeeshan, Y Paracha… - The Journal of Asian …, 2021 - koreascience.kr
The study investigates the diversification behavior of Islamic stocks against US financial
uncertainty. Considering limitations found in the literature, a comprehensive index of …

[PDF][PDF] Does Ramzan effect the returns and volatility? Evidence from GCC share market

AA Abro, AR Ul Mustafa, M Ali… - The Journal of Asian …, 2021 - researchgate.net
The study aims to investigate the impact of seasonality in Gulf Cooperation Council (GCC)
countries' share market during the month of Ramadan. It helps in finding the opportunities for …

[PDF][PDF] A sectoral stock investment strategy model in Indonesia stock exchange

D Defrizal, K Romli, A Purnomo… - The Journal of Asian …, 2021 - academia.edu
This study aims to obtain a stock investment strategy model based on the industrial sector in
Indonesia Stock Exchange (IDX). This study uses IDX data for the period of January 1996 to …

Linkage between US financial uncertainty and stock markets of SAARC Countries

T Aziz, J Marwat, S Mustafa, A Zeeshan… - The Journal of Asian …, 2021 - koreascience.kr
The primary purpose of the study is to investigate the volatility spillover from financial
uncertainty (FU) of the United States (US) to the stock markets of SAARC member countries …

Capital market volatility MGARCH analysis: Evidence from Southeast Asia

SA Rusmita, LN Rani, P Swastika… - The Journal of Asian …, 2020 - koreascience.kr
This paper is aimed to explore the co-movement capital market in Southeast Asia and
analysis the correlation of conventional and Islamic Index in the regional and global equity …

Impact of financial risk on profitability: A comparative study of manufacturing and services sectors of Pakistan

M IMRAN, FA SULEHRI - Bulletin of Business and Economics …, 2023 - bbejournal.com
This study has examined the impact of financial risk on profitability in the manufacturing
sector and services sector from 2010 to 2019. This study has used profitability as a …