References
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- Bollerslev, T. (1986).Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327
- Djedovic, I., & Ergun, U. (2018). Modelling volatility spillover between conventional and Islamic stock index in the United Kingdom. Journal of Management, Economics, and Industrial Organization, 2(3), 1-17
- Fama, E. F., (1965). “The behavior of stock market prices”. Journal of Business38(1), 34-105.
- Hamid, K., & Hasan, A. (2016). Volatility Modeling and Asset Pricing: Extension of GARCH Model with Macro Economic Variables, Value-at-Risk and Semi-Variance for KSE.Pakistan Journal of Commerce and Social Sciences10(3), 569 -587
- Kishor, N., & Singh, R. P. (2014). Stock return volatility effect: Study of BRICS.Transnational Corporations Review,6(4), 406-418
- Li, Y., & Giles, D. E. (2015). Modelling volatility spillover effects between developed stock markets and Asian emerging stock markets.International Journal of Finance & Economics,20(2), 155-177
- Mian, M.G and Sankaraguruswamy.S. (2012). Investor Sentiment and Stock Market Response to Earnings News. The Accounting Review, 87(4), 1357-1384
- Narayan, P, K., & Bannigidadmath, D. (2017). Does financial news predict stock returns? New evidence from Islamic and non-Islamic stocks.Pacific-Basin Finance Journal,42, 24-45
- Nelson, Daniel B., (1991), Conditional heteroskedasticity in asset returns: a new approach.
- Pranata, N., &Nurzanah, N. (2016). Conventional and Islamic Indices in Indonesia: A Comparison onPerformance, Volatility, and the Determinants.Indonesian Capital Market Review, 113-127
- Robert F, Engle., and Victor, K., Ng. (1993). Measuring and testing the impact of news on volatility. Journal of Finance, 48(5),1749-1778.
- Sukmana, R., & Kholid, M. (2012). Impact of global financial crisis on Islamic and conventional stocks in emerging market: an application of ARCH and GARCH method.Asian Academy of Management Journal of Accounting & Finance,31(2), 357-370
- Asteriou, D., & Price, S. (2001). Political instability and economic growth: UK time series evidence. Scottish journal of Political Economy. 48(4) 383-399
- Bollerslev, T. (1986).Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327
- Djedovic, I., & Ergun, U. (2018). Modelling volatility spillover between conventional and Islamic stock index in the United Kingdom. Journal of Management, Economics, and Industrial Organization, 2(3), 1-17
- Fama, E. F., (1965). “The behavior of stock market prices”. Journal of Business38(1), 34-105.
- Hamid, K., & Hasan, A. (2016). Volatility Modeling and Asset Pricing: Extension of GARCH Model with Macro Economic Variables, Value-at-Risk and Semi-Variance for KSE.Pakistan Journal of Commerce and Social Sciences10(3), 569 -587
- Kishor, N., & Singh, R. P. (2014). Stock return volatility effect: Study of BRICS.Transnational Corporations Review,6(4), 406-418
- Li, Y., & Giles, D. E. (2015). Modelling volatility spillover effects between developed stock markets and Asian emerging stock markets.International Journal of Finance & Economics,20(2), 155-177
- Mian, M.G and Sankaraguruswamy.S. (2012). Investor Sentiment and Stock Market Response to Earnings News. The Accounting Review, 87(4), 1357-1384
- Narayan, P, K., & Bannigidadmath, D. (2017). Does financial news predict stock returns? New evidence from Islamic and non-Islamic stocks.Pacific-Basin Finance Journal,42, 24-45
- Nelson, Daniel B., (1991), Conditional heteroskedasticity in asset returns: a new approach.
- Pranata, N., &Nurzanah, N. (2016). Conventional and Islamic Indices in Indonesia: A Comparison onPerformance, Volatility, and the Determinants.Indonesian Capital Market Review, 113-127
- Robert F, Engle., and Victor, K., Ng. (1993). Measuring and testing the impact of news on volatility. Journal of Finance, 48(5),1749-1778.
- Sukmana, R., & Kholid, M. (2012). Impact of global financial crisis on Islamic and conventional stocks in emerging market: an application of ARCH and GARCH method.Asian Academy of Management Journal of Accounting & Finance,31(2), 357-370
Cite this article
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APA : Hamid, K., Akash, R. S. I., & Ghafoor, M. M. (2018). Volatility of Regional Sharia Compliance Returns and US News Impact. Global Regional Review, III(I), 294-307. https://doi.org/10.31703/grr.2018(III-I).21
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CHICAGO : Hamid, Kashif, Rana Shahid Imdad Akash, and Muhammad Mudasar Ghafoor. 2018. "Volatility of Regional Sharia Compliance Returns and US News Impact." Global Regional Review, III (I): 294-307 doi: 10.31703/grr.2018(III-I).21
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HARVARD : HAMID, K., AKASH, R. S. I. & GHAFOOR, M. M. 2018. Volatility of Regional Sharia Compliance Returns and US News Impact. Global Regional Review, III, 294-307.
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MHRA : Hamid, Kashif, Rana Shahid Imdad Akash, and Muhammad Mudasar Ghafoor. 2018. "Volatility of Regional Sharia Compliance Returns and US News Impact." Global Regional Review, III: 294-307
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MLA : Hamid, Kashif, Rana Shahid Imdad Akash, and Muhammad Mudasar Ghafoor. "Volatility of Regional Sharia Compliance Returns and US News Impact." Global Regional Review, III.I (2018): 294-307 Print.
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OXFORD : Hamid, Kashif, Akash, Rana Shahid Imdad, and Ghafoor, Muhammad Mudasar (2018), "Volatility of Regional Sharia Compliance Returns and US News Impact", Global Regional Review, III (I), 294-307
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TURABIAN : Hamid, Kashif, Rana Shahid Imdad Akash, and Muhammad Mudasar Ghafoor. "Volatility of Regional Sharia Compliance Returns and US News Impact." Global Regional Review III, no. I (2018): 294-307. https://doi.org/10.31703/grr.2018(III-I).21