Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices
Sign Up to like & getrecommendations! Published in 2021 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101537
Abstract: In this paper, we aim to investigate the influence of the Covid-19 on the behavior of the S&P 1200 Shariah and non-Shariah sectoral indices over the period from 1st October 2010 to 29th October 2020.… read more here.
Keywords: pandemic affect; sectoral indices; indices covid; affect faith ... See more keywords
Connectivity among the returns of sectoral indices of the Brazilian capital market
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DOI: 10.1108/jes-08-2023-0442
Abstract: PurposeAs specific objectives, we intend to: (1) measure the connectivity between the spillovers of returns from the financial and nonfinancial sectors of the Brazilian stock market; (2) estimate the spillovers of individual returns for each… read more here.
Keywords: sectoral indices; market; among returns; stock ... See more keywords
Effects of COVID-19 on Chinese sectoral indices: a multifractal analysis
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DOI: 10.1142/s0218348x2150198x
Abstract: In this paper, we analyze 26 Chinese sectoral indices and evaluate the effects of the crisis caused by COVID-19 on its efficiency. We calculated the degree of multifractality in the pre- and post-COVID-19 period and… read more here.
Keywords: multifractal analysis; effects covid; sectoral indices; chinese sectoral ... See more keywords