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The stock exchange of Suriname: returns, volatility, correlations and efficiency

Bodeutsch, Denice; Franses, Philip Hans - 2012

Persistent link: https://www.econbiz.de/10010354451

Correlation based clustering of the Amman stock exchange

Abdoh, Hussein A. - In: International journal of economics and financial issues … 7 (2017) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10011786586

The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market

Sakemoto, Ryuta - In: Economics and Business Letters : EBL 7 (2018) 1, pp. 24-35

Persistent link: https://www.econbiz.de/10011859269

Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets

Belasri, Yassine; Ellaia, Rachid - In: International journal of economics and financial issues … 7 (2017) 2, pp. 384-396

Persistent link: https://www.econbiz.de/10011789279

Spillover of sentiments between the GCC stock markets

Chowdhury, Shah Saeed Hassan - In: Global business review 24 (2023) 6, pp. 1434-1453

Persistent link: https://www.econbiz.de/10014433227

Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity

Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …

Persistent link: https://www.econbiz.de/10011862130

Investigating abnormal volatility transmission patterns between emerging and developed stock markets : a case study

Spulbăr, Cristi; Trivedi, Jatin; Birau, Ramona - In: Journal of business economics and management 21 (2020) 6, pp. 1561-1592

The main aim of this paper is to investigate volatility spillover effects, the impact of past volatility on present market movements, the reaction to positive and negative news, among selected financial markets. The sample stock markets are geographically dispersed on different continents,...

Persistent link: https://www.econbiz.de/10012505328

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency

Bodeutsch, Denice; Franses, Philip Hans - 2014

Persistent link: https://www.econbiz.de/10010359786

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