Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/19085
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dc.contributor.authorAl-Maadid, A-
dc.contributor.authorCaporale, G-
dc.contributor.authorSpagnolo, F-
dc.contributor.authorSpagnolo, N-
dc.date.accessioned2019-09-09T09:15:35Z-
dc.date.available2019-12-13-
dc.date.available2019-09-09T09:15:35Z-
dc.date.issued2019-
dc.identifier.citationResearch in International Business and Finance, 2019en_US
dc.identifier.issn0275-5319-
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/19085-
dc.description.abstractThis 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.isoenen_US
dc.publisherElsevieren_US
dc.subjectBusiness Newsen_US
dc.subjectGCC countrieen_US
dc.subjectMarkov switching Modelen_US
dc.subjectPolitical Newsen_US
dc.titleThe impact of business and political news on the GCC stock marketsen_US
dc.typeArticleen_US
dc.relation.isPartOfResearch in International Business and Finance-
pubs.publication-statusAccepted-
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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