GLOBAL UNCERTAINTIES AND STOCK RETURNS UNDER ...

This study sets out to investigate the impact of geopolitical risk (GPRH), global policy uncertainty (GPU), infectious disease equity market volatility (ID-EMV ...

Global uncertainties and stock returns under heterogeneous market ...

This study sets out to investigate the impact of geopolitical risk (GPRH), global policy uncertainty (GPU), infectious disease equity market volatility (ID-EMV ...

Climate policy uncertainty and the cross-section of stock returns

We show that climate policy uncertainty (CPU) is priced cross-sectionally in individual stocks. On average, the risk-adjusted annual future returns of ...

Uncertainty, Search Engine Data, and Stock Market Returns During ...

Using daily data from March 2, 2020, to March 2, 2021, our empirical findings reveal that stock returns during a pandemic lead to an increase in ...

Full article: Impact of political uncertainty on stock market returns

They find that wars decrease global stock returns by about 4% per year. ... Global stock markets in the twentieth century. The Journal of Finance, 54 ...

Can economic policy uncertainty predict stock returns? Global ...

This paper, using data for 16 countries, tests whether economic policy uncertainty (EPU) predicts stock excess returns.

Economic policy uncertainty and the predictability of stock returns

The 2008 global financial crisis (GFC) further raises questions about the sustainability of the US's leading role in the world economy (Ba, 2014) ...

Economic policy uncertainty and stock returns among OPEC members

First, the cartel is oil-export oriented, where any changes in global economic policy could deteriorate the overall performance with the ...

International evidence on global economic uncertainty and cross ...

Further, the idiosyncratic uncertainty betas are negatively related to future stock returns over multiple trading horizons in the UK, Europe, ...

impacts of global economic policy uncertainty on emerging stock ...

Nevertheless, the Markov switching estimation uncovers that global policy uncertainty has negative impacts on stock market performance in both low and high ...

Oil Beta Uncertainty and Global Stock Returns

The findings present a new, behavioral channel in which oil market uncertainty drives the cross-section of global stock market returns. Keywords ...

Full article: Global economic policy uncertainty and stock volatility

The out-of-sample forecasting results show that the GEPU-based model can improve forecasting performance of stock volatility for emerging markets, especially in ...

The Role of Economic Uncertainty in UK Stock Returns

Specifically, we study the UK stock market. After the global financial crisis from 2008, followed by serial crises in the Euro area and partisan policy disputes ...

Evidence of Economic Policy Uncertainty and COVID-19 Pandemic ...

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, ...

The effects of high uncertainty risk on international stock markets

(2017). Bali et al. (2017) and Brogaard and Detzel (2015) show that economic uncertainty is priced in the cross-section of US stock returns with ...

The effect of European and global uncertainty on stock returns of ...

This study examines how changes in uncertainty, proxied by European EPU (EEPU) and. Global EPU (GEPU), affect STOXX Europe 600 Travel & Leisure Price Index ( ...

Can Economic Policy Uncertainty Predict Stock Returns? Global ...

The impacts of global economic uncertainty on economic conditions in these countries or regions can be further transmitted to their financial markets and ...

The impacts of global economic policy uncertainty on stock market ...

The global economic policy uncertainty exhibits greater impacts on stock returns in high-volatility regime. Thus, the findings confirm the ...

Macroeconomic Uncertainty and Expected Stock Returns

Macroeconomic variables are widely accepted candidates for these systematic risk factors be- cause innovations in economic indicators can generate global ...

Chapter 9. Uncertainty: How Bad Is It? in - IMF eLibrary

Because we are concerned primarily with macroeconomic uncertainty, we concentrate on four measures based on the volatility of stock returns and economic policy.