The article investigates the dynamics of economic policy uncertainty and bank stock returns in India, a major emerging market economy. The analysis distinguishes between domestic and global sources of policy uncertainty and employs a non-linear Markov regime-switching model to capture regime-dependent behaviour in bank...
Nayanjyoti Bhattacharjee· Prajnan: Journal of Banking...· 0 citations
This paper considered the concepts of multiple regressions on stock prices for investment plans.
The regression results revealed a significant positive relationship between the Nigerian Stock
Exchange All Share Index and crude oil prices, as well as inflation rate, indicating that
increases in these variables enhanc...
Grace Odhegba Koni· World Journal of Finance and...· 0 citations
This paper examines how the announcement of the monetary policy by the Central Bank of Nigeria
(CBN) can affect the volatility of stock portfolios in the Nigerian capital market between 2015 and
2024. The study uses an event-study framework combined with a GARCH(1,1) volatility model to
investigate the dynamic risk cha...
I. Areghan· World Journal of Finance and...· 0 citations
This study presented an analysis of the dividends of stock exchange investors in a competitive
market, with a focus on the impact of varied trading frequencies on investors’ returns in the
Nigerian Stock Exchange. Existing studies primarily examine bivariate or sectoral
relationships and often neglect the combined p...
Grace Odhegba Koni· World Journal of Finance and...· 0 citations
This study examines the impact of Foreign Institutional Investors (FIIs), also referred to as Foreign Portfolio Investors (FPIs), on the growth, liquidity, and trading performance of the Indian capital market over the period 2015–2025. The primary objective is to assess whether foreign institutional investment contribu...
Mamta Singh· International Journal of Inn...· 0 citations
This research investigates whether changes in monetary policy (proxied by the interest rate) impact the stock market return, volatility, and liquidity across three key indices of the Pakistan Stock Exchange: the KSE100, KSE30, and KMI30. Utilizing monthly data spanning from 2012 through 2025 and employing regression an...