Results 11 to 20 of about 3,656,202 (312)
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
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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The impact of COVID-19 on emerging stock markets
Finance Research Letters, 2020 Highlights • The impact of COVID-19 on emerging stock markets is examined.• The negative impact has gradually fallen and begun to taper off by mid-April.• The highest impact is in Asian and the lowest in European emerging markets.• Response time and the ...
Mert Topcu, Omer Serkan Gulal
semanticscholar +1 more source
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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Volatility Spillovers and Nexus across Oil, Gold, and Stock European Markets
American Business Review, 2022 This paper utilises a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationships between global oil price, gold price, and European stock markets.
Chao Ren
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Is the Stock Market Overvalued? [PDF]
Quarterly Review, 2000 The value of U.S. corporate equities in the first half of 2000 was close to 1.8 times U.S. gross national income. Some stock market analysts have argued that the market is overvalued at this level. We use standard economic theory and find that the market is correctly valued.
Ellen R. McGrattan, Edward C. Prescott
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