Results 61 to 70 of about 3,801,843 (259)
The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies
Organizations and Markets in Emerging Economies, 2015 We examine the capability of CBOE S&P500 Volatility index (VIX) to determine returns of emerging stock market indices as compared to local stock markets volatility indicators.
Tamara Mariničevaitė +1 more
doaj +1 more source
Stock returns and volatility: Evidence from the Athens Stock market index
, 2001 This paper investigates the volatility of the Athens Stock excess stock returns over the period 1990–1999 through the comparison of various conditional hetero-skedasticity models.
Apergis, Nicholas, Eleftheriou, Sofia
core
Vertical Price Transmission in Food Markets: New Evidence From Meta‐Analysis
Agribusiness, EarlyView.ABSTRACT A growing body of empirical research has examined price dynamics along the food supply chain, yet findings remain heterogeneous and often conflicting. This study conducts a meta‐analysis of 140 studies, totaling 652 observations, to examine (1) the reported presence of asymmetric price transmission and (2) the reported direction of price ...
Sushan K C +2 more
wiley +1 more source
The Effects of Pandemic Event on the Stock Exchange of Thailand
Economies, 2020 The unprecedented global pandemic of COVID-19 has greatly impacted the stock market in terms of both price reactions and the influences of volatility.
Kamphol Panyagometh
doaj +1 more source
Long Memory in the Turkish Stock Market Return and Volatility [PDF]
This paper examines the dual long memory property of the Turkish stock market. The data set consists of daily returns, and long memory tests are carried out both for the returns and volatility.
Erdost Torun, Adnan Kasman
core
Agribusiness, EarlyView.ABSTRACT In emerging economies where smallholder farming dominates agricultural production, agribusinesses serve as critical intermediaries linking smallholders to broader markets, and their resilience directly affects agricultural sustainability. Short‐term‐oriented capital is reluctant to adequately finance highly uncertain and cyclical agricultural ...
Siyuan Lyu +5 more
wiley +1 more source
Impact of news-based equity market volatility on international stock markets
Journal of Applied Economics, 2020 This study examines the long run impacts of equity market volatility on index returns of nine major international stock exchanges in the Western and Asian regions.
Abdullah Alqahtani +3 more
doaj +1 more source
Stock Market Volatility: Examining North America, Europe and Asia [PDF]
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable
Lakshmi Bala, Gamini Premaratne
core
Weather Attention in Online Discourse and Price Uncertainty in Agricultural Futures Markets
Agribusiness, EarlyView.ABSTRACT Weather is a central determinant of production risk in agricultural markets, but markets respond not only to weather conditions themselves, but also to how those conditions are noticed, framed, and interpreted in public discourse. In this setting, real‐time online weather discussions may shape price uncertainty by influencing how market ...
Mario A. Ortez +3 more
wiley +1 more source
Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market [PDF]
This paper empirically examines the issue of market efficiency and time- varying risk return relationship for Bangladesh, an emerging equity market in South Asia.
M. Kabir Hassan +2 more
core +2 more sources