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Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets
16 references·1 citing·50 second hop
Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets (2022)Co-Movement, Portfolio Diversification, I…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)COVID-19 pandemic, oil prices…Improving stock market prediction via heterogeneous information fusion (2017)Improving stock market predic…Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)Does the crude oil price infl…Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Wavelet-based test of co-move…Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis (2015)Analyzing volatility spillove…The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors (2014)The diversification benefits …Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis (2014)Stock market co-movements: Is…Islamic equity market integration and volatility spillover between emerging and US stock markets (2014)Islamic equity market integra…Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis (2013)Co-movement of Asia-Pacific w…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Evidence of interdependence and contagion using a frequency domain framework (2008)Evidence of interdependence a…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)Internationally Diversified P…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Banking index volatility and spillover effects in G7 and BRICS economies: a quantile connectedness approach (2025)Banking index volatility and …Portfolio Selection: Efficient Diversification of Investments (1959)Why Not Diversify Internationally Rather Than Domestically? (1974)Does industrial structure explain the benefits of international diversification? (1994)Is the correlation in international equity returns constant: 1960–1990? 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Evidence from Wavelet Coherence Analysis (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Oil price uncertainty and clean energy stock returns: New evidence from crude oil volatility index (2017)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Oil and the Macroeconomy since World War II (1983)BOOMING SECTOR AND DUTCH DISEASE ECONOMICS: SURVEY AND CONSOLIDATION * (1984)What is an Oil Shock? (2000)Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies (2019)Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves (2021)Measuring Economic Policy Uncertainty* (2016)COVID-19 and finance: Agendas for future research (2020)COVID-Induced Economic Uncertainty (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)Dynamic Conditional Correlation (2002)An empirical analysis of herd behavior in global stock markets (2010)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 1968Internationally Diversified Portfolios: Welfare Gains and Capital Flows1,025 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited
  • 2016Wavelet-based test of co-movement and causality between oil and renewable energy stock prices501 cited
  • 2015Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis266 cited
  • 2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis206 cited
  • 2017Improving stock market prediction via heterogeneous information fusion205 cited
  • 2014Islamic equity market integration and volatility spillover between emerging and US stock markets191 cited
  • 2014The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors183 cited

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2014
Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
181 cited
  • 2013Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis178 cited
  • 2008Evidence of interdependence and contagion using a frequency domain framework174 cited
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    • 2025Banking index volatility and spillover effects in G7 and BRICS economies: a quantile connectedness approach16 cited