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The dynamic causality between Chinese and ASEAN stock markets [PDF]
Heliyon, 2023 COVID-19 has caused severe shocks to the Chinese and ASEAN stock markets. This paper investigates the relationship between the Chinese and ASEAN stock markets using the bootstrap rolling-window causality test.
Qingqiao Huang, Mulan Li, Bin Wang
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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
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Tail Risk Spillover Between Global Stock Markets Based on Effective Rényi Transfer Entropy and Wavelet Analysis [PDF]
EntropyTo examine the spillover of tail-risk information across global stock markets, we select nine major stock markets for the period spanning from June 2014 to May 2024 as the sample data. First, we employ effective Rényi transfer entropy to measure the tail-
Jingjing Jia
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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
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Econometric Analysis of Integration of Selected New EU Member CEE Stock Markets With Global Stock Market and Eurozone: Impact of Global Financial Crisis [PDF]
Amfiteatru Economic, 2021 The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets.
Jan Sucháček +3 more
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Stock markets’ reaction to COVID-19: Cases or fatalities?
Research In International Business and Finance, 2020 In this paper, we examine the stock markets’ response to the COVID-19 pandemic. Using daily COVID-19 confirmed cases and deaths and stock market returns data from 64 countries over the period January 22, 2020 to April 17, 2020, we find that stock markets
Badar Nadeem Ashraf
semanticscholar +2 more sources
Financial Innovation, 2021 This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by ...
Manel Youssef, Khaled Mokni, A. Ajmi
semanticscholar +1 more source
AFRE (Accounting and Financial Review), 2022 The purpose of this paper was to analyze stock market return volatility spillover between in Sub-Sahara markets using Nigeria, Ghana and South Africa monthly data from January 2000 to December 2017.
Peter Ali
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COVID-19 Pandemic and Investor Herding in International Stock Markets
Risks, 2021 The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we ...
Elie Bouri +3 more
semanticscholar +1 more source
The COVID-19 Outbreak and Affected Countries Stock Markets Response
International Journal of Environmental Research and Public Health, 2020 This paper evaluates the short-term impact of the coronavirus outbreak on 21 leading stock market indices in major affected countries including Japan, Korea, Singapore, the USA, Germany, Italy, and the UK etc.
Haiyue Liu +4 more
semanticscholar +1 more source