Stock market volatility and return analysis: A systematic literature review

R Bhowmik, S Wang - Entropy, 2020 - mdpi.com
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 …

An assessment of volatility and leverage effect before and during the period of Covid-19: a study of selected international stock markets

A Bhunia, S Ganguly - International Journal of Financial …, 2020 - inderscienceonline.com
This research work assesses the volatility and leverage effect of the selected stock markets
before and during the outburst of the Covid-19 of the selected international stock markets …

Modelling and forecasting Nifty 50 using hybrid ARIMA-GARCH Model

P Kaur, R Singla - The Review of Finance and Banking, 2022 - ceeol.com
This study proposes an estimation technique for developing the best fit ARIMA-GARCH
model to predict the closing values of Nifty 50. The study put forward different methods to …

[PDF][PDF] DECISIONS REGARDING THE ROLE OF BAD NEWS AND ASYMMETRIC EFFECTS IN THE MIDDLE EAST STOCK MARKETS.

RH AlHalaseh - Risk Governance & Control: Financial Markets …, 2024 - virtusinterpress.org
This paper aims to study the impact of the COVID-19 pandemic, the Russian invasion of
Ukraine, and the Turkey-Syria earthquake on the Middle East's developed, emerging, and …

Determinants of the Stock Return–Exchange Rate Dynamic Linkage in India and China

A Mohan, T Mathew, RS Daniel - Indian Journal of …, 2025 - indianjournalofmarketing.com
Purpose: The present study tried to identify the macroeconomic variables that determined
the dynamic linkage between stock return and exchange rate in two prominent emerging …

Stimulating the First Trade: Untangling the Relationship between Metaverse Non-fungible Token Design Complexity and Initial Trade Likelihood

M Zhai, Z Cai, CW Phang - 2024 - aisel.aisnet.org
This study investigates the relationship between design complexity and the initial trade
likelihood of metaverse non-fungible tokens (NFTs). The moderating role of market volatility …

Modeling South African Stock Market Volatility Using Univariate Symmetric and Asymmetric GARCH Models

W Rusere, F Kaseke - Indian Journal of Finance and Banking, 2021 - cribfb.com
Contemporary empirical literature is rich in studies that have modelled and forecasted the
nature and behavior of volatility of equity returns in both emerging and advanced stock …

Stock Market Volatility Due to Cross-Listing of Tradable Assets

A Keshari, A Gautam - Indian Journal of Finance, 2023 - samvad.sibmpune.edu.in
Purpose: The study analyzed the return and volatility spillover among the Indian and
overseas stock markets, namely Luxembourg, the United States, and the United Kingdom …

Modelling Volatility Clustering and Asymmetry-A study of Indian Index Futures Markets

H Kaur, R Singh - 2019 - gnanaganga.inflibnet.ac.in
The main objective of this paper was to study volatility clustering and asymmetrical features
of the Indian index futures markets using the most commonly used symmetrical and …

[PDF][PDF] Estimation of volatility and leverage effect during the outbreak of COVID-19 Pandemic: A study based on selected international stock markets

S Ganguly - Indo-Asian Journal of Finance and Accounting, 2020 - arfjournals.com
This research work has been conducted to find out the volatility and leverage effect of the
select countries' stock market index during the outburst of the novel coronavirus (Covid-19) …