scholarly journals Terrorism Activities Influence on Financial Stock Markets: An Empirical Evidence from United Kingdom, India, France, Pakistan, Spain and United States

2020 ◽  
Vol 6 (1) ◽  
pp. 1-12
Author(s):  
Shazaib Butt ◽  
Omar Masood ◽  
Kiran Javaria
Keyword(s):  
United States ◽  
United Kingdom ◽  
Empirical Evidence ◽  
Stock Markets

scholarly journals THE LIMITS OF FACT CHECKING: EIGHT NOTES ON CONSENSUS REALITY

2021 ◽  
Author(s):  
Otávio Vinhas ◽  
Marco Bastos
Keyword(s):  
United States ◽  
United Kingdom ◽  
Empirical Evidence ◽  
Prior Knowledge ◽  
False Information ◽  
National Elections ◽  
The United Kingdom ◽  
The World ◽  
Fact Checking

In this study, we review the literature on fact-checking and the empirical evidence contending that it can correct prior knowledge and false information. We posit that the growing fact-checking industry is detached from the mis – disinformation landscape and outline eight fundamental problems with fact-checking revolving around epistemology, implementation, bias, efficacy, ambiguity, objectivity, ephemerality, and criticism. We discuss these shortcomings in relation to the establishment of fact-checking agencies across the world and their role in national elections in the United Kingdom, United States, Malaysia, and Brazil. The article concludes with a discussion on the extent to which fact-checking may be effective against false information in a context where consensus reality has been super-imposed by individual reality.

Insider Trading: Regulation in Europe

1986 ◽  
Vol 1 (2) ◽  
pp. 125-130
Author(s):  
Rolf Rundfelt
Keyword(s):  
United States ◽  
United Kingdom ◽  
The Netherlands ◽  
Insider Trading ◽  
Broad Spectrum ◽  
Stock Markets ◽  
The United States ◽  
The Other ◽  
The United Kingdom ◽  
Developed Stock Markets

This paper looks at insider trading regulation in Europe and finds a broad spectrum. Two countries, the United Kingdom and Sweden, have insider regulations very similar to those in the United States. The author attributes this to well-developed stock markets and the Swedish search for confidence in their stocks. At the other extreme, Belgium, the Netherlands, Luxembourg, and Switzerland have no regulation at present.

The link between coronavirus, anxiety, and religious beliefs in the United States and United Kingdom

2020 ◽  
Author(s):  
Francesco Rigoli
Keyword(s):  
United States ◽  
United Kingdom ◽  
Religious Beliefs ◽  
Well Being ◽  
The United States ◽  
Christian Faith ◽  
Stressful Event ◽  
Cultural Implications ◽  
The Impact

Research has shown that stress impacts on people’s religious beliefs. However, several aspects of this effect remain poorly understood, for example regarding the role of prior religiosity and stress-induced anxiety. This paper explores these aspects in the context of the recent coronavirus emergency. The latter has impacted dramatically on many people’s well-being; hence it can be considered a highly stressful event. Through online questionnaires administered to UK and USA citizens professing either Christian faith or no religion, this paper examines the impact of the coronavirus crisis upon common people’s religious beliefs. We found that, following the coronavirus emergency, strong believers reported higher confidence in their religious beliefs while non-believers reported increased scepticism towards religion. Moreover, for strong believers, higher anxiety elicited by the coronavirus threat was associated with increased strengthening of religious beliefs. Conversely, for non-believers, higher anxiety elicited by the coronavirus thereat was associated with increased scepticism towards religious beliefs. These observations are consistent with the notion that stress-induced anxiety enhances support for the ideology already embraced before a stressful event occurs. This study sheds light on the psychological and cultural implications of the coronavirus crisis, which represents one of the most serious health emergencies in recent times.

Momentum Effect in Stock Market: Empirical Evidence from Pakistan Stock Exchange

2019 ◽  
Vol 12 (1) ◽  
Author(s):  
Shahid Rasheed ◽  
Umar Saood ◽  
Waqar Alam
Keyword(s):  
Stock Market ◽  
Empirical Evidence ◽  
Stock Markets ◽  
Stock Exchange ◽  
Momentum Effect ◽  
Using Data

This study aims to examine the momentum effect presence in selected stocks of Pakistan stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies includes docile, equal weighted and full rebalancing techniques. Data was extracted from the PSX – 100 index ranging from 2007 to 2016. STATA coding ASM software was used for calculating momentum portfolios, finally top 25 stocks were considered as a winner stocks and bottom 25 stocks were taken as a loser stocks. In conclusion, the results of the study found a strong momentum effect in Pakistan stock exchange PSX 100- index. As by results it has been observed that a substantial profit can earn by the investors or brokers in constructing a portfolio with a short formation period of three months and hold for 3, 6 and 12 months. There is hardly a study is present on the same topic on Pakistan Stock Exchange as preceding studies were only conducted on individual stock markets before merger of stock markets in Pakistan while this study leads the explanation of momentum phenomenon in new dimension i.e. Pakistan Stock Exchange. Keywords: Momentum, Portfolio, Winner Stocks, Loser Stocks

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