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Energy, precious metals, and GCC stock markets: Is there any risk spillover?
Pacific-Basin Finance Journal, 2019We analyze dynamic return and risk spillovers between commodity futures (energy & precious metals) and the Gulf Cooperation Council (GCC) stock markets. Utilizing dynamic equicorrelation (DECO) models and the spillover index of Diebold and Yilmaz (2012),
K. Al-Yahyaee +3 more
semanticscholar +1 more source
Marketable Securities and the Stock Market
1984Fortunately, Fred Daly’s setback and decline as reported in chapter 2 was entirely mythical, and in fact his early success was merely the start of a long term trend of continually rising profits, deriving largely from an expansion in the number of his shop outlets, and diversification into records, toys, games and miscellaneous goods.
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The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets
Energy Economics, 2019This study investigates the dynamic directional information spillover of return and volatility between the fossil energy market, investor sentiment towards renewable energy and the renewable energy stock market using the connectedness network approach ...
Y. Song +3 more
semanticscholar +1 more source
European Journal of Operational Research, 2015
Abstract This paper analyzes three major asymmetries in stock markets, namely, asymmetry in return reversals, asymmetry in return persistency and asymmetry in return volatilities. It argues for a case of return persistency as stock returns do not always reverse, in theory and in practice.
Peijie Wang, Bing Zhang, Yun Zhou
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Abstract This paper analyzes three major asymmetries in stock markets, namely, asymmetry in return reversals, asymmetry in return persistency and asymmetry in return volatilities. It argues for a case of return persistency as stock returns do not always reverse, in theory and in practice.
Peijie Wang, Bing Zhang, Yun Zhou
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Geopolitical risk and volatility spillovers in oil and stock markets
Quarterly Review of Economics and Finance, 2019Geopolitical events are widely reported in the press and may influence the risk premium demanded by investors in addition to demand and supply of energy resources.
L. Smales
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The Review of Economic Studies, 1983
Suppose that a perfectly competitive firm wishes to determine its intertemporal production-and-investment plan in accordance with its shareholders' interests. Will it be able to satisfy this desideratum? And if so, what course should it pursue? In a general equilibrium model with many periods, uncertainty, incomplete markets, and trading through time ...
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Suppose that a perfectly competitive firm wishes to determine its intertemporal production-and-investment plan in accordance with its shareholders' interests. Will it be able to satisfy this desideratum? And if so, what course should it pursue? In a general equilibrium model with many periods, uncertainty, incomplete markets, and trading through time ...
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Journal of Political Economy, 1988
Quarterly data for the period from 1961 to 1986 suggest that the real quantity of money (defined as M2) demanded relative to income is positively r elated to the deflated price of equities (Standard and Poor's composi te) three quarters earlier and negatively related to the contemporane ous real stock price.
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Quarterly data for the period from 1961 to 1986 suggest that the real quantity of money (defined as M2) demanded relative to income is positively r elated to the deflated price of equities (Standard and Poor's composi te) three quarters earlier and negatively related to the contemporane ous real stock price.
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Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Finance Research Letters, 2018We contribute to the ongoing literature on the interactions between oil prices, exchange rates and stock markets by considering the effects of economic policy uncertainty (EUP). Based on a VAR and a multivariate Markov switching vector autoregressive (MS-
D. Roubaud, Mohamed Arouri
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Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
Physica A: Statistical Mechanics and its Applications, 2018In this paper, we examine the comparative efficiency of 12 Islamic and conventional stock markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA).
Sajid Ali +3 more
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The IT Revolution and the Stock Market. [PDF]
, 1999 A new technology or product is often developed by the single entrepreneur. Whether he reaches the initial public offering stage or is acquired by a listed firm, it takes time for the innovator to add value to the stock market. Indeed, the innovation may, at first, reduce the market's value because some firms--usually large or old--will cling to old ...
Greenwood, J., Jovanovic, B.
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