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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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Stock markets’ reaction to COVID-19: Cases or fatalities?
Research in International Business and Finance, 2020 Graphical ...
Badar Nadeem Ashraf
exaly +2 more sources
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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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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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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International Review of Financial Analysis, 2021 We analyzed the return and volatility spillover between the COVID-19 pandemic in 2020, the crude oil market, and the stock market by employing two empirical methods for connectedness: the time-domain approach developed by Diebold and Yilmaz (2012) and ...
Wenting Zhang, Shigeyuki Hamori
semanticscholar +1 more source
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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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
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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