Purpose – The purpose of this paper is to examine the relationship between capital structure and debt lifetime among listed companies in Palestine stock market. Design/methodology/approach – This study investigates firms that have been listed on the Palestine securities exchange (PSE) over a...

Purpose – The purpose of this paper is to estimate time-varying conditional volatility, and examine the extent to which trading volume, as a proxy for information arrival, explain the persistence of futures market volatility using National Stock Exchange S&P CRISIL NSE Index Nifty index...

Purpose – The purpose of this paper is to estimate the Beta Risk Coefficient of 32 listed companies (shares), which are included in the Ghana Stock Exchange (GSE All Share Index). Design/methodology/approach – This research investigated some of the issues that can affect beta estimates (the...

Purpose – The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE). Design/methodology/approach – A panel data covering the period from 2002 to 2007 was employed under the...

Purpose – In this paper, it is set out a hybrid data analysis method based on the combination of wavelet techniques and principal-components regression (PCR). The purpose of this paper is to study the dynamics of the stock returns within the French stock market. Design/methodology/approach –...

Purpose – The purpose of this paper is to use filtered extreme-value theory (EVT) model to forecast one of the main emerging market stock returns and compare the predictive performance of this model with other conditional volatility models. Design/methodology/approach – This paper employs...

Purpose – The purpose of this paper is to examine the long memory property of equity returns and volatility of emerging equity market by focusing on the Malaysian equity market, namely the Kuala Lumpur Stock Exchange (KLSE). Design/methodology/approach – The study adopts the Fractionally...

Purpose – The purpose of this paper is to examine, whether or not, the residuals of the market model (MM) are conditionally heteroscedastic; to examine, whether or not, there exists an intervalling effect in conditional heteroscedasticity in the residuals of the MM; to propose a simple...

Purpose – The purpose of this paper is to examine the extent to which corporate managers alter their capital structure in response to risk exposures on the Ghana Stock Exchange (GSE). Design/methodology/approach – A panel data covering the period from 2002 to 2007 was employed under the...

Purpose – In this paper, it is set out a hybrid data analysis method based on the combination of wavelet techniques and principal-components regression (PCR). The purpose of this paper is to study the dynamics of the stock returns within the French stock market. Design/methodology/approach –...