The Journal of Finance and Data Science Volume 2, Number 2, June 2016 Table of Contents US fi nancial conditions index and its empirical impact on information transmissions across US-BRIC equity markets Amanjot Singh , Manjit Singh 89 The effect of fi rm and stock characteristics on stock returns: Stock marketcrash analysis Rizaldi Fauzi , Imam Wahyudi 112 Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets Mohd Tahir Ismail , Buba Audu, Mohammed Musa Tumala 125 Forecasting daily conditional volatility and h -step-ahead short and long Value-at-Risk accuracy:Evidence from fi nancial data Samir Mabrouk 136