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http://bura.brunel.ac.uk/handle/2438/19085
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DC Field | Value | Language |
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dc.contributor.author | Al-Maadid, A | - |
dc.contributor.author | Caporale, G | - |
dc.contributor.author | Spagnolo, F | - |
dc.contributor.author | Spagnolo, N | - |
dc.date.accessioned | 2019-09-09T09:15:35Z | - |
dc.date.available | 2019-12-13 | - |
dc.date.available | 2019-09-09T09:15:35Z | - |
dc.date.issued | 2019 | - |
dc.identifier.citation | Research in International Business and Finance, 2019 | en_US |
dc.identifier.issn | 0275-5319 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/19085 | - |
dc.description.abstract | This paper investigates the impact of business and political news on stock market returns in the Gulf Cooperation Council (GCC) countries. For this purpose, it employs a Markov switching model including a separate index for each of the two categories of news considered. The results indicate the importance of news as drivers of GCC stock returns, with business news playing a more substantial role; further, news released in the largest financial markets in the regions are found to have significant cross-border effects. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Business News | en_US |
dc.subject | GCC countrie | en_US |
dc.subject | Markov switching Model | en_US |
dc.subject | Political News | en_US |
dc.title | The impact of business and political news on the GCC stock markets | en_US |
dc.type | Article | en_US |
dc.relation.isPartOf | Research in International Business and Finance | - |
pubs.publication-status | Accepted | - |
Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
Files in This Item:
File | Description | Size | Format | |
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FullText.pdf | Embargoed until 1/1/2030 | 1.12 MB | Adobe PDF | View/Open |
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