Global and regional integration of the Middle East and North African (MENA) stock markets

By Jung-Suk Yu, M. Hassan. 2008

156 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/550b3246ecd486d4bea6fb158d64d2d14fa01dcb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Rataporn Deesomsak
2. Jun Wang
3. Frankie Chau
4. Syed Aun R. Rizvi
5. Omair Haroon

In Finance

1. Rataporn Deesomsak
2. Jun Wang
3. Frankie Chau
4. Syed Aun R. Rizvi
5. Omair Haroon

Citations in the corpus

• Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries (2014, background): “A number of studies on individual MENA stock markets have found the existence of market contagion and anomalies such as day-of-the-week effects (e.g., Yu and Hassan, 2008; Cheng et al., 2010).”
• Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies (2020, methodology): “Yu and Hassan (2008), Rizvi, Arshad, and Alam (2018), etc. have all relied on asymmetric GARCH model developed by Nelson (1991) suggesting a better fit of EGARCH model for volatilities.”