How Different Terrorist Attacks Affect Stock Markets
- Faheem AslamHyoung-Goo Kang
- 25 June 2013
Economics, Political Science
Different tactics of terrorists have varied effects on financial markets, which can predict terrorist attacks, which in turn can predict financial markets.
Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak
- Faheem AslamT. AwanJ. SyedAisha KashifMahwish Parveen
- 8 July 2020
Psychology
The chronic nature of coronavirus disease (COVID-19) outbreak and lack of success in treatment and cure is creating an environment that is crucial for mental wellbeing. Presently, we extracted and…
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
- Faheem AslamSaqib AzizDuc Khuong NguyenK. MughalMaaz Khan
- 20 May 2020
Economics
Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak
- Faheem AslamYasir Tariq MohmandP. FerreiraB. MemonMaaz KhanMrestyal Khan
- 16 September 2020
Economics, Business
Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak
- Faheem AslamWahbeeah MohtiP. Ferreira
- 26 May 2020
Economics, Business
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to…
Intraday Volatility Spillovers among European Financial Markets during COVID-19
- Faheem AslamP. FerreiraK. MughalBeenish Bashir
- 5 January 2021
Economics, Business
During crises, stock market volatility generally rises sharply, and as consequence, spillovers are identified across markets. This study estimates the volatility spillover among twelve European stock…
Insurance Fraud Detection: Evidence from Artificial Intelligence and Machine Learning
- Faheem AslamAhmed Imran HunjraZied FtitiW. LouhichiTahira Shams
- 1 August 2022
Computer Science, Business
Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality
- Faheem AslamP. FerreiraHannatu K. AliSumera Kauser
- 20 September 2021
Economics, Business
The empirical results confirm that Covid-19 had a significant impact on the efficiency of the stock markets under study, although with a quarterly varying impact, and could be related to possible market inefficiencies and herding behavior, implying the possibility of investors forming profitable trading strategies.
How Terrorist Attacks Affect the Volatility of the Pakistani Stock Market
- Faheem AslamEomChan-YoungKangHyoung-Goo
- 1 February 2014
Economics, Political Science
This paper measures the impact of terrorist events on Pakistani stock market volatility. By using the EGARCH model, we concludes that terrorist events are significantly associated to the volatility…
A new vision about the influence of major stock markets in CEEC indices: a bidirectional dynamic analysis using transfer entropy
- P. FerreiraA. DionÃsioDora AlmeidaD. QuintinoFaheem Aslam
- 29 November 2021
Economics, Business
ABSTRACT This research work aims to understand the dynamics of influence among CEEC stock market indices and between these and the US, German, UK and Chinese indices. Through a nonlinear approach,…
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