...Bilal Ahmad Pandow; Khalid Ul Islam Purpose This study aims to analyze the varied stock market reactions of select European and Middle Eastern economies to the Russia–Ukraine War and the Israel-Hamas conflict, providing evidence for the trade relations and geographic proximity hypotheses. Moreover...

... monetary and fiscal policy shocks, as well as their interactions, significantly impact stock market dynamics across the USA, UK and Germany. Recent studies emphasize the role of TPU as a risk factor in its own right. Liu et al. (2025) investigate the response of Chinese A-share firms...

...Catalin Gheorghe; Oana Panazan Purpose As the onset of the Russia–Ukraine military conflict on February 24, 2022, individuals from Ukraine have been relocating in search of safety and refuge. This study aims to investigate how the influx of Ukrainian refugees has impacted the stock markets...

...Ahmed W. Elroukh Purpose This paper aims to investigate the impact of banning cryptocurrencies on stock markets. Design/methodology/approach The paper uses an event study approach and data from stock market indices in nine countries that imposed a ban. It uses the constant mean model...

... the period 1991 to 2014. This result confirmed the expectations hypothesis that stock markets facilitate M&A activity. The authors also observed that other financial and macroeconomic variables – exchange rate volatility, relative inflation rate and economic growth – are important locational factors...

... suggests that non-synchronous trading is a better explanation for the observed predictability in the Indian Stock Market. Research limitations/implications – The indication that non-synchronous trading effects become more pronounced in high-frequency data suggests that prior studies using daily data...

.... Market efficiency Weighted bootstrap Automatic variance‐ratio test Return predictability Detrended fluctuation analysis (DFA) Stock markets Portugal Ireland Italy Greece Spain Testing a martingale hypothesis in stock market returns is an important longstanding question in finance...

...Alberto Humala; Gabriel Rodriguez Purpose The purpose of this paper is to find and describe some stylized facts for foreign exchange and stock market returns, which are explored using statistical methods. Design/methodology/approach Formal statistics for testing presence of autocorrelation...

...Abdullah M. Noman; Sarkar Humayun Kabir; Omar K.M.R. Bashar Purpose The purpose of this paper is to uncover the direction of causality between foreign exchange market and stock market in Bangladesh, where financial markets are yet in their early development stage. Design/methodology/approach...

...Yong Tan; Christos Floros Purpose The purpose of this paper is to evaluate the determinants of bank performance in China. In particular, the paper examines the effects of stock market volatility, competition and ownership on bank performance in China. Design/methodology/approach The sample...

...Ruchika Gahlot; Saroj Kumar Datta Purpose The purpose of this paper is to examine the impact of the future of trading on volatility as well as the efficiency of the stock market of BRIC (Brazil, Russia, India and China) countries. This study also investigates the presence of day‐of‐the‐week effect...

..., 1991a, b, 1997). Since the returns from futures markets are several times more volatile than stock market returns (Amihud and Mendelson, 1989 ; Cornell, 1985 ; Kawaller et al., 1987), it has been argued that information is impounded more quickly into futures prices. This ensures that futures...

... international volatility transmission involving the stock and foreign exchange markets. This in turn can provide insight into investor behaviour. Mark J. Holmes can be contacted at: holmesmj@waikato.ac.nz © Emerald Group Publishing Limited 2011 Stock markets Foreign exchange Volatility Japan...

...Jung‐Suk Yu; M. Kabir Hassan Purpose The purpose of this paper is to examine the existence of rational speculative bubbles in the Middle East and North African (MENA) stock markets. Design/methodology/approach To complement shortcomings of the traditional bubble tests, such as unit root tests...

...Sabur Mollah; M. Imtiaz Mazumder; Nazneen Ahmad Purpose The purpose of this paper is to shed light on the causes of the 2007‐2009 mortgage crisis, liquidity crisis, stock market volatility in the USA and their spillover effects on the global economy. Design/methodology/approach The paper...

... be contacted at: mansorhi@econ.upm.edu.my © Emerald Group Publishing Limited 2010 Consumption Stock markets Malaysia Share prices Modelling Rapid growth and increasing volatility of stock markets in recent years and their relations to the economy have captured a great deal of attention...

...Bakri Abdul Karim; M. Shabri Abd. Majid Purpose The purpose of this paper is to re‐examine the stock market integration and short‐run dynamic interactions between the Malaysian stock market and the stock markets of its major trading partners (the USA, Japan, Singapore, China and Thailand...

... with two exchange rates, a local and a global one in order to provide more evidence in this area of literature. © Emerald Group Publishing Limited 2010 Stock markets Equity capital Volatility Exchange rates United Kingdom Germany This paper uses the multivariate generalised...

...N. Rajiv Menon; M.V. Subha; S. Sagaran Purpose One of the anxieties of stock market investors is whether the markets operate efficiently, independently and with sound fundamentals. This concern is also held by academics and practitioners for quite some time. However, real market situation tends...

... with speculative activity and the Fed's poor record of accomplishment in this area. John H. Huston can be contacted at: jhuston@trinity.edu © Emerald Group Publishing Limited 2009 Stock markets Monetary policy United States of America From its beginnings, the Federal Reserve has had...