Purpose This paper aims to analyze the connectedness between the natural gas, wheat, gold, Bitcoin and Gulf Cooperation Council (GCC) stock indices with the advent of exogenous and unexpected shocks related to the health and political crises. Design/methodology/approach For this end, a...

Purpose: The purpose of this paper is to present the Islamic stock and Sukuk market efficiency and focus on the presence of investor herding behaviour (HB) captured by Hurst exponent estimation. Design/methodology/approach: The Hurst exponent was estimated with various methods. The authors...