Crises and contagion in Asia Pacific—Islamic v/s conventional markets
This study attempts to investigate market co-movements in Islamic and mainstream equity
markets across US and Asia Pacific. The objective is to understand the behavior of …
markets across US and Asia Pacific. The objective is to understand the behavior of …
Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
Literature is rife with studies on efficiency of stock markets and financial performance
aspects. One such aspect is the measurement of sectoral efficiency amongst stock markets …
aspects. One such aspect is the measurement of sectoral efficiency amongst stock markets …
[HTML][HTML] How does crisis affect efficiency? An empirical study of East Asian markets
Much research has been undertaken in the Efficient Market Hypothesis (EMH) over the
preceding two decades. With Asian countries emerging as a global powerhouse in terms of …
preceding two decades. With Asian countries emerging as a global powerhouse in terms of …
Quantifying the COVID-19 shock in cryptocurrencies
This paper sheds light on the changes suffered in cryptocurrencies due to the COVID-19
shock through a nonlinear cross-correlations and similarity perspective. We have collected …
shock through a nonlinear cross-correlations and similarity perspective. We have collected …
Analysis of the efficiency–integration nexus of Japanese stock market
This paper attempts a novel approach in analysing the Japanese economy through a dual-
dimension analysis of its stock market, examining the efficiency and market integration …
dimension analysis of its stock market, examining the efficiency and market integration …
A tripartite inquiry into volatility-efficiency-integration nexus-case of emerging markets
The objective of this paper is to analyse the time-varying changes of the three parameters,
volatility, efficiency and integration on stock markets across emerging markets. We do this …
volatility, efficiency and integration on stock markets across emerging markets. We do this …
Are oil prices efficient?
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 …
cycles over multi-scales using multifractal detrended fluctuation analysis. Using crude oil …
[HTML][HTML] Investigating the efficiency of East Asian stock markets through booms and busts
Abstract The Efficient Market Hypothesis has been the subject of considerable debate over
the past several decades with a recent surge in interest in East Asian markets. This study …
the past several decades with a recent surge in interest in East Asian markets. This study …
Understanding Asian emerging stock markets
We use a three-step process employing multifractal detrended fluctuation analysis tostudy
time-varying changes in the volatility and efficiency of Asian emerging equitymarkets. Our …
time-varying changes in the volatility and efficiency of Asian emerging equitymarkets. Our …
Analysing the relationship between oil prices and Islamic stock markets
S Arshad - Economic Papers: A journal of applied economics …, 2017 - Wiley Online Library
This study is novel in measuring the volatility and efficiency of Islamic stock markets of top oil‐
importing countries. Daily prices of six Islamic stock markets are analysed for volatility using …
importing countries. Daily prices of six Islamic stock markets are analysed for volatility using …