An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation
By Mazin A. M. Al Janabi, Abdulnasser Hatemi-J, Manuchehr Irandoust. 2010
114 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/087522063205a6b4bb737c1504a09a575286f2fa
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In Economics and Econometrics
- George Filis
- Stavros Degiannakis *
- Vipin Arora
- Rustam Boldanov
- Huiming Zhu
- Keming Yu
- Sufang Li
- K. Kanjilal
In Finance
- George Filis
- Stavros Degiannakis *
- Vipin Arora
- Rustam Boldanov
- K. Kanjilal
- Sajal Ghosh
- Sufang Li
- Keming Yu
Citations in the corpus
- Crude oil shocks and stock markets: A panel threshold cointegration approach (2011, background): “Finally, the fourth category of research concludes that there is no significant relationship between oil shocks and stockmarkets (Al Janabi et al., 2010; Apergis andMiller, 2009; Henriques and Sadorsky, 2008). Using a four-variable vector autoregression model, Henriques and Sadorsky (2008) show that”
- Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests (2016, background): “Some of these studies include Henriques and Sadorsky (2008), Apergis and Miller (2009), and Al Janabi et al. (2010). Henriques and Sadorsky (2008) establish that the stock returns of energy companies respond insignificantly to the crude oil price movements.”
- Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, methodology): “Al Janabi et al. (2010), Arouri and Rault (2012) and Mohanty et al.”
- Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach (2012, unknown): “[14] corroborate this finding.”
- Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “By contrast, Al Janabi et al. (2010) report that oil prices do not tend to affect the stock markets of the Gulf Corpora - tion Council countries (GCC).”
- Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016, background): “, 2008; Apergis and Miller, 2009; Al-Fayoumi, 2009 and Al Janabi et al., 2010). A plausible explanation of these little or no effects can be found on the fact that economies are able now to battle the economic consequences of oil price changes and thus these effects are not transmitted to the stock ”