This paper investigates the impact of the spread of COVID-19 on the Saudi stock market. More particularly, this study examines the implications of the recent coronavirus on the overall stock returns, sectoral stock returns, and the stock returns of specific firm characteristics: market...

This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak and examines the potential impact of COVID-19 growth on the measured performance. The authors apply the Fama and French five-factor model to measure the risk-adjusted performance...

This study assesses the level of potential insider trading on the Saudi stock market (Tadawul) before and after the introduction of financial reforms. The level of potential insider trading is estimated by employing the market cleanliness measure (MCM) which determines the proportion of...