... is to explore how stock market performance is affected by these polices, respectively. Design/methodology/approach The authors employ EGARCH and autoregressive distributional lag (ARDL) models to test the impact of epidemic prevention policy implementation on stock market returns, volatility and liquidity...

... question is: “this level of strictness has been able to reduce the uncertainty of the stock market?” Design/methodology/approach To achieve this goal, the authors investigated the effect of oxCGRT index, and the growth rate of COVID-19 confirms cases on stock market uncertainty from January 2020 to May...

...Ghulam Abbas; Shouyang Wang Purpose The study aims to analyze the interaction between macroeconomic uncertainty and stock market return and volatility for China and USA and tries to draw some invaluable inferences for the investors, portfolio managers and policy analysts. Design/methodology...

... switching GARCH (RS-GARCH) (Marcucci, 2005) and the adaptive GARCH (A-GARCH) (Baillie and Morana, 2009). © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Stock market Volatility Long memory Structural break AFIGARCH Second, consider...

...Jiaojiao Fan; Xin Li; Qinghua Shi; Chi-Wei Su Purpose The purpose of this paper is to examine the causal relationship between Chinese housing and stock markets. The authors discuss the three transmission mechanisms between the two markets: wealth effect, modern portfolio theory and credit-price...