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السجلات المعروضة 11 -- 20 من 43
COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
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Elsevier
, 2022 , Article)
This paper compares the degree of cryptocurrency market efficiency during the pre- and post COVID-19 pandemic with the bubble and non-bubble periods of cryptocurrency markets. Furthermore, it examines and clusters eighteen ...
Financial development-economic growth nexus in Pakistan: new evidence from the Markov switching model
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Cogent OA
, 2020 , Article)
This paper investigates the impact of financial development on economic growth in Pakistan using the Markov Switching Model over the period 1980-2017. The results based on two-state Markov switching model confirm the ...
Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model
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SAGE Publications Inc.
, 2020 , Article)
This study investigates the financial development-economic growth relationship in Pakistan over the period 1975-2017 using the Markov Switching methodology. The financial development index has been constructed using the ...
Effect of aggregate, mandatory and voluntary disclosure on firm performance in a developing market: The case of Kuwait
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Inderscience Enterprises Ltd.
, 2018 , Article)
This paper examines the relationship between corporate disclosure and firm performance for the case of listed companies in the Kuwait Stock Exchanges (KSE). Our sample contains 51 non-financial firms that represent 42% of ...
Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
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Elsevier Ltd
, 2016 , Article)
The purpose of this paper is to investigate the performance of ethical and conventional investments. It examines also whether socially responsible and Islamic investments offer an additional opportunity for domestic investors ...
The forward premium anomaly in the energy futures markets: A time-varying approach
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Elsevier Ltd
, 2019 , Article)
This paper contributes to the empirical literature on the forward premium anomaly by investigating possible statistical explanations for this puzzling phenomenon in the energy market. To this end, time series of spot and ...
Financial development and environmental quality in UAE: Cointegration with structural breaks
(
Elsevier Ltd
, 2016 , Article Review)
This study extends the recent work of Shahbaz et al. (2014) by implementing recent unit root tests with multiple structural breaks and regime-switching cointegration techniques considering for one and two unknown regime ...
Analysis of the resilience of the Turkey tourism industry to exogenous shocks: new evidence from a NARDL model
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Taylor & Francis
, 2022 , Article)
This paper analyses the resilience of the Turkey tourism industry to exogenous shocks over the period from January 1997 to December 2018. Using the nonlinear autoregressive distributed lag model, our results show strong ...
Time varying market efficiency of the GCC stock markets
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Elsevier B.V.
, 2016 , Article)
This paper investigates the time-varying levels of weak-form market efficiency for the GCC stock markets over the period spanning from May 2005 to September 2013. We use two empirical approaches: (1) the generalized ...
Do oil producing countries offer international diversification benefits? Evidence from GCC countries
(
Elsevier
, 2016 , Article)
This paper provides evidence of the existence of diversification benefits in international stock markets when oil producing countries are included in a global portfolio. Moreover, it examines whether recent oil shocks and ...