|
| Jun 30 2024 |
Vinay Asthana |
| |
Corruption and crypto participation: Cross-country evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Yang Mestre Zhou and Roman Mestre |
| |
A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi |
| |
Stock market performance under COVID-19: Evidence from investor behavior |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
| |
Liquidity on Eurozone stock markets: A non-linear approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Prem Vaswani and Padmaja M |
| |
Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2023 |
Abd Rahman Razak and Wahyoe Soedarmono |
| |
Revisiting the finance-growth nexus: Global evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2023 |
Junkai Wang and Robert Hudson |
| |
Testing for herding using different return definitions: a comparison between simple and logarithmic returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
| |
Herd behavior and contagion effects of the COVID-19 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza |
| |
The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Hyungkee Young Baek and David D. Cho |
| |
Overconfidence and risky investment choices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Whelsy Boungou and Alhonita YATIE |
| |
Climate change and global stock market returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak |
| |
Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Wenwen Zhang |
| |
Stock Market Co-movements in RCEP Participating Countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Saeed Rabea Baatwah , Ehsan Saleh Almoataz and Khaled Salmen Aljaaidi |
| |
Tightened it and ruined it: Earnings management trade-off as a consequence of key audit matters disclosure |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Bao Doan and Duc Hong Vo |
| |
Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Muhammad Madyan , Iksan Abdi Nugraha , Wisudanto Wisudanto , Rahmat Setiawan and Novian Abdi Firdausi |
| |
Building firm value and financial performance through intellectual capital: the Indonesia stock exchange's experience |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 29 2021 |
Christian-lambert Nguena , Fulbert Tchana tchana and Albert Zeufack |
| |
On the determinants of housing finance development: Evidence from Sub-Saharan Africa (SSA) |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
| |
Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Salem Adel Ziadat and David Gordon McMillan |
| |
Oil innovations and Gulf Cooperation Council stock market connectedness |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu |
| |
COVID-19 and stock market volatility: A time-varying perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Máté Bors , Delong Li and Yiguo Sun |
| |
Is the Yardstick ratio “a good yardstick” for stock market valuations? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 17 2021 |
F. Henrique Castro and Marcelo Guzella |
| |
Individual investor attention and the predictability of stock market volatility and returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2021 |
Claudiu T Albulescu , Michel Mina and Cornel Oros |
| |
Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2021 |
Paulo F. Marschner and Paulo Sergio Ceretta |
| |
The impact of oil price shocks on latin american stock markets: a behavioral approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2021 |
Md. Thasinul Abedin , Rajarshi Mitra , Kanon Kumar Sen and Md. Sharif Hossain |
| |
Exchange Rate and Stock Market Development in Bangladesh |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
| |
Hedge and safe haven status of Bitcoin: copula-DCC approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2020 |
Juanjuan Zhuo and Masao Kumamoto |
| |
Stock market reactions to COVID-19 and containment policies: A panel VAR approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 25 2020 |
Andreas Humpe and David McMillan |
| |
The Covid-19 stock market puzzle and money supply in the US |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
| |
Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Bruno Thiago Tomio |
| |
Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 08 2020 |
Jorge Silva |
| |
Determinants of the structure of external funding: the Portuguese case |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Wen hsiang Chiu , Shih-wei Hung and Chiung-ju Liang |
| |
The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 18 2020 |
Bertrand Groslambert and Wan-Ni Lai |
| |
Ranking tail risk across international stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 07 2020 |
Garry L. Shelley , Anca Traian and William J. Trainor Jr. |
| |
Stock market "prediction" models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 09 2020 |
Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román |
| |
Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 29 2020 |
Mihaela Nicolau |
| |
Interest rate and the financial and housing wealth effects in ten CEEC |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 22 2020 |
Heni Boubaker and Hichem Rezgui |
| |
Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 10 2020 |
Ana Brochado , Margarida Abreu and Victor Mendes |
| |
Correlates of Gambling |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 07 2020 |
Mohamed El Fodil Ihaddaden |
| |
Impact of Political Uncertainty on Banking Productivity: Investigating the Jasmin Revolution Effect on the Tunisian Banking System |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 21 2019 |
José de Jesús Rocha Salazar and María del Carmen Boado-Penas |
| |
How Macroeconomic and Financial Fluctuations Affect Retirement: The Case of an Oil Producing Country. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 16 2019 |
Abdullah Alqahtani |
| |
Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 27 2019 |
Kore Marc Guei |
| |
Does financial structure matter for economic growth: evidence from South Africa |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 19 2019 |
Muhammad Imran , Mengyun Wu , Shuibin Gu , Shah Saud and Muhammad Abbas |
| |
Influence of economic and non-economic factors on firm level equity premium: Evidence from Pakistan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 12 2019 |
Vighneswara Swamy |
| |
Wealth Effects and Macroeconomic Dynamics |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
| |
Is tail risk the missing link between institutions and risk? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 15 2019 |
Antonis A Michis |
| |
The systematic risk of gold at different time-scales |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 27 2019 |
Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada |
| |
Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 02 2019 |
Jinghan Cai , Jia He , Jibao He and Weili Zhai |
| |
Individual Investors and R^2 |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 13 2018 |
Rafael C Gatsios , Fabiano G Lima and Vinícius M Magnani |
| |
The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2018 |
Suleman Sarwar , Rida Waheed , Mehnoor Amir and Muqaddas Khalid |
| |
Role of Energy on Economy The Case of Micro to Macro Level Analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 07 2018 |
Harri Pönkä |
| |
Sentiment and sign predictability of stock returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
| |
The regional pricing of risk: An empirical investigation of the MENA Region |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 23 2018 |
Mohammad Q. M. Momani |
| |
Revisiting the momentum factor in the U.K. stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2018 |
François Desmoulins-Lebeault , Jean-François Gajewski and Luc Meunier |
| |
Personality and Risk Aversion |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 09 2018 |
Bruno Emmanuel Ongo Nkoa |
| |
Determinants of foreign direct investment in Africa: An analysis of the impact of financial development |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 21 2018 |
Wahyoe Soedarmono |
| |
Stock market integration in the Asia-Pacific region:
Evidence from cointegration of liquidity risk
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 28 2017 |
Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini |
| |
Do integrated economies grow faster? Evidence from domestic equity holdings |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 19 2017 |
Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide |
| |
Are African stock markets efficient? Evidence from wavelet unit root test for random walk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2017 |
Stefano Alderighi |
| |
A note on how to enhance liquidity in emerging markets by levering on trading participants |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 26 2017 |
Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku |
| |
Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 04 2017 |
Riadh El abed |
| |
Exploring the nexus between Stock prices and Macroeconomic
shocks: Panel VAR approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 29 2017 |
Alex Young |
| |
The effect of stock market indexing on the asymmetric timeliness of loss recognition |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 02 2017 |
Taro Ikeda |
| |
A fractal analysis of world stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 05 2017 |
Nidhal Mgadmi and Khemaies Bougatef |
| |
Modeling volatility of the French stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 22 2017 |
Wilfredo Leiva Maldonado and Jussara Ribeiro |
| |
Construction of a dividend index with all the distributed revenues |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 22 2017 |
Ritika Jain |
| |
Is Demonetisation a Windfall for the banking sector? Evidence from the Indian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2017 |
Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng |
| |
A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 26 2017 |
Ulrich Fritsche and Christian Pierdzioch |
| |
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2017 |
Chi Dong , Hooi Hooi Lean and Zamri Ahmad |
| |
Intra-industry information diffusion in China's stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 21 2016 |
Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz |
| |
Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 28 2016 |
Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet |
| |
On the Influence of Oil Prices on Financial Variables |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 26 2016 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng |
| |
"Revisiting the efficient market hypothesis in transition countries using quantile unit root test." |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Amélie Charles and Olivier Darné |
| |
Stock market reactions to FIFA World Cup announcements: An event study |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi |
| |
Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 03 2016 |
Jamal Bouoiyour and Refk Selmi |
| |
Brexit concerns, UK and European equities: A lose-lose scenario? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
| |
Financial Integration and Japanese Stock market Performance |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2016 |
Mirzosaid Sultonov |
| |
Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 18 2016 |
Xing Lu and Neel Patel |
| |
Festivity Anomaly in Indian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 29 2016 |
Ramzi Boussaidi and Abaoub Ezzeddine |
| |
The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 29 2016 |
Andrew Phiri |
| |
Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2016 |
Mohamed Arouri and David Roubaud |
| |
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2016 |
Kaidi Nasreddine and Sami Mensi |
| |
Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 17 2016 |
Juan Gabriel Brida and María Nela Seijas |
| |
The impact of funded pension schemes in domestic capital markets: evaluating global reforms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 16 2015 |
Dominique Pépin |
| |
Intertemporal Substitutability, Risk aversion and Asset Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 09 2015 |
Etienne Redor |
| |
Does board diversity matter? Evidence from the market reaction to directors' departures. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 01 2015 |
Jacques Jaussaud , Sophie Nivoix and Serge Rey |
| |
The Great East Japan Earthquake and Stock Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 14 2015 |
Nahoko Mitsuyama and Satoshi Shimizutani |
| |
Stock market reaction to ESG-oriented management: an event study analysis on a disclosing policy in Japan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2015 |
Hirofumi Suzuki |
| |
Comovement and index fund trading effect: evidence from Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Prateek Sharma and Swati Sharma |
| |
Forecasting gains of robust realized variance estimators: evidence from European stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 06 2014 |
Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy |
| |
Are momentum and contrarian effects related? Evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 05 2014 |
Alexandru Todea and Andrei Rusu |
| |
Liquidity, information and market efficiency: an intraday approach on a frontier stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2014 |
Nicholas Mangee |
| |
Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
| |
Economic policy uncertainty, oil price shocks and GCC stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 08 2014 |
Jens J. Krüger |
| |
A multivariate evaluation of German output growth and inflation forecasts |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 31 2014 |
Khaled GUESMI and Salma FATTOUM |
| |
The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 04 2014 |
Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee |
| |
Spillover Effects of Chinese Stock Markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 30 2014 |
Carl Chiarella and Corrado Di Guilmi |
| |
Financial instability and debt deflation dynamics in a bottom-up approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 06 2014 |
Alexander Ludwig |
| |
What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2013 |
Nahoko Mitsuyama and Satoshi Shimizutani |
| |
Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Diogo de Prince and Alexandre Monte |
| |
What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Gueorgui I. Kolev |
| |
Two gold return puzzles |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Philippe Bernard and Michel Blanchard |
| |
The performance of amateur traders on a public internet site: a case of a stock-exchange contest |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke |
| |
Monetary Policy and Stock Market Volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
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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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| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
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The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 29 2011 |
Alex YiHou Huang , Chiao-Ming Cheng , Wen-Cheng Hu and Chih-Chun Chen |
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Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence |
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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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| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
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Gold and financial assets: Are there any safe havens in bear markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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 10 2011 |
Khaled Guesmi |
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Time varying regional integration in emerging stock market |
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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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| Mar 17 2011 |
Yu Hsing |
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Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
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Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
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Abstract Contact Information Citation Full Text - Note |
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| Dec 08 2010 |
Siow-Hooi Tan and Mohammad Tariqul Islam Khan |
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Long Memory Features in Return and Volatility of the Malaysian Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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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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| Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
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Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
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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 19 2010 |
Chin-Hong Puah Dr., Muzafar Shah Habibullah Professor Dr. and Venus Khim-Sen Liew |
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Is money neutral in stock market? The case of Malaysia |
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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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| Jun 04 2010 |
Kian-ping Lim and Chee-wooi Hooy |
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The delay of stock price adjustment to information: A country-level analysis |
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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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| May 11 2010 |
Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy |
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Characteristics of Firms Going Private in the Malaysian Stock Exchange |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
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On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
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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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| Apr 01 2010 |
Yoichiro Fujii and Yutaka Nakamura |
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Equity premium under multiple background risks |
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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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| Oct 26 2009 |
Hans Byström |
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News aggregators, volatility and the stock market |
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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 |
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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 |
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| 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 |
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| 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 |
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| 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
|
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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 |
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 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
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 |
| |
| 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 |
| |
| 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 |
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 |
| |
| 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 |
| |
| 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 |
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