Results 21 to 30 of about 1,719,001 (314)
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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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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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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Testing the weak-form efficiency in African stock markets [PDF]
, 2011 <p>Purpose – The purpose of this paper is to investigate and compare the weak-form efficiency of a set of 24 African continent-wide stock price indices and those of eight individual African national stock price indices.</p> <p>Design/
Frank Senyo Dewotor +14 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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COMPARISON RESEARCH ON FINANCING EFFICIENCY OF BRICS STOCK MARKETS [PDF]
Malaysian E Commerce Journal, 2018 As emerging markets, BRICS stock markets are of great importance for their own listed companies to financing. We find out that the result of financing can be greatly decided by financing efficiency.
Fan-Hao Li,, Yan-Liang Zhang
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Investigation of Stock Market Integration in the Baltic Countries
Economics and Business, 2016 Recent rapid development of the Baltic stock markets raises the question about stock market integration level in these countries. Some empirical aspects of the Baltic stock market integration have been analysed in the scientific literature, however, a ...
Deltuvaitė Vilma
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