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Social media use has been increasing apace regardless of geographical and economic boundaries. In particular, its penetration has occurred more rapidly in developing and low-income countries with abounding health and psychological disadvantages. Given the understanding that women are more prone to psychological disorders than men, the current research is an effort to examine social media motives and subsequent effects on the psychological well-being of women social media users in Pakistan. The study is based on an online survey conducted to ascertain as to what extent social media use contributes to women’s psychological well-being or otherwise. The survey recorded responses of 240 women selected through purposive sampling technique. SEM-PLS analysis of the collected data revealed that social media usage plays a meaningful role in women’s psychological health. However, results exposed that Pakistani women, under the traditional patriarchal social pressure, not only have to observe cultural norms in online practices but are also forced to adhere to socially constructed gender roles in online spaces. The mixed results suggest conducting extensive research for a deeper insight into the role of social media in psychological well-being of women in other low-income countries.

This research explores the function of information shocks in equity returns and integrated volatility of emerging Asian markets using Swap Variance (SwV) approach on the period of 20 years (Feb 2001–Feb 2020). It compares average monthly returns and volatility of shock periods with non-shock periods after separating negative and positive shocks. Findings reveal frequent occurrence of information shocks in all Asian developed equity markets with positive shocks than that of negative shocks. Moreover, highly volatile Asian developed markets earn higher returns during shocks periods, while markets with higher volatility and lower continuous returns are adversely affected during shocks periods. The ratio of total realized volatility and the average ratio of shocks volatility establish that shocks account for a considerable amount of volatility, and integrated volatility is higher during negative shocks phases. The study has implications for all stakeholders of financial markets for rational investment decisions.

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