This study investigates the returns spillovers across the equity markets of Asian emerging
economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan …

We identify diversification benefits among Asian equity markets in the COVID-19 era. We
find that such benefits among Asia-Pacific markets changed considerably during the …

Purpose There has been a burgeoning interest in exploring the impact of uncertainty factors
on share returns. However, studies on the influence of global financial uncertainties on …

This paper contributes to the ongoing debate on the nature and characteristics of the
volatility transmission channels of major crash events in international stock markets between …

The study is about contributing to the ongoing discussion on the diversification opportunities
for emerging markets with non-conventional asset class. The limited literature in the era of …

Abstract Environmental, Social and Governance (ESG) factors are a critical input in
emerging markets for managing risks, attracting capital, being competitive, and complying …

International investors face challenges in properly diversifying their portfolios risk due to the
increasingly interconnected nature of financial markets. Using the Tail-Event Driven Network …

While a limited number of studies have employed wavelet techniques to distinguish between
market interdependence and contagion within the context of market co-movement, many of …

This study aims to provide a thorough and critical review of the existing studies investigating
the connectivity feature of integrated reports (IR). The paper goes beyond adoption and pays …

We provide an alternative perspective on the benefits of investing in Multinational
Companies (MNCs) using a unique hand-collected dataset on the location of UK firm's sales …