How does stock market volatility react to oil shocks? [PDF]
, 2018 We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility using a structural vector autoregressive model.
Bastianin, Andrea, Manera, Matteo
arxiv +3 more sources
Time-varying return predictability in the Chinese stock market [PDF]
Reports in Advances of Physical Sciences 1 (1), 1740002 (2017), 2016 China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependence. We study the predictability of returns in the Chinese stock market by employing the wild bootstrap automatic variance ratio test and the generalized
Jiang, Zhi-Qiang +2 more
arxiv +3 more sources
Information management systems in the systematization of indicators for assessing the effectiveness of investment processes in the securities market [PDF]
Journal of Information Technology Management, 2023 The purpose of this study is to study the indicators for evaluating the effectiveness of the implementation of investment processes on the securities market, taking into account the scientific foundations of information management systems and analysis of
Yuliia Kovalenko +5 more
doaj +1 more source
Features of Ukraine’s Stock Market Integration Into the World Stock Market [PDF]
Bìznes Inform, 2021 The article is aimed at examining the current state and peculiarities of integration of Ukraine’s stock market into the world stock market. The article analyzes the current state of the stock market of Ukraine.
Shuba Olena А.
doaj +1 more source
Improving the infrastructure of the stock market in the context of economic modernization [PDF]
E3S Web of Conferences, 2023 The article describes the economic essence of the stock market infrastructure and the main directions of its formation, the scientific and theoretical basis.
Khujamurodov A. J. +3 more
doaj +1 more source
Financial Technology: China’s Stock Markets vs U.S. Stock Markets [PDF]
E3S Web of Conferences, 2021 This paper provides a detailed analysis of the difference between the Chinese stock market and the U.S. stock market under the development of financial technology. In conclusion, we find that the Chinese stock market is more dominated by retail investors,
Chang Ruiqian
doaj +1 more source
Relationship of producers and retail networks in the regional food market [PDF]
Экономика региона, 2012 The article reviews the issues of difficult and often uncooperative relationships between producers (suppliers) and retail networks within thecontext of development of the new structure ofregional food market.
Sergey Alexandrovich Neganov +1 more
doaj +1 more source
Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2021 The present study investigates the effect of coronavirus outbreak and exchange rate and oil price variables on the stock market index using Markov Switching model during the period 1398/11/30 – 1399/03/27.
Soheil Roudari, Masoud Homayounifar
doaj +1 more source
Stock market development and agricultural growth of emerging economies in Africa [PDF]
Journal of Capital Markets Studies, 2022 Purpose – This research investigates the bond between stock market development and agricultural growth in African emerging economies from 1990 to 2020.
Chi Aloysius Ngong +4 more
doaj +1 more source
FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET
Applied Finance Letters, 2021 This study aims to investigate the effect of financial risks on the stock market crashes occurrence from 1999 to 2020. Using the windows method, we detect two stock market crises in the Tunisian stock market.
Haifa Hammami, Younes Boujelbene
doaj +1 more source