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| Jun 30 2025 |
Eder JAL Pereira |
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Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Damilola Felix Arawomo , Richard Umeokwobi and Emmanuel Ohaegbu |
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Does global monetary policy uncertainty matter for stock market returns? The evidence of quantile regression for Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Budi Wahyono , Whelsy Boungou , Subroto Rapih and Khresna Bayu Sangka |
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Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2024 |
Soonho Kim and Haejung Na |
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Social capital, CSR, and stock markets around the world |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Yang Mestre Zhou and Roman Mestre |
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A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi |
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Stock market performance under COVID-19: Evidence from investor behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
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Liquidity on Eurozone stock markets: A non-linear approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Junkai Wang and Robert Hudson |
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Testing for herding using different return definitions: a comparison between simple and logarithmic returns |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
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Herd behavior and contagion effects of the COVID-19 |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Wenwen Zhang |
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Stock Market Co-movements in RCEP Participating Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Salem Adel Ziadat and David Gordon McMillan |
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Oil innovations and Gulf Cooperation Council stock market connectedness |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 09 2021 |
Claudiu T Albulescu , Michel Mina and Cornel Oros |
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Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2021 |
Paulo F. Marschner and Paulo Sergio Ceretta |
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The impact of oil price shocks on latin american stock markets: a behavioral approach |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
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Hedge and safe haven status of Bitcoin: copula-DCC approach |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 23 2020 |
Juanjuan Zhuo and Masao Kumamoto |
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Stock market reactions to COVID-19 and containment policies: A panel VAR approach |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
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Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 08 2020 |
Wen hsiang Chiu , Shih-wei Hung and Chiung-ju Liang |
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The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 18 2020 |
Bertrand Groslambert and Wan-Ni Lai |
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Ranking tail risk across international stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 09 2020 |
Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román |
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Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 16 2019 |
Abdullah Alqahtani |
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Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets? |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
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Is tail risk the missing link between institutions and risk? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
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The regional pricing of risk: An empirical investigation of the MENA Region |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 27 2018 |
François Desmoulins-Lebeault , Jean-François Gajewski and Luc Meunier |
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Personality and Risk Aversion |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 21 2018 |
Wahyoe Soedarmono |
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Stock market integration in the Asia-Pacific region:
Evidence from cointegration of liquidity risk
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 19 2017 |
Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide |
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Are African stock markets efficient? Evidence from wavelet unit root test for random walk |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
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Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 02 2017 |
Taro Ikeda |
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A fractal analysis of world stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 21 2016 |
Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz |
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Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 26 2016 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng |
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"Revisiting the efficient market hypothesis in transition countries using quantile unit root test." |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 03 2016 |
Jamal Bouoiyour and Refk Selmi |
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Brexit concerns, UK and European equities: A lose-lose scenario? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 18 2016 |
Xing Lu and Neel Patel |
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Festivity Anomaly in Indian Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2016 |
Mohamed Arouri and David Roubaud |
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On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 17 2016 |
Juan Gabriel Brida and María Nela Seijas |
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The impact of funded pension schemes in domestic capital markets: evaluating global reforms |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 11 2015 |
Prateek Sharma and Swati Sharma |
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Forecasting gains of robust realized variance estimators: evidence from European stock markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
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Economic policy uncertainty, oil price shocks and GCC stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 31 2014 |
Khaled GUESMI and Salma FATTOUM |
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The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 04 2014 |
Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee |
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Spillover Effects of Chinese Stock Markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 06 2014 |
Alexander Ludwig |
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What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 09 2012 |
Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN |
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Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 14 2012 |
Walid Chkili |
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Is currency risk priced for emerging stock markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
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Quantiles autocorrelation in stock markets returns |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 20 2012 |
Aymen Belgacem and Amine Lahiani |
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More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
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Are the emerging bric stock markets efficient? |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 29 2012 |
Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori |
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A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
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Stock Market Anomalies in South Africa and its Neighbouring Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
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Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 24 2011 |
Ching-chin Chou and Show-lin Chen |
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Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 12 2011 |
Khaled Guesmi |
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What Drives the Regional Integration of Emerging Stock Markets? |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2011 |
Tran MANH Tuyen |
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Modeling Volatility Using GARCH Models: Evidence from Vietnam |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 22 2011 |
Rania Guirat |
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Investor behavior heterogeneity in the French stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
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Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
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Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
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Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
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Do on/off time series models reproduce emerging stock market comovements? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 11 2010 |
Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini |
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Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 08 2010 |
Kamel malik Bensafta |
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Non-stationary Variance and Volatility Causality |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 28 2010 |
Qian Liu and Shigeyuki Hamori |
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The efficiency of the Chinese stock market and the role of market liberalization |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2010 |
Dean Fantazzini |
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Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 12 2010 |
Tho D.Q. Nguyen and Jian Wu |
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Spillover impacts of the US macroeconomic news: Australian sectoral perspective |
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Abstract Contact Information Citation Full Text - Note |
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| May 21 2010 |
Marcia L. Zindel , Emilio Menezes , Raul Matsushita and Sergio Da Silva |
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Biological characteristics modulating investor overconfidence |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 08 2010 |
Shiok Ye Lim and Ricky Chee-Jiun Chia |
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Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 25 2010 |
Arouri Mohamed El Hedi and Jawadi Fredj |
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Short and long-term links between oil prices and stock markets in Europe |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 24 2009 |
William Wai Him Tsang and Terence Tai Leung Chong |
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Profitability of the On-Balance Volume Indicator |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 24 2009 |
Terence Tai-Leung Chong , Winnie S. C. Leung , Rita W. Y. Yip and Howard Z. Huang |
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Is the Convergence of Accounting Standards Good for Stock Markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 03 2009 |
Arouri Mohamed el hédi and Fouquau Julien |
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On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2009 |
Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta |
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Effects of international gold market on stock exchange volatility:
evidence from asean emerging stock markets
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
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Is There Any International Diversification Benefits in ASEAN Stock Markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
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The world is shrinking: Evidence for stock market convergence |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2008 |
Ching-Chun Wei |
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The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 10 2008 |
Ching-Chun Wei |
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Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 29 2008 |
Terence Tai-Leung Chong , Chen Li and Ho Tin Yu |
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Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 31 2008 |
Chen Xiang LIU and Mohamed El Hedi AROURI |
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Stock craze: an empirical analysis of PER in Chinese equity market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2008 |
Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding |
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Are the Asian Equity Markets more Interdependent after the Financial Crisis? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2008 |
Terence Tai-Leung Chong and Sheung Tat Chan |
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Structural Change in the Efficiency of the Japanese Stock Market after the Millennium |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 07 2008 |
Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa |
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Day-of-the-week effects in Selected East Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
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An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
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Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
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The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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