Results 21 to 30 of about 3,656,202 (312)
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
openaire +2 more sources
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
Financial Innovation, 2023 This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing literature by (i) revisiting this question for the principal stock markets in the Middle East and North ...
Walid Mensi +3 more
doaj +1 more source
Impact of Macroeconomic Variables on Stock Return Volatility: Evidence from Sub-Sahara Africa
AFRE (Accounting and Financial Review), 2022 The main purpose of this paper was to investigate the impact of macroeconomic variables on stock market return volatility in Sub-Sahara markets. The study concentrated on three stock markets including Ghana, Nigeria and South Africa using GARCH-X (1,1 ...
Peter Ali +3 more
doaj +1 more source
Stock markets and the COVID-19 fractal contagion effects
Finance Research Letters, 2020 This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of 31st March 2020) was sampled for ex-ante and ex-post COVID-19 outbreak ...
David Iheke Okorie, Boqiang Lin
semanticscholar +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Stock markets’ reaction to Covid-19: Moderating role of national culture
Finance Research Letters, 2020 Recent literature reports stock markets around the world reacted to the Covid-19 pandemic with negative returns. However, this reaction was not uniform across countries.
Badar Nadeem Ashraf
semanticscholar +1 more source