Is all politics local? Regional political risk in Russia and the panel of stock returns

Shanaev, Savva; Ghimire, Binam

doi:10.1016/j.jbef.2018.11.002

Cited by 44 publications

(30 citation statements)

References 34 publications

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“…2. For instance, global crises (Das et al, 2019), political events (Shanaev & Ghimire, 2019), terrorism (Chaudhry et al, 2018) and environmental (Iqbal et al, 2020) to name a few. 3.…”

Section: Conclusion and Policy Implicationsmentioning

confidence: 99%

COVID-19 pandemic, economic indicators and sectoral returns: evidence from US and China

Qureshi

2021

Economic Research-Ekonomska Istraživanja

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This study examines time-frequency connectedness between COVID-19 pandemic and economic indicators through a continuous wavelet transformation approach in the US and China. The study also assesses the dynamic conditional correlations (DCCs) between macroeconomic indicators and domestic sectoral returns during the pandemic. The findings display higher coherencies between COVID-19 and long-term predictive economic indicators in China compared to the US. Moreover, the results indicate that the stock market spillovers are more pronounced on domestic sectoral returns than other economic indicators during the COVID-19 outburst. Besides, the findings exhibit that exchange market instability has significant negative repercussions on the domestic sectors in China, however, weaker correlations are discerned between exchange market and domestic sectors in the US. The findings offer several policy implications and endorsements for portfolio managers, policymakers, practitioners, and other market participants.

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“…2. For instance, global crises (Das et al, 2019), political events (Shanaev & Ghimire, 2019), terrorism (Chaudhry et al, 2018) and environmental (Iqbal et al, 2020) to name a few. 3.…”

Section: Conclusion and Policy Implicationsmentioning

confidence: 99%

COVID-19 pandemic, economic indicators and sectoral returns: evidence from US and China

Qureshi

2021

Economic Research-Ekonomska Istraživanja

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“…Stock market returns respond to major events. Previous studies have identified several major events that have affected such returns, for example, disasters (Kowalewski & Śpiewanowski, 2020), sports (Buhagiar et al, 2018), news (Li, 2018), and environmental (Guo et al, 2020) and political events (Bash & Alsaifi, 2019;Shanaev & Ghimire, 2019). Stock market returns may also respond to epidemic diseases, for example, Severe Acute Respiratory Syndrome (SARS) outbreak (Chen et al, 2007;Chen et al, 2009), and Ebola Virus Disease (EVD) outbreak (Ichev & Marinč, 2018).…”

Section: Introductionmentioning

confidence: 99%

Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

Al-Awadhi

Alsaifi

Al-Awadhi

et al. 2020

Journal of Behavioral and Experimental Finance

1,123

906

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“…Researchers found the stock market generally reacted negatively to strict environmental regulations. Subsequent research was conducted by Shanaev (2017), who examined Regional Political Risk and the Stock Return Panel. The research resulted in the conclusion of Russian stock returns inversely proportional to regional political stability.…”

Section: Discussionmentioning

confidence: 99%

Map of Return of Shares and Volume Activity Trading of Companies in Indonesia on The Pandemic Time of Covid-19

Hersugondo

Karim

Rouf

2021

mem

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<p>This research was conducted to determine the impact of Covid-19 on the Company’s stock returns and trading volume activity. The covid-19 pandemic event is important for research because it includes investor’s assessment of the information generated in the capital market. This study was conducted to test the following hypotheses: before and after the Covid-19 pandemic was declared a national non-natural disaster, (1) there was a significant average change in the average abnormal return; (2) it is a significant average change in average trading volume activity. This research was conducted using event research methods. The sample for this study comes from 45 companies in the JII index. The analysis tool used is a regression with the SPSS. The descriptive statistic can be confirmed by calculating the standard deviation value. The result shows that the standard deviation range is 0.0002 to 0.03, so the research tool could be described as data obtained is suitable to the measurement variable. The conclusions explain that the events before and after the declaration of the Covid-19 outbreak as a national non-natural disaster have positive and a significant impact on the average abnormal return rate of stock activity and changes in trading volume activity.</p>

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Is all politics local? Regional political risk in Russia and the panel of stock returns

Cited by 44 publications

References 34 publications

COVID-19 pandemic, economic indicators and sectoral returns: evidence from US and China

COVID-19 pandemic, economic indicators and sectoral returns: evidence from US and China

Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

Map of Return of Shares and Volume Activity Trading of Companies in Indonesia on The Pandemic Time of Covid-19

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