...Satish Kumar; Devinder Sharma Purpose The stock market and banking sector facilitate the allocation of funds, supporting both short-term and long-term capital distribution, which in turn drives economic activity. The study explores the dynamics of return and volatility spillovers between public...

.../methodology/approach In order to measure sector-specific effects, we introduce sectoral volatility as a moderator and use GARCH-M and E-GARCH model with a sample of January 2021 to August 2024 of the Indian stock market. These econometric models enable us to explain the effects of volatility on ESG returns...

...Satish Kumar; Aniket Bachlass Purpose ESG investment is a strategy that considers environmental, social, and governance factors when making financial decisions. This study examines how seasonal anomalies, including the day of the week and the month of the year, influence the return and volatility...

...Hind Lebdaoui; Ikram Kiyadi; Fatima Zahra Bendriouch; Youssef Chetioui; Firdaous Lebdaoui; Zainab Alhayki Purpose The current research aims to investigate the impact of coronavirus 2019 (COVID-19) evolution, government stringency measures and economic resilience on stock market volatility...

...Himani Gupta Purpose Investors aim for returns when investing in stocks, making return volatility a crucial concern. This study compares symmetric and asymmetric GARCH models to forecast volatility in emerging nations like the G4 countries. Accurate volatility forecasting is vital for investors...

...Tazeen Arsalan; Bilal Ahmed Chishty; Shagufta Ghouri; Nayeem Ul Hassan Ansari Purpose This research paper aims to analyze the stock exchanges of developed, emerging and developing countries to investigate the volatility in stock markets and to evaluate the rate of mean reversion. Design...

...Shailesh Rastogi; Jagjeevan Kanoujiya Purpose The main aim of the study is to explore the volatility spillover effect of cryptocurrencies (Bitcoin, Ethereum and Litecoin) on inflation volatility in India. Design/methodology/approach A popular tool, the Bivariate GARCH model (BEKK-GARCH...