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The nexus between Information Communication Technology (ICT) and stock market development has been predominantly based on studies of the developed markets and high-income economies of the world. The objective of this study was to examine the causal relationship between ICT adoption and stock...
Persistent link: https://www.econbiz.de/10012799415
VAR estimation, no causal connection was found among the COVID-19 variables and the BET index. …
Persistent link: https://www.econbiz.de/10012626337
A considerable number of studies have examined the relationship between global prices and local prices in food-importing nations, but the linkages between international prices and the producer prices of large agricultural exporters have been largely ignored. This paper analyzes the connections...
Persistent link: https://www.econbiz.de/10012302731
Cross-border acquisitions by Indian companies have increased tremendously, especially during the last two decades, and the pharmaceutical industry is one of the top acquiring industries. This study verifies the relationship between cross-border acquisitions and shareholders’ wealth in the...
Persistent link: https://www.econbiz.de/10013471449
This study examined whether foreign investment flow and overconfidence can influence stock price movement among the publicly listed companies in Indonesia. Subsequently, this study determined whether there was any significant difference in the influence of foreign investment flow and...
Persistent link: https://www.econbiz.de/10014301569
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This paper investigates the information content of the ex post overnight return for one-day-ahead equity Value-at-Risk (VaR) forecasting. To do so, we deploy a univariate VaR modeling approach that constructs the forecast at market open and, accordingly, exploits the available overnight...
Persistent link: https://www.econbiz.de/10011543115