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Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics

Citations

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Cited by:

  1. Tingli Liu & Xiao Chen & Jianing Liu, 2023. "Economic Policy Uncertainty and Enterprise Financing Efficiency: Evidence from China," Sustainability, MDPI, vol. 15(11), pages 1-27, May.
  2. Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025. "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 4727-4762, December.
  3. Chowdhury, Kushal Banik & Garg, Bhavesh, 2023. "Fresh evidence on the oil-stock interactions under heterogeneous market conditions," Finance Research Letters, Elsevier, vol. 54(C).
  4. Xie, Linyin, 2025. "Stock illiquidity and economic policy uncertainty in Chinese security market," Research in International Business and Finance, Elsevier, vol. 78(C).
  5. Fang Su & Nini Song & Haiyang Shang & Shah Fahad, 2022. "The impact of economic policy uncertainty on corporate social responsibility: A new evidence from food industry in China," PLOS ONE, Public Library of Science, vol. 17(6), pages 1-15, June.
  6. repec:ers:ijfirm:v:16:y:2026:i:1:p:119-137 is not listed on IDEAS
  7. Zhang, Qingjun & Wei, Renyi & Fan, Sijia, 2025. "New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers," Applied Energy, Elsevier, vol. 382(C).
  8. Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming, 2026. "Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
  9. Han, Yonghui & Cheng, Hao & Wang, Hao, 2025. "How bilateral investment treaties affect cross-border mergers and acquisitions: Novel evidence from China's internationalization," Emerging Markets Review, Elsevier, vol. 65(C).
  10. Mo, Tingcheng & Huangmei, Mengmeng & Chen, Hong & Li, Kelong & Ouyang, Yingbo, 2024. "Tail risk spillovers between economic policy uncertainty and stock market returns: Evidence based on TENET approach," Finance Research Letters, Elsevier, vol. 69(PB).
  11. Fang, Guobin & Zhou, Xuehua & Ma, Huimin & Zhao, XiaoFang & Deng, YaoXun & Xie, Luoyan, 2025. "Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
  12. Bakhtiar Javaheri & Fateh habibi & Ramin Amani, 2022. "Economic policy uncertainty and the US stock market trading: non-ARDL evidence," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
  13. Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia & Brzeszczyński, Janusz, 2025. "Energy in turmoil: Industry resilience to uncertainty during the global energy crisis," Applied Energy, Elsevier, vol. 389(C).
  14. Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024. "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, vol. 67(PB).
  15. Simran, & Sharma, Anil Kumar, 2024. "Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 91-101.
  16. Huang, Xiaodong & Zhao, Jiayi & Hu, Boqiang & Zhu, Chenzhi, 2025. "Analysis of changes in corporate external guarantee behavior and the role of governance factors under economic policy uncertainty," International Review of Financial Analysis, Elsevier, vol. 97(C).
  17. Susilo Nur Aji Cokro Darsono & Wing-Keung Wong & Tran Thai Ha Nguyen & Dyah Titis Kusuma Wardani, 2022. "The Economic Policy Uncertainty and Its Effect on Sustainable Investment: A Panel ARDL Approach," JRFM, MDPI, vol. 15(6), pages 1-17, June.
  18. Zumara Muzaffar & Imran Riaz Malik, 2024. "Market liquidity and volatility: Does economic policy uncertainty matter? Evidence from Asian emerging economies," PLOS ONE, Public Library of Science, vol. 19(6), pages 1-13, June.
  19. Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023. "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, vol. 52(C).
  20. Ahmed Bossman & Mariya Gubareva & Tamara Teplova, 2023. "Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 321-372, December.
  21. Si, Deng-Kui & Wan, Shen & Li, Xiao-Lin & Kong, Dongmin, 2022. "Economic policy uncertainty and shadow banking: Firm-level evidence from China," Research in International Business and Finance, Elsevier, vol. 63(C).
  22. Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
  23. Rubaiyat Ahsan Bhuiyan & Tze Chi Chin & Tanusree Chakravarty Mukherjee, 2026. "The Influence of Macro Policy Uncertainty on Blockchain Adoption, Crypto Economy, and Digital Asset Infrastructure," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 17(1), pages 1653-1693, February.
  24. Civelli, Andrea & Jackson, Laura E., 2025. "Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
  25. Mohammed I. Shuaibu & Suleiman O. Mamman & Jamilu Iliyasu & Wang Zhanqin, 2024. "Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China: evidence from GARCH and quantile models," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-14, December.
  26. Liu, Feng & Shao, Shuai & Li, Xin & Pan, Na & Qi, Yu, 2023. "Economic policy uncertainty, jump dynamics, and oil price volatility," Energy Economics, Elsevier, vol. 120(C).
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