... uncertainty Investors' sentiment ARDL VECM Cointegration with the break India The stock market returns are a strong indicator of the health of an economy. Numerous studies have predicted the possibility of an intertemporal effect of stock market returns and economic policy uncertainty on each...

..., showed a significant effect on stock returns. Asprem (1989) also found a negative effect. Mukherjee and Naka (1995) , in their study, found a negative relation with inflation for the stock market of Japan using the vector error correction model (VECM). Kwon and Shin (1999) stated that cross-border...

..., this paper aims to study the impact of OFDI from these countries on home country exports by using panel data for BRICS for time period 1993–2015. Design/methodology/approach The author use panel unit root tests, panel cointegration, VECM and causality tests in the study. Findings The results reveal...

... using the daily closing indices by applying normality test, unit root test and Granger causality test. The findings revealed that there exists positive correlation between all the four series. Co-integration Granger causality Portfolio diversification USA VECM BRICS The BRICS countries...