Results 41 to 50 of about 4,322,394 (351)
Energy Reports, 2022 This article attempts to investigate the influence of novel coronavirus (COVID-19) pandemic on the dependence structure break between crude oil and stock markets in Europe and America using ARMA-GARCH and R-vine copula methods.
Kai Chang, Sheng Ze Li
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Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
Energy Journal, 2018 Do oil prices and stock markets move in tandem or in opposite directions? The complex and time varying relationship between oil prices and stock markets has caught the attention of the financial press, investors, policymakers, researchers, and the ...
Stavros Degiannakis +2 more
semanticscholar +1 more source
Journal of Accounting and Finance in Emerging Economies, 2020 Purpose: The study explores the relationship between the volatility of stock return of markets (Islamic & conventional) and macroeconomic factors by using GARCH in Mean (1,1) model during global financial crisis.
Majid Imdad Khan +2 more
doaj
The market efficiency in the stock markets [PDF]
, 2007 We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500 ...
Cajueiro +32 more
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The Overnight Return Puzzle and the 'T+1' Trading Rule in Chinese Stock Markets
Journal of financial markets, 2019 Overnight returns in Chinese stock markets are on average negative. This overnight return puzzle appears to be unique to Chinese markets. We hypothesize that a particular arrangement in Chinese stock markets explains the puzzle: the “T+1” trading rule. T+
Kenan Qiao, Lammertjan Dam
semanticscholar +1 more source
Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets [PDF]
PLoS ONE, 2015 Price limit trading rules are adopted in some stock markets (especially emerging markets) trying to cool off traders’ short-term trading mania on individual stocks and increase market efficiency.
Yujin Wan +7 more
semanticscholar +1 more source
FEBS Open Bio, EarlyView.We investigated the toxicity of 12 active compounds commonly found in herbal weight loss supplements (WLS) using human liver and colon cell models. Epigallocatechin‐3‐gallate was the only compound showing significant toxicity. Metabolic profiling revealed protein degradation, disrupted energy and lipid metabolism suggesting that the inclusion of EGCG ...
Emily C. Davies +3 more
wiley +1 more source
RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan
Risks, 2018 This study examines empirically the volatility spillover effects between the RMB foreign exchange markets and the stock markets by employing daily returns of the Chinese RMB exchange rates and the stock markets in China and Japan during the period in ...
Fengming Qin +2 more
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MethodsX, 2023 This study reassesses the dynamic relationship between stock, oil, foreign exchange markets, and COVID-19-induced uncertainty. For estimation, we utilize the monthly data from January 2020 to December 2021 and utilize panel vector autoregression ...
Sanjiv Kumar, K.P. Prabheesh
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Trusting the Stock Market [PDF]
SSRN Electronic Journal, 2005 ABSTRACTWe study the effect that a general lack of trust can have on stock market participation. In deciding whether to buy stocks, investors factor in the risk of being cheated. The perception of this risk is a function of the objective characteristics of the stocks and the subjective characteristics of the investor. Less trusting individuals are less
GUISO, LUIGI, Sapienza, P, Zingales, L.
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