Search Results - person:"Diniz-Maganini, Natalia"

Foreign institutional ownership and firm value : evidence of "locust foreign capital" in Brazil

Caixe, Daniel Ferreira; Pavan, Pedro Cesar Pestana; … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 2, pp. 310-327

Persistent link: https://www.econbiz.de/10014513838

Price efficiency of the foreign exchange rates of BRICS countries : a comparative analysis

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Latin American journal of central banking : LAJCB 4 (2023) 1, pp. 1-10

In this paper, we analyze BRICS countries' long-term exchange rate market efficiency. Our analysis, using multifractal detrended fluctuation analysis (MFDFA) for the 2009-2021 period, shows considerable differences in the exchange rate efficiency of BRICS countries, with South Africa the most...

Persistent link: https://www.econbiz.de/10014382790

Legal systems and stock market efficiency : an empirical analysis of stock indices around the world

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Yasar, Mahmut - In: Journal of institutional economics 19 (2023) 4, pp. 459-477

Persistent link: https://www.econbiz.de/10014364235

Price efficiency and safe-haven property of Bitcoin in relation to stocks in the pandemic era

Diniz-Maganini, Natalia; Rasheed, Abdul M. A. - In: Studies in economics and finance 39 (2022) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10013355168

Exchange rate regimes and price efficiency : empirical examination of the impact of financial crisis

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Sheng, … - In: Journal of international financial markets, … 73 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012802255

Bitcoin's price efficiency and safe haven properties during the COVID-19 pandemic : a comparison

Diniz-Maganini, Natalia; Diniz, Eduardo H.; Rasheed, … - In: Research in international business and finance 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013286687

Price efficiency and safe-haven property of Bitcoin in relation to stocks in the pandemic era

Diniz-Maganini, Natalia; Rasheed, Abdul A. - In: Studies in Economics and Finance 39 (2021) 3, pp. 403-418

Purpose: When investors experience extreme uncertainty, they seek “safe havens” to reduce their risk, to limit their losses and to protect the value of their portfolios. The purpose of this paper is to examine the safe-haven properties of Bitcoin compared to the stock market....

Persistent link: https://www.econbiz.de/10012813068