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This paper examines the time-varying efficiency of nine major Middle East and North Africa (MENA) stock markets namely Egypt, Bahrain, UAE, Jordan, Saudi Arabia, Oman, Qatar, Morocco and Tunisia during times of COVID-19 pandemic outbreak and vaccines.

The authors use two econometric approaches: (1) autocorrelation tests including the wild bootstrap automatic variance ratio test, the automatic portmanteau test and the Generalized spectral test, and (2) a non-Bayesian generalized least squares-based time-varying model with statistical inferences.

The results show that the degree of stock market efficiency of Egyptian, Bahraini, Saudi, Moroccan and Tunisian stock markets is influenced by the COVID-19 pandemic crisis. Furthermore, the authors find a tendency toward efficiency in most of the MENA markets after the announcement of the COVID-19's vaccine approval. Finally, the Jordanian, Omani, Qatari and UAE stock markets remain globally efficient during the three sub-periods of the COVID-19 pandemic outbreak.

The results have important implications for asset allocations and financial risk management. Portfolio managers may maximize the benefit of arbitrage opportunities by taking strategic long and short positions in these markets during downward trend periods. Policymakers should implement the action plans and reforms to protect the stock markets from global shocks and ensure the stability of the stock markets.

This article presents two Brazilian Portuguese corpora collected from different media concerning public security issues in a specific location. The primary motivation is supporting analyses, so security authorities can make appropriate decisions about their actions.

The corpora were obtained through web scraping from a newspaper's website and tweets from a Brazilian metropolitan region. Natural language processing was applied considering: text cleaning, lemmatization, summarization, part-of-speech and dependencies parsing, named entities recognition, and topic modeling.

Several results were obtained based on the methodology used, highlighting some: an example of a summarization using an automated process; dependency parsing; the most common topics in each corpus; the forty named entities and the most common slogans were extracted, highlighting those linked to public security.

Some critical tasks were identified for the research perspective, related to the applied methodology: the treatment of noise from obtaining news on their source websites, passing through textual elements quite present in social network posts such as abbreviations, emojis/emoticons, and even writing errors; the treatment of subjectivity, to eliminate noise from irony and sarcasm; the search for authentic news of issues within the target domain. All these tasks aim to improve the process to enable interested authorities to perform accurate analyses.

The corpora dedicated to the public security domain enable several analyses, such as mining public opinion on security actions in a given location; understanding criminals' behaviors reported in the news or even on social networks and drawing their attitudes timeline; detecting movements that may cause damage to public property and people welfare through texts from social networks; extracting the history and repercussions of police actions, crossing news with records on social networks; among many other possibilities.

The work on behalf of the corpora reported in this text represents one of the first initiatives to create textual bases in Portuguese, dedicated to Brazil's specific public security domain.