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Stock exchange mergers : a dynamic correlation analysis on Euronext [PDF]
, 2020 This article investigates the role of Stock Exchange Mergers on stock market return co- movements. Using a dynamic conditional correlation model proposed by Engle (J Bus Econ Stat 20:339–350, 2002), the Euronext Stock Exchange was analyzed, and findings ...
Espinosa-Méndez, Christian +2 more
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Future Business Journal, 2018 This study examines the feasibility of international portfolio diversification in the Nigerian stock market. It investigates the relationship between the Nigerian stock market and 5 developed stock markets (US, UK, Japan, Germany and France) in the ...
Olufemi Adewale Aluko +2 more
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Tạp chí Khoa học Đại học Đà Lạt, 2020 The information efficiency and the relationships between ASEAN stock markets are two of the issues that are of great research interest. However, these two issues were often investigated separately in previous studies. Therefore, this paper combines these
Trần Thị Tuấn Anh
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The Russia-Ukraine War and Eastern European Stock Markets
Eurasian Journal of Business and Economics, 2023 We examine the causal relationships and extreme return co-movements between the Russian stock market and adjacent Eastern European (EE) stock markets before and after the recent Russia-Ukraine war.
Chung BAEK
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Discrete Dynamics in Nature and Society, 2018 A total of 156 Granger causal networks of stock markets are constructed by using the Granger causality test and time series sliding window based on stock index data of 34 major stock markets in the world from 2004 to 2017.
Qiuhong Zheng, Liangrong Song
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Analysing Existence of Volatility Persistence in Sub-Sahara Africa Stock Markets
AFRE (Accounting and Financial Review), 2019 The aim of this paper was to analyse volatility persistence in Sub-Sahara stock markets. The study concentrated on selected markets including Ghana, Nigeria and South Africa by analysing univariate GARCH (1,1) model using monthly data from January 2000 ...
Peter Ifeanyichukwu Ali
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Discrete Dynamics in Nature and Society, 2022 Financial markets integration has resulted in high interconnectedness among the BRICS stock markets, which minimizes diversification potentials. This has increased investors’ interest in the financialization of commodities to minimize their portfolio ...
Gilbert K. Amoako +3 more
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Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network
IEEE Access, 2019 We applied Deep Q-Network with a Convolutional Neural Network function approximator, which takes stock chart images as input for making global stock market predictions.
Jinho Lee +3 more
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Volatility Transmission of the Rate of Returns in Iranian Stock, Gold and Foreign Currency Markets [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2016 The aim of this paper is to study volatility spillovers among stock, gold and exchange rate markets. A “VAR–MGARCH” model was applied for Iranian financial markets for the period of March 21, 2011 to September 22, 2014.
Niloufar Sadat Hosseinioun +2 more
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Short-term momentum effect: a case of Middle East stock markets
Business: Theory and Practice, 2015 The objective of this paper is to find short-term momentum effect in stock markets of the Middle East and to examine whether short-term momentum profits can be explained by risk-based CAPM model.
Petr Polak, Abdullah Ejaz
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