In the field of business research method, a literature review is more relevant than ever. Even
though there has been lack of integrity and inflexibility in traditional literature reviews with …

Weak-form efficiency in the stock markets of the Gulf Cooperation Council is examined using
daily, weekly, and monthly index data for the 10-year period 2000–2009. Various variance …

Underpinned by rising hydrocarbon revenues, the stock markets of the six GCC (Gulf
Cooperation Council) countries have demonstrated significant integration over the past …

This paper explores the influence of the risk–return relationship and volatility spillover on
stock market returns of emerging economies, with a particular focus on the BRICS countries …

Purpose This paper aims to analyze and give directions for advancing research in stock
market volatility highlighting its features, structural breaks and emerging developments. This …

The purpose of this paper is to examine the spillover of returns, information and volatility of
returns, and conditional variance-covariance between the stock markets of developed …

Purpose The current study aims to examine the impact of two black swan events on the
performance of six stock markets in Gulf Cooperation Council (GCC) economies (Abu Dhabi …

Abstract A multivariate VAR-EGARCH is used to examine the returns and volatility dynamics
between thin-traded adjusted equity returns from Ghana, Kenya, Nigeria and South Africa …

Purpose–This paper aims to examine the dynamic relationship across stock market returns
in Morocco, Tunisia, Egypt, Lebanon, Jordan, Kuwait, Bahrain, Qatar, United Arabic …

The present study investigated the volatility behavior and its spillover in stock markets of four
Asian countries namely: India, China, Hong Kong, and Japan. ARCH, GARCH (1, 1), and …