Decisions regarding the role of bad news and asymmetric effects in the Middle East stock markets

Author:

AlHalaseh Rula Hani1ORCID

Affiliation:

1. Mutah University

Abstract

This paper aims to study the impact of the COVID-19 pandemic, the Russian invasion of Ukraine, and the Turkey-Syria earthquake on the Middle East’s developed, emerging, and frontier markets. For this purpose, panel data of nine Middle East financial markets listed in Morgan Stanley from January 2, 2018, to July 27, 2023, were analyzed using multi criteria. In the event study, two approaches were deducted to analyze the price impact: 1) a standard event study and 2) an independent sample, following Brown and Warner (1985). The generalized autoregressive conditional heteroskedasticity (GARCH) group captures asymmetric and leverage effects. The results show volatility in financial market index returns and the impact of bad news and leverage in all markets. However, this effect is asymmetric across markets, indicating a low integration. Moreover, the negative impact of COVID-19 was more pronounced than that of both the Russian invasion of Ukraine and the Turkey-Syria earthquake. This study’s findings can help investors make informed investment decisions and select optimal portfolios. It will also add to the existing body of knowledge by shedding new light on the factors that influence stock price volatility and risk management in Middle Eastern international fiscal issues.

Publisher

Virtus Interpress

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