|
| May 12 2013 |
Lilia Karnizova |
| |
Letting the speculative and the news views of the Japanese business cycle compete |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 21 2013 |
Francisca Beer , Fabrice Hervé and Mohamed Zouaoui |
| |
Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 14 2013 |
Terence t. l. Chong and Xiaolei Wang |
| |
Can analyst predict stock market crashes? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Baotai Wang and D. Ajit |
| |
Stock Market and Economic Growth in China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
| |
Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2012 |
Shue-Jen Wu and Wei-Ming Lee |
| |
Predicting the U.S. bear stock market using the consumption-wealth ratio |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
| |
Oil-stock volatility transmission, portfolio selection and hedging |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2012 |
Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN |
| |
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 09 2012 |
Jean-michel Sahut , Medhi Mili and Frédéric Teulon |
| |
What is the linkage between real growth in the Euro area and global financial market conditions? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 14 2012 |
Walid Chkili |
| |
Is currency risk priced for emerging stock markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
| |
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 20 2012 |
Aymen Belgacem and Amine Lahiani |
| |
More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
| |
Are the emerging bric stock markets efficient? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 29 2012 |
Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori |
| |
A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2012 |
Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori |
| |
Exploring the dynamic interdependence between gold and other financial markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 28 2011 |
Dean Fantazzini |
| |
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Stock Market Anomalies in South Africa and its Neighbouring Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 24 2011 |
Ching-chin Chou and Show-lin Chen |
| |
Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 12 2011 |
Khaled Guesmi |
| |
What Drives the Regional Integration of Emerging Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
| |
The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 29 2011 |
Alex YiHou Huang , Chiao-Ming Cheng , Wen-Cheng Hu and Chih-Chun Chen |
| |
Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2011 |
Tran MANH Tuyen |
| |
Modeling Volatility Using GARCH Models: Evidence from Vietnam |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 22 2011 |
Rania Guirat |
| |
Investor behavior heterogeneity in the French stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
| |
Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
| |
Gold and financial assets: Are there any safe havens in bear markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
| |
Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 10 2011 |
Khaled Guesmi |
| |
Time varying regional integration in emerging stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
| |
Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
| |
Do on/off time series models reproduce emerging stock market comovements? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 17 2011 |
Yu Hsing |
| |
Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
| |
Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 08 2010 |
Siow-Hooi Tan and Mohammad Tariqul Islam Khan |
| |
Long Memory Features in Return and Volatility of the Malaysian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 11 2010 |
Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini |
| |
Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Kamel malik Bensafta |
| |
Non-stationary Variance and Volatility Causality |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Masato Ubukata |
| |
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
| |
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 28 2010 |
Qian Liu and Shigeyuki Hamori |
| |
The efficiency of the Chinese stock market and the role of market liberalization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 19 2010 |
Chin-Hong Puah Dr., Muzafar Shah Habibullah Professor Dr. and Venus Khim-Sen Liew |
| |
Is money neutral in stock market? The case of Malaysia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Dean Fantazzini |
| |
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 12 2010 |
Tho D.Q. Nguyen and Jian Wu |
| |
Spillover impacts of the US macroeconomic news: Australian sectoral perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 04 2010 |
Kian-ping Lim and Chee-wooi Hooy |
| |
The delay of stock price adjustment to information: A country-level analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 21 2010 |
Marcia L. Zindel , Emilio Menezes , Raul Matsushita and Sergio Da Silva |
| |
Biological characteristics modulating investor overconfidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 11 2010 |
Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy |
| |
Characteristics of Firms Going Private in the Malaysian Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
| |
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 08 2010 |
Shiok Ye Lim and Ricky Chee-Jiun Chia |
| |
Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2010 |
Yoichiro Fujii and Yutaka Nakamura |
| |
Equity premium under multiple background risks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 25 2010 |
Arouri Mohamed El Hedi and Jawadi Fredj |
| |
Short and long-term links between oil prices and stock markets in Europe |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 26 2009 |
Hans Byström |
| |
News aggregators, volatility and the stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2009 |
William Wai Him Tsang and Terence Tai Leung Chong |
| |
Profitability of the On-Balance Volume Indicator |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2009 |
Juan Gabriel Brida and W. Adrian Risso |
| |
Dynamic and Structure of the Italian stock market based on returns and volume trading |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 24 2009 |
Terence Tai-Leung Chong , Winnie S. C. Leung , Rita W. Y. Yip and Howard Z. Huang |
| |
Is the Convergence of Accounting Standards Good for Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 24 2009 |
Matei Demetrescu |
| |
Panel unit root testing and the martingale difference hypothesis for German stocks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
| |
Analysis of structural breaks in the stock market integration of mexico into world |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
| |
Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2009 |
Ching-Chun Wei |
| |
An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2009 |
Arouri Mohamed el hédi and Fouquau Julien |
| |
On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2009 |
Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta |
| |
Effects of international gold market on stock exchange volatility:
evidence from asean emerging stock markets
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
| |
Is There Any International Diversification Benefits in ASEAN Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 22 2009 |
Duc Khuong Nguyen and Adel Boubaker |
| |
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
| |
Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 16 2008 |
Guglielmo Maria Caporale , Nikolaos Philippas and Fotini Economou |
| |
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 05 2008 |
Sang Lee |
| |
Market liberalization and ownership status of incumbent telecom enterprises: global evidence from the telecom sector |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 19 2008 |
Stephen Haynes and Joe Stone |
| |
A disaggregate approach to economic models of voting in U.S. presidential elections: forecasts of the 2008 election |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
Shyh-Wei Chen |
| |
Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 29 2008 |
Terence Tai-Leung Chong , Chen Li and Ho Tin Yu |
| |
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 31 2008 |
Chen Xiang LIU and Mohamed El Hedi AROURI |
| |
Stock craze: an empirical analysis of PER in Chinese equity market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2008 |
Yu-Lieh Huang and Chia-Wen Ho |
| |
Demarcating stable and turbulent regimes in Taiwan's stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2008 |
Tsangyao Chang and Wen-Chi Liu |
| |
Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding |
| |
Are the Asian Equity Markets more Interdependent after the Financial Crisis? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Terence Tai-Leung Chong and Sheung Tat Chan |
| |
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 26 2008 |
Newton da Costa, Jr. , Marcus Lima , Edgar Lanzer and Ana Lopes |
| |
DEA investment strategy in the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 07 2008 |
Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa |
| |
Day-of-the-week effects in Selected East Asian stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
| |
An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
| |
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 20 2007 |
Ranasinghe Malmini |
| |
Scale invariance in financial time series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
| |
The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
| |
Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 05 2007 |
Dat Bue Lock |
| |
The Taiwan stock market does follow a random walk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 28 2006 |
Alex Coad and Rekha Rao |
| |
Innovation and market value: a quantile regression analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2006 |
Steven Zongshin Liu , Sophia Meiying Lai and Kung-Cheng Lin |
| |
Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 08 2006 |
Panu Kalmi |
| |
Stock option compensation and equity values |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 29 2005 |
Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang |
| |
Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 22 2005 |
Kian-Ping Lim and Melvin J. Hinich |
| |
Non-linear Market Behavior: Events Detection in the Malaysian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
| |
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 03 2005 |
Yu Hsing |
| |
Application of the IS-MP-IA model to the Singapore economy and policy implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 28 2005 |
Yu Hsing |
| |
Application of the IS-MP-IA model to the German economy and policy implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
| |
Cross-temporal universality of non-linear dependencies in Asian stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 18 2004 |
AROURI Mohamed El Hedi |
| |
The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 29 2003 |
Jérôme Fillol |
| |
Multifractality: Theory and Evidence an Application to the French Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 19 2003 |
Jussi Tolvi |
| |
Long memory in a small stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
