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The impact of business and political news on the GCC stock markets

المؤلفAl-Maadid, Alanoud
المؤلفMariaCaporale, Guglielmo
المؤلفSpagnolo, Fabio
المؤلفSpagnolobc, Nicola
تاريخ الإتاحة2021-06-23T11:18:51Z
تاريخ النشر2020-04-01
اسم المنشورResearch in International Business and Finance
المعرّفhttp://dx.doi.org/10.1016/j.ribaf.2019.101102
الاقتباسAlanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo, The impact of business and political news on the GCC stock markets, Research in International Business and Finance, Volume 52, 2020, 101102, ISSN 0275-5319, https://doi.org/10.1016/j.ribaf.2019.101102
الرقم المعياري الدولي للكتاب02755319
معرّف المصادر الموحدhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85076680822&origin=inward
معرّف المصادر الموحدhttp://hdl.handle.net/10576/20831
الملخصThis paper investigates the impact of business and political news on stock market returns in the Gulf Cooperation Council (GCC) countries. For this purpose, it employs a Markov switching model including a separate index for each of the two categories of news considered. The results indicate the importance of news as drivers of GCC stock returns, with business news playing a more substantial role; further, news released in the largest financial markets in the regions are found to have significant cross-border effects.
راعي المشروعI would like to thank Qatar University Grant QUCP-CBE-2018-1
اللغةen
الناشرElsevier
الموضوعBusiness news
GCC countries
Markov switching Model
Political news
العنوانThe impact of business and political news on the GCC stock markets
النوعArticle
رقم المجلد52


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