Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility: an event study approach

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dc.contributor.authorKapar, Burcu
dc.contributor.authorBuigut, Steven
dc.date.accessioned2020-07-23T04:50:23Z
dc.date.available2020-07-23T04:50:23Z
dc.date.copyright© 2020
dc.date.issued2020
dc.descriptionThis article is not available at CUD collection. The version of scholarly record of this article paper is published in Applied Economics (2020), available online at: https://doi.org/10.1080/00036846.2020.1781776en_US
dc.description.abstractIn this study we assess the impact of the political and economic blockade of Qatar, as well as four other events related to the blockade on Qatar’s stock market volatility. One of these events occurred before the June 5 2017 blockade while the others occurred after. We use volatility event-study approach to test the abnormal unsystematic volatility in stock returns. We reveal that stock market volatility has reacted significantly to the blockade as well as to other related events that happened before and after the blockade. Our findings highlight the importance of continuing, and even bolstering, the ongoing mediation efforts to reduce the risk of a resurgence of hostilities. As there is no resolution yet, there is still a risk of future market volatility and thus changes in portfolio allocation and investment decisions not only in Qatar but also in the GCC. © 2020, © 2020 Informa UK Limited, trading as Taylor & Francis Group.en_US
dc.identifier.citationKapar, B., & Buigut, S. (2020). Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility: An event study approach. Applied Economics, 52(55), 6022-6030. doi:10.1080/00036846.2020.1781776en_US
dc.identifier.issn00036846
dc.identifier.urihttps://doi.org/10.1080/00036846.2020.1781776
dc.identifier.urihttp://hdl.handle.net/20.500.12519/227
dc.language.isoenen_US
dc.publisherRoutledgeen_US
dc.relationAuthors Affiliations : Kapar, B., Department of Finance, American University in Dubai, Dubai, United Arab Emirates; Buigut, S., Faculty of Management, Canadian University Dubai, Dubai, United Arab Emirates
dc.relation.ispartofseriesApplied Economics
dc.rightsPermission to reuse the abstract has been secured from Taylor & Francis and Copyright Clearance Center.
dc.rights.holderCopyright : © 2020 Informa UK Limited, trading as Taylor & Francis Group
dc.subjectComparative analysisen_US
dc.subjectevent studyen_US
dc.subjectQatar blockadeen_US
dc.subjectvolatilityen_US
dc.titleEffect of Qatar diplomatic and economic isolation on Qatar stock market volatility: an event study approachen_US
dc.typeArticleen_US

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