Does COVID-19 Affect The Share Market Volatility In Indonesia?

Does “Flattening the Curve” Affect Critical Care Services Delivery for COVID-19? A Global Health Perspective

During this coronavirus disease 2019 (COVID-19) global pandemic, nations are taking bold measures to mitigate the spread of Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infections in order to avoid the overwhelming its critical care facilities. While these “flattening the curve” initiatives are showing signs of impeding the potential surge in COVID-19 cases, it is not known whet...

The Volatility in a Multi-share Financial Market Model

Single index financial market models cannot account for the empirically observed complex interactions between shares in a market. We describe a multi-share financial market model and compare characteristics of the volatility, that is the standard deviation of the price fluctuations, with empirical characteristics. In particular we find its probability distribution is similar to a log normal dis...

Does Investor Sentiment affect Cross- Sectional Stock Returns on the Chinese A-Share Market?

Does Ramadan Exposure In Utero Affect Long-term Labor Market Behavior? Evidence From Indonesia

This paper utilizes the Islamic holy month of Ramadan, a period of religious fasting, as a natural experiment to identify the effects of in utero nutrition on the labor market behavior of children in Indonesia when they become adults. Approximately seventy five percent of all pregnancies overlap with Ramadan, suggesting that in 2010 alone, more than 1.2 billion Muslims globally and 155 million ...

Investigating the Asymmetry in Volatility for the Iranian Stock Market

This paper investigates the asymmetry in volatility of returns for the Iranian stock market using the daily closing values of the Tehran exchange price index (TEPIX) covering the period from March 25, 2001 to July 25, 2012, with a total of 2743 observations. To this end, two sets of tests have been employed: the first set is based on the residuals derived from a symmetric GARCH (1,1) model. The...