MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008

2016 ◽  
Vol 36 ◽  
pp. 222-240 ◽  
Author(s):  
Ata Assaf
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Volatility Persistence ◽  
Before And After ◽  
Financial Crisis Of 2008

scholarly journals Election Cycles and Stock Market Reaction: International Evidence

2015 ◽  
Vol 30 (3) ◽  
pp. 23-40
Author(s):  
Park Cheol Beom ◽  
An Ji Youn
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Dynamic Pattern ◽  
International Evidence ◽  
Stock Market Reaction ◽  
Before And After ◽  
Using Data ◽  
Over Time ◽  
Made In

This study investigates movements of stock market volatility during election periods (the six months before and after an election) using data from 16 countries. The main findings of this study are (1) volatility declines over time as elections approach, (2) the level of volatility during election periods is lower than that during nonelection periods, and (3) volatility rises quickly during election months and immediately after the elections. The first and second findings confirm assertions made in previous studies, such as Pantzalis, Stangeland, and Turtle (2000) and Wisniewski (2009), regarding the dynamic pattern of stock market volatility during election years.

Elevated Uncertainty during the Financial Crisis: Do Effects on Subjective Well-Being Differ across European Countries?

2019 ◽  
Vol 19 (2) ◽  
Author(s):  
Lena Tonzer
Keyword(s):  
Life Satisfaction ◽  
Financial Crisis ◽  
Stock Market ◽  
Financial Market ◽  
Euro Area ◽  
Well Being ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Subjective Well Being ◽  
Market Variables

Abstract This paper focuses on the effect of uncertainty as reflected by financial market variables on subjective well-being. The analysis is based on Eurobarometer surveys, covering 18 countries over the period 2000–2013. Individuals report lower levels of life satisfaction in times of higher uncertainty approximated by stock market volatility. This effect is heterogeneous across respondents: the probability of being unsatisfied is higher for respondents who are older, unemployed, less educated, and live in one of the GIIPS countries of the Euro area. Furthermore, higher uncertainty in combination with a financial crisis increases the probability of reporting low values of life satisfaction.

scholarly journals Impact of Global Financial Crisis on Stock Market Volatility: Evidence from India

2014 ◽  
Vol 10 (10) ◽  
Author(s):  
P Sakthivel ◽  
K VeeraKumar ◽  
G Raghuram ◽  
K Govindarajan ◽  
V Vijay Anand
Keyword(s):  
Financial Crisis ◽  
Stock Market ◽  
Global Financial Crisis ◽  
Market Volatility ◽  
Stock Market Volatility
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