Showing items related by title, author, creator and subject.

• Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets 

  Ben Sita, Bernard; Abdallah, Wissam (2016-12-15)

  We investigate how idiosyncratic and systematic effects impact the volatility risk of U.K. cross-listed stocks. Under the hypothesis that more stock followers enhance information effects on volatility, we examine whether ...
• Integration of Arab capital markets in light of the 2006 market corrections. (c2007) 

  Bogharian, Mireille K. (2011-10-27)

  Arab capital markets have gained momentum since the tum of the century ignited by high oil prices and excess liquidity. In 2006, however, market corrections took place and financial contagion was observed in different Arab ...
• From tweets to markets: Lebanon’s policy uncertainty and volatility spillovers in MENA stock markets 

  Sumru, Altug; Barakat, Majdy; Dagher, Leila; Uluceviz, Erhan (2025-09)

  This paper examines the spillover effects of policy uncertainty in Lebanon on stock market volatility in seven MENA countries using a network connectedness approach. For this purpose, it constructs an economic policy ...