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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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Investigating the Hsiao’s Granger Causality among Returns of 11 World Stock Markets Indexes and Return of Tehran Stock Exchange Index [PDF]
تحقیقات مالی, 2014 In today’s world, markets are no longer under the limitations of a specific location and the importance of this issue is illustrated in effective decision making of economic agents, because the world financial markets are considered often valuable ...
Ali Asghar Anvary Rostamy +2 more
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Risk Aversion and Value at Risk in Macroeconomic Assets Portfolio: An Approach of Econophysics [PDF]
مجله توسعه و سرمایه, 2021 Objective: Due to the importance of studing the behavior of asset markets, the risk aversion term and its operational calculation has attracted many researchers. The present study intends to examine this issue by considering a portfolio with three assets
Hashem Zare +2 more
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Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis [PDF]
Panoeconomicus, 2013 This paper extends recent investigations into risk contagion effects on stock markets to the Vietnamese stock market. Daily data spanning October 9, 2006 to May 3, 2012 are sourced to empirically validate the contagion effects between stock markets in
Wang Kuan-Min, Lai Hung-Cheng
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The Impact of COVID-19 Pandemic on Stock Markets: An Empirical Analysis of World Major Stock Indices
Journal of Asian Finance, Economics and Business, 2020 This study aims to investigate the impact of COVID-19 pandemic on the stock markets of sixteen countries. Pooled OLS regression, conventional t-test and Mann-Whitney test are used to estimate the results of the study.
Karamat Khan +5 more
semanticscholar +1 more source