Uncovering the Effect of News Signals on Daily Stock Market Performance: An Econometric Analysis

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression met...

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Bibliographic Details
Main Authors: Shahid Raza, Sun Baiqing, Pwint Kay-Khine, Muhammad Ali Kemal
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/11/3/99