GARCH (1, 1) models and analysis of stock market turmoil during COVID-19 outbreak in an emerging and developed economy

B Setiawan, M Ben Abdallah, M Fekete-Farkas… - Journal of Risk and …, 2021 - mdpi.com
COVID-19 pandemic has led to uncertainties in the financial markets around the globe. The
pandemic has caused volatilities in the financial market at varying magnitudes, in the …

Covid-19 and informational efficiency in Asian emerging markets: a comparative study of conventional and Shariah-compliant stocks

MW Raza, B Said, A Elshahat - … Journal of Islamic and Middle Eastern …, 2023 - emerald.com
Purpose This study aims to provide a comparative insight into the level of informational
efficiency and irregularities of Shariah-compliant stocks and conventional stocks in three …

Herding behavior by socially responsible investors during the COVID-19 pandemic

M Lobato, J Rodríguez… - Review of Behavioral …, 2024 - emerald.com
Purpose This study aims to examine the herding behavior of socially responsible exchange
traded funds (SR ETFs) in comparison to conventional ETFs during the COVID-19 …

[PDF][PDF] Market efficiency and global issues: A case of Indonesia

SB Novi, W Pontoh - Investment Management & Financial …, 2022 - businessperspectives.org
The efficient market hypothesis assumes that the stock prices fully reflect all relevant
information. Under the weak form, the future prices are independent of current prices or in …

The random walk and systematic risk in Indonesia

W Pontoh, NS Budiarso - 2023 - um.edu.mt
PURPOSE: During the period 2022 until January 2023, several new global issues emerged
besides the COVID-19 pandemic and had an impact on economic. This study aims to …

[PDF][PDF] REVISITING PORTFOLIO OPTIMIZATION AND 1/N RULES: SHARIAH VS CONVENTIONAL STOCKS'PERFORMANCE DURING THE COVID-19 PANDEMIC

N Abuoliem, B Kalyebara… - International Journal of …, 2021 - researchgate.net
This paper investigates whether Shariah-compliant firms outperform conventional peers in
the Malaysia stock market in terms of firm value optimization and 1/N rules, during the recent …

The Puzzle of Informational Efficiency & Macroeconomic Variables: A Comparative Evidence in Shari'ah Stock Markets of Pakistan viz-a-viz Malaysia

M Shehryar, Q Abbas… - iRASD Journal of …, 2022 - journals.internationalrasd.org
The present study examines the weak-form informational efficiency of the Shari'ah stock
market of Pakistan and Malaysia. For this purpose, the study uses the daily index price data …

EFFICIENT MARKET HYPOTHESIS DURING COVID-19 PANDEMIC: BRICS-T COUNTRIES

MB Öztürk, MS Çelik, G Avbaz - Ömer Halisdemir Üniversitesi …, 2024 - dergipark.org.tr
The impact of COVID-19 on financial markets has become a significant topic of research in
the literature. Particularly, the declaration of the outbreak as a global pandemic by the World …

Investigating the weak and semi-strong forms of Informational Efficiency on the West African Economic and Monetary Union's Stock Exchange (BRVM) through returns …

DLT Toe, M Toe, TD Zoungrana - SN Business & Economics, 2023 - Springer
This study uses data from the BRVM and BCEAO databases collected between 1998 and
2020 to analyze the weak and semi-strong forms of the informational efficiency in the BRVM …

Analisis random walk saham ANTM di bursa efek Indonesia selama covid-19

A Faisal, KI Yulianto - Mediastima, 2023 - ejournal-ibik57.ac.id
Dalam hipotesis pasar modal yang efisien menyebutkan seluruh harga saham yang ada di
pasar modal adalah mencerminkan harga di masa lalu. Karenanya seluruh investor …