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The Journal of Finance, 1996
ABSTRACTWe test whether the reaction of international stock markets to oil shocks can be justified by current and future changes in real cash flows and/or changes in expected returns. We find that in the postwar period, the reaction of United States and Canadian stock prices to oil shocks can be completely accounted for by the impact of these shocks on
Jones, Charles M, Kaul, Gautam
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ABSTRACTWe test whether the reaction of international stock markets to oil shocks can be justified by current and future changes in real cash flows and/or changes in expected returns. We find that in the postwar period, the reaction of United States and Canadian stock prices to oil shocks can be completely accounted for by the impact of these shocks on
Jones, Charles M, Kaul, Gautam
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Artificial Life and Robotics, 1999
The Santa Fe Artificial Stock Market consists of a central computational market and a number of artificially intelligent agents. The agents choose between investing in a stock and leaving their money in the bank, which pays a fixed interest rate. The stock pays a stochastic dividend and has a price which fluctuates according to agent demand. The agents
R. G. Palmer +3 more
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The Santa Fe Artificial Stock Market consists of a central computational market and a number of artificially intelligent agents. The agents choose between investing in a stock and leaving their money in the bank, which pays a fixed interest rate. The stock pays a stochastic dividend and has a price which fluctuates according to agent demand. The agents
R. G. Palmer +3 more
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TAKEOVERS AND THE STOCK MARKET
Contributions to Political Economy, 1987In a market economy the stock exchange has a triple role, first to pool together society’s savings dispersed among individual savers; second to channel selectively these savings to companies with the best investment prospects, and third to encourage the efficient use of assets embodying past savings. Two interrelated mechanisms are involved.
Hughes, Alan, Singh, Ajit
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Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak
International Review of Economics and Finance, 2020With a sample of 49 stock market indices of the developed and emerging markets in the world using the standard event methodology, this paper aims to examine the impacts of the 2019-nCoV outbreak on the global stock markets.
Dharen Kumar Pandey, V. Kumari
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, 2020
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationship among the Chinese stock market, commodity markets and global oil price.
Abdullahi D. Ahmed, Rui Huo
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This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationship among the Chinese stock market, commodity markets and global oil price.
Abdullahi D. Ahmed, Rui Huo
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Finance Research Letters, 2021
This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded ...
Ikram Jebabli +2 more
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This paper investigates volatility spillovers between energy and stock markets during periods of crises. Our main findings reveal that transmissions of volatilities among these markets during the Covid-19 pandemic crisis exceeded the ones recorded ...
Ikram Jebabli +2 more
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Stock market aversion? Political preferences and stock market participation
Journal of Financial Economics, 2010We find that left-wing voters and politicians are less likely to invest in stocks, controlling for income, wealth, education, and other relevant factors. This finding from unique data sets in Finland is robust both at the zip code and at the individual level. A moderate left voter is 17-20% less likely to own stocks than a moderate right voter.
Torstila, Sami, Kaustia, Markku
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Analyzing volatility spillovers between oil market and Asian stock markets
Resources policy, 2020The paper attempts to investigate the volatility spillover between oil and stock markets returns (namely Karachi, Shanghai and Bombay) by using bivariate BEKK-GARCH model covering the period from 1997 to 2014.
S. Sarwar, A. Tiwari, Tingqiu Cao
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SSRN Electronic Journal, 2012 We study an optimal contracting problem between shareholders and managers when managers’ effort choices are hidden but on which stock market prices reveal some information. When the stock market rewards winners and punishes losers within an industry, stock-based incentive generates a tournament effect and causes strategic complementarity among managers
Emre Ozdenoren, Kathy Yuan
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CHI '99 extended abstracts on Human factors in computing systems - CHI '99, 1999
We describe a new 2-dimensional visualization algorithm capable of presenting detailed information on hundreds of items while emphasizing overall patterns in the data. This display method, which builds on Shneiderman's treemap technique, makes use of both hierarchy and similarity information.
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We describe a new 2-dimensional visualization algorithm capable of presenting detailed information on hundreds of items while emphasizing overall patterns in the data. This display method, which builds on Shneiderman's treemap technique, makes use of both hierarchy and similarity information.
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