Predicting financial market returns in the presence of health crisis: evidence from conventional and Islamic stock markets
The purpose of this study is to examine the usability of the news about the COVID-19 outbreak as a predictor in financial markets. Index values of 11 different sectors in conventional and Islamic stock markets and the index values obtained from COVID-19 deaths, COVID-19 cases and health news were us...
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| Format: | Article |
| Language: | English |
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Taylor & Francis Group
2021-05-01
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| Series: | Ekonomska Istraživanja |
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| Online Access: | http://dx.doi.org/10.1080/1331677X.2021.1922089 |