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How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence
16 references·6 citing·20 second hop
How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence (2018)How do Islamic versus conventional equity…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Political uncertainty and risk premia (2013)Political uncertainty and ris…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)How to do Xtabond2: An Introd…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region (2022)The role of trust, investor s…Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches (2022)Does implied volatility (or f…Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis (2021)Stock market reactions to ups…How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin (2021)How do Islamic equity markets…Islamic and conventional equity markets: Two sides of the same coin, or not? (2019)Islamic and conventional equi…Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes (2019)Asymmetric impact of exchange…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Biases in Dynamic Models with Fixed Effects (1981)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited

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1996
Numerical distribution functions for unit root and cointegration tests
3,119 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • Cited by

    • 2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
    • 2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin39 cited
    • 2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis38 cited
    • 2019Islamic and conventional equity markets: Two sides of the same coin, or not?32 cited
    • 2022The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region30 cited
    • 2019Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes21 cited