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Purpose: The purpose of this paper is to investigate how Pakistani banks manage their portfolios (lending vs investment) when the economic indicators are not supportive. This study investigates three aspects of the banking system in Pakistan – prevalence of disintermediation, post-crisis...
Persistent link: https://www.econbiz.de/10012890830
This study analyzes the impact of COVID-19 on stock market liquidity of China and four worst hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over July 1, 2019 to July 10, 2020 and the data for new cases and deaths over the period from December 31, 2019...
Persistent link: https://www.econbiz.de/10013241455
This study analyzes the impact of COVID-19 on stock market liquidity of China and four worst hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over July 1, 2019 to July 10, 2020 and the data for new cases and deaths over the period from December 31, 2019...
Persistent link: https://www.econbiz.de/10013242196
This study investigates the forecasting power of implied volatility indices on forward looking returns. Prior studies document that negative innovations to returns are associated with increasing implied volatility of the underlying indices; thus, suggesting a possible relationship between...
Persistent link: https://www.econbiz.de/10013065747
Persistent link: https://www.econbiz.de/10009762460
Purpose: The purpose of this paper is to examine some drivers of users’ participation in online social question-and-answer (Q&A) communities based on social cognitive theory and then identify the underlying mechanism of this process. Design/methodology/approach: This study developed a...
Persistent link: https://www.econbiz.de/10012065671
Purpose: The purpose of this paper is to investigate the mediating effect of felt obligation for constructive change on the relationship between responsible leadership and organizational citizenship behavior for the environment (OCBE) in a China corporate environment, and this paper also...
Persistent link: https://www.econbiz.de/10012077531
Persistent link: https://www.econbiz.de/10002530281
Persistent link: https://www.econbiz.de/10003848614
This paper is a first attempt to measure and analyze inflation uncertainty in Pakistan. It makes several contributions to the literature. In the first stage, using quarterly data from 1976:01 to 2008:02, we model inflation uncertainty as a time varying process using the GARCH framework. In the...
Persistent link: https://www.econbiz.de/10010905727