Results 11 to 20 of about 1,604,417 (303)
Trusting the Stock Market [PDF]
SSRN Electronic Journal, 2005 We provide a new explanation to the limited stock market participation puzzle. In deciding whether to buy stocks, investors factor in the risk of being cheated.
Luigi Guiso +2 more
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Stock Market Driven Acquisitions [PDF]
Journal of Financial Economics, 2001 We present a model of mergers and acquisitions based on stock market misvaluations of the combining firms. The key ingredients of the model are the relative valuations of the merging firms, the horizons of their respective managers, and the market's ...
Andrei Shleifer, Robert W. Vishny
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Stock Market and No‐Dividend Stocks [PDF]
The Journal of Finance, 2021 ABSTRACTWe develop a stationary model of the aggregate stock market featuring both dividend‐paying and no‐dividend stocks within a familiar, parsimonious consumption‐based equilibrium framework. We find that such a simple feature leads to profound implications supporting several stock market empirical regularities that leading consumption‐based asset ...
Atmaz, A, Basak, S
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Stock market cycles and stock market development in Spain [PDF]
Spanish Economic Review, 2004 In this paper we use Spanish stock market data to identify the bull and bear phases of the market and to analyze its characteristics during the period 1941-2002. We compare these characteristics with those of the US and of two other European countries (Germany and the UK).
Javier Gómez Biscarri +1 more
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Stock Market Reforms and Stock Market Performance
International Journal of Financial Research, 2021 This paper analyses the impact of stock market reforms on the stock market performance in India using regression based event-study method. We consider nine stock market reforms introduced from 1998 to 2018. We find that the impact of stock market reforms on Nifty trading volume and Nifty return is different.
Karthigai Prakasam Chellaswamy +2 more
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Stock Market Downturn and Stock Market Concentration
Journal of Economics, Finance and Accounting Studies, 2023 As an important component of corporate inequality, stock market concentration has become a focus of attention in academia in recent years. However, existing literature focuses on its negative consequences, and research on the determinants of stock market concentration is scarce.
Yunqi Zhang, Zeqi Zhang, Xiaoyu Zhang
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Evolutionary Stable Stock Markets [PDF]
SSRN Electronic Journal, 2003 A discrete time stock market model for the time evolution of history-dependent wealth shares of portfolio rules, the price of consumption goods, is studied involved long lived assets and cash with dividends. Evolutionary stable and local stable portfolio rules are described when the market is invaded. Under the assumption of the relative dividend being
Evstigneev, Igor V +2 more
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Saving China's Stock Market [PDF]
SSRN Electronic Journal, 2016 Graduate Institute of International and Development Studies Working Paper ; no.
Huang, Yi, Miao, Jianjun, Wang, Pengfei
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The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
Discrete Dynamics in Nature and Society, 2020 Based on the DSSW model, we analyze the nonlinear impact mechanism of investor sentiment on stock return and volatility by adjusting its hypothesis in Chinese stock market.
Gang He, Shuzhen Zhu, Haifeng Gu
doaj +1 more source
Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan [PDF]
, 2006 Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method ...
Kemal, A. R., Qayyum, Abdul
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