funded by National Social Science Fund of China(No.22AGJ006).
This study proposed a cutting-edge,multistep workflow and upgraded it by addressing its flaw of not considering how to determine the index system objectively.It then used the updated workflow to identify the probabili...
We propose a new predictor-the innovation in the daily return minimum in the U.S.stock market(△MIN^(US))-for predicting international stock market returns.Using monthly data for a wide range of 17 MSCI international ...
The present study investigates the timing and repercussion of the subprime crisis of 2008–09 in a regime-switching model.The interdependence and co-movement of financial markets in different countries has been enhanc...
This study aims to investigate the validity of the Rajan hypothesis,which argues that increasing income inequality plays a key role in the outbreak of financial crises.The relationship between income inequality and cr...
Using a sample of 280 firms listed on the Pakistan Stock Exchange,we empirically investigate factors that determine corporate cash holdings in different periods from 2005 to 2014.We divide the sample into three sub-pe...
This study examines herding behavior in the Pakistani Stock Market under different market conditions,focusing on the Ramadan effect and Crisis period by using data from 2004 to 2014.Two regression models of Christie a...
This article was supported by Supported by National Natural Science Foundation of China.(Project Number:71472030).
Background:The aim of this study is to investigate the effect of the oil price and its volatility on the stock market of Pakistan before and after the 2007 financial crisis period.Methods:The analyses are carried out ...