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Impact of China-Pakistan economic investment on volatility of stock exchanges in Pakistan and Shanghai

2023Book part Open access
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dc.contributor.authorJesus-Silva, Natacha
dc.contributor.authorDos Santos, Maria José Palma Lampreia
dc.date.accessioned2023-08-02T10:31:36Z
dc.date.available2023-08-02T10:31:36Z
dc.date.issued2023
dc.description.abstractThis paper aims to analyze the impact of the China-Pakistan Economic Corridor on the volatility of the Pakistan Stock Exchange and Shanghai Stock Exchanges, namely, to explore the pre and post-impact China investments in Pakistan in the energy sector on the stock exchanges of the respective countries. The methods used include an econo- metric analysis, and univariate statistical analysis, from February 2010 to January 2020. The results present a significant difference in volatilities of the pre and post-returns of both indices. Stock prices increased post-CPEC announcement in Pakistan, and there was a growth in the stock market. However, the mean return post-CPEC announcement is relatively lower than Pre-announcement tenure, combined with higher volatility. It shows small investors’ underconfidence. The conclusion is the significant economic advantages of CPEC to PK.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationJesus-Silva, N., Dos-Santos, M. (2023). Impact of China-Pakistan economic investment on volatility of stock exchanges in Pakistan and Shanghai. In S. Nazir (ed.), Human factors in management and leadership. (Vol.92, pp.49-54). AHFE International. http://doi.org/10.54941/ahfe1003733pt_PT
dc.identifier.doi10.54941/ahfe1003733pt_PT
dc.identifier.isbn978-1-958651-68-1
dc.identifier.urihttp://hdl.handle.net/10400.21/16363
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherAHFE Internationalpt_PT
dc.relation.publisherversionhttps://openaccess.cms-conferences.org/publications/book/978-1-958651-68-1/article/978-1-958651-68-1_5pt_PT
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/pt_PT
dc.subjectChina-pakistan economic corridorpt_PT
dc.subjectVolatilitypt_PT
dc.subjectMean reversionpt_PT
dc.subjectPSX indicespt_PT
dc.titleImpact of China-Pakistan economic investment on volatility of stock exchanges in Pakistan and Shanghaipt_PT
dc.typebook part
dspace.entity.typePublication
oaire.citation.conferencePlaceNew York, United States of Americapt_PT
oaire.citation.endPage54pt_PT
oaire.citation.startPage49pt_PT
oaire.citation.titleHuman factors in management and leadershippt_PT
oaire.citation.volume92pt_PT
person.familyNameDos-Santos
person.givenNameMaria José Palma Lampreia
person.identifier.ciencia-id011D-55C7-976C
person.identifier.orcid0000-0002-1992-0419
person.identifier.scopus-author-id56107451000
rcaap.rightsopenAccesspt_PT
rcaap.typebookPartpt_PT
relation.isAuthorOfPublication9c5ce6f5-82dd-4b62-a817-ba31598a3eac
relation.isAuthorOfPublication.latestForDiscovery9c5ce6f5-82dd-4b62-a817-ba31598a3eac

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