The available research literature on stock performance has primarily stressed the importance of asset price theories, macroeconomic and microeconomic, and institutional differences. However, there is still an open question: Are there any other factors those influence stock performance? This...

This study aims to analyze the repercussions of the Russia–Ukraine conflict on the Russian financial market, focusing on the main stock market and sectorial stock indices. High-frequency hourly data from September 12, 2021, to April 29, 2022, covering the period before and after the outbreak...

The COVID-19 pandemic has inflicted structural shocks on the global economic system by raising high economic uncertainty. Policymakers are exploring alternative measures and incentivizing foreign direct investment for the restoration of global economic operations to achieve short- and long-term...

In this paper, we examine whether jumps matter in both equity market returns and integrated volatility. For this purpose, we use the swap variance (SwV) approach to identify monthly jumps and estimated realized volatility in prices for both developed and emerging markets from February 2001 to...

This study explores the asymmetric impact of oil supply and demand shocks on the sectoral stock market returns of Pakistan. For this purpose, the study uses the non-linear autoregressive distributed lag (ARDL) approach based on monthly time series data for four sectors in the Pakistan Stock...