The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis [PDF]
تحقیقات مالی, 2012 One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior ...
Reza Tehrani +2 more
doaj +1 more source
Free Trade Agreements and Volatility of Stock Returns and Exchange Rates: Evidence from NAFTA [PDF]
, 2017 This paper uses GARCH models and daily data to investigate the effect of the Canada – U.S. Free Trade Agreement (CUSFTA) and NAFTA on the volatility of, and the relationship between stock market returns and changes in bilateral exchange rates of the ...
Daelemans, Bram +2 more
core +2 more sources
Asian Economic and Financial Review, 2019 The most stimulating task for investors is to make rational investment decisions. Normally, investors indulge in behavioural biases in uncertain situations.
Saeed Ahmad Sabir +2 more
semanticscholar +1 more source
INTERNAL GOVERNANCE AND ROLE OF INTERNAL AUDIT IN FINANCIAL INSTITUTIONS. CASE STUDY: RISK BASED PLANNING [PDF]
Annals of the University of Oradea: Economic Science, 2015 The global financial crisis from 2008 was considered a trigger to reshape the financial systems and to enhance the risk management practices. Considering the developments and new guidelines that are now used it can be observed a “positive” effect of the ...
Andrei Florin
doaj
Macroeconomic factors and Stock exchange return: A Statistical Analysis [PDF]
arXiv, 2023 The purpose of this research is to examine the relationship between the Dhaka Stock exchange index return and macroeconomic variables such as exchange rate, inflation, money supply etc. The long-term relationship between macroeconomic variables and stock market returns has been analyzed by using the Johnson Cointegration test, Augmented Dicky Fuller ...
arxiv
Analysing correlation between the MSE index and global stock markets [PDF]
, 2015 The paper investigates the time-varying correlation between the Malta Stock Exchange (MSE) index, and five major international stock markets. An MGARCH-DCC approach is employed to measure the degree to which the MSE moves with other stock markets ...
Ellul, Reuben
core +4 more sources
Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
Cogent Economics & Finance, 2019 Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the risk distribution of financial assets.
Lorraine Rupande +2 more
semanticscholar +1 more source
Liquidity at the Oslo Stock Exchange [PDF]
SSRN Electronic Journal, 2008 This report analyzes the relationship between the long term development in liquidity at the OSE and the Norwegian economy for the period 1980 to 2007. We calculate different liquidity measures that captures various dimensions of liquidity over time and across industry groups.
Næs, Randi +2 more
openaire +4 more sources
FINANCIAL RATIO ANALYSIS IN PREDICTING FINANCIAL CONDITIONS DISTRESS IN INDONESIA STOCK EXCHANGE
Russian Journal of Agricultural and Socio-Economic Sciences, 2019 Financial distress is a condition where a company experiences financial difficulties, if these conditions cannot be overcome; it is possible that the company will experience bankruptcy.
Mesak Dance, Sukartha Imade
semanticscholar +1 more source
An analysis of the relation between return and beta for portfolios of Turkish equities
Cogent Economics & Finance, 2016 The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excess-return, in an ...
Salvatore J. Terregrossa, Veysel Eraslan
doaj +1 more source