Results 11 to 20 of about 3,945,236 (308)
Forecasting sector stock market returns [PDF]
We seek to forecast sector stock returns using established predictor variables. Existing empirical evidence focuses on market level data and thus sector data provides fertile ground for research. In addition to in-sample predictive regressions, we consider recursive and rolling forecasts and whether such forecasts can be used successfully in a sector ...
McMillan, David
openaire +4 more sources
Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns [PDF]
Given the effects COVID-19 pandemic on the financial sectors across the world, this study examined the reaction of stock returns of 201 firms listed in the Nigerian Stock Exchange to the COVID-19 pandemic and lockdown policy.
Isiaka Akande Raifu +2 more
doaj +2 more sources
US Economic Policy Uncertainty and GCC Stock Market Performance
The study evaluates the effect of economy policy uncertainty of US on gulf cooperation council (GCC) countries’ stock market returns. The GCC countries are Saudi Arabia, Qatar, UAE, Kuwait, Bahrain and Oman.
Abdullah Saeed
doaj +1 more source
Option volume and stock returns: evidence from single stock options on the Korea Exchange [PDF]
Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale.
Mincheol Woo, Meong Ae Kim
doaj +1 more source
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case
This research analyzes non-linear interdependencies between the Polish (WIG20) and the Spanish (IBEX 35) stock market returns with some other relevant international stock market returns, such as the German (DAX-30), the British (FTSE-100), the American ...
Francisco Jareño +2 more
doaj +1 more source
The COVID-19 Outbreak and Stock Market Return: Evidence from Indonesia
This study investigates the impact of Coronavirus disease 2019 (COVID-19) outbreak on stock market returns in Indonesia stock exchange. Number of positive cases, mortality, recovery, and capital market data were collected for 136 days since the first ...
Nurcahyono Nurcahyono +2 more
doaj +1 more source
Household Debt, Stock Market Participation, and Stock Market Returns: A Mediation Analysis
This thesis investigates whether increases in household debt increase stock market participation, and consequently decrease stock market returns. The three-way link is investigated across the immediate, short, and medium term, income groups, and the ...
Moalafi, C.
core +1 more source
Impact of Firm’s Fundamentals on Return of Stocks in Nepal
Return on stock is the chief concern of firm investors. Investors prefer better stock returns, and management focuses on increasing stock returns for wealth maximization.
Pitambar Lamichhane, Bashu Dev Dhungel
doaj +1 more source
This paper aims to measure the effects of delisting on stock returns for the Vietnam stock market. This study employs a sample of 118 stocks that were compulsorily delisted from the market between January 2011 and December 2021.
Loc Dong Truong +2 more
doaj +1 more source
Volatility dynamics of stock returns, liquidity and exchange rates in ASEAN Countries [PDF]
In this study, we examined the volatility trend of stock return in eight ASEAN stock markets. These includes the Singapore Exchange (SGX), Bursa Malaysia Stock Exchange (YSX), the Stock Exchange of Thailand (SET), Indonesia stock exchange, the Vietnam ...
David Umoru +3 more
doaj +1 more source

