We measure stock market efficiency by drawing the comprehensive sample from Asia,
Europe, Africa, North–South America, and Pacific Ocean regions and rank the cross …

We test the hypothesis that policy interventions in crisis periods are less effective when
markets are integrated, drawing on China and Russia's experience during the global …

This study examines the impact of the Latin American Integrated Market (MILA for its
Spanish acronym) on investment efficiency from 2003 to 2020. Our research suggests that …

We employ machine learning techniques to examine cross-sectional variation in country
equity returns by aggregating information across multiple market characteristics. Our models …

Purpose The purpose of this study is to investigate the nature and integration of Islamic stock
markets across the Association of Southeast Asian Nations (ASEAN-5) countries for …

We comprehensively examine the interaction effects in the cross-sectional predictability of
country and industry returns. Using nearly five decades of data from 68 countries, we …

The study investigates global information diffusion into emerging markets (EM) security
prices. It explores the role of financial market segmentation and the business environment in …

Using a sample of Chinese listed companies from 2010 to 2022, we examine how investor‒
firm online interactions influence informational efficiency of stock prices. The empirical …

The objective of this paper is to analyse the time-varying changes of the three parameters,
volatility, efficiency and integration on stock markets across emerging markets. We do this …

This study aims to determine the impact of the 2007 global financial crisis on the integration
of the Islamic stock markets. Seven Islamic stock markets are selected based on the …