Similar Search Results

Herding Behavior and Systemic Risk in Global Stock Markets

Vioto, Davide; Tunaru, Radu; Hasan, Iftekhar - 2022

This paper provides new evidence of herding in global equity markets. Using quantile regressions applied to daily data … for 33 countries, we investigate herding during the Eurozone crisis, China's market crash in 2015-2016, and in the … aftermath of the Brexit vote. We find significant evidence of herding behavior driven by negative tail market conditions for …

Persistent link: https://www.econbiz.de/10013295491

Dynamic Relations between International Equity and Currency Markets : The Role of Currency Order Flow

Francis, Bill B.; Hunter, Delroy M.; Hasan, Iftekhar - 2004

Previous research on the dynamic linkages between international financial markets focused on bivariate inter-equity or inter-currency relationships and do not allow a specific role for the currency or equity market, respectively. In this paper, we hypothesize that there are important, yet not...

Persistent link: https://www.econbiz.de/10014069928

Stress testing and bank efficiency : evidence from Europe

Hasan, Iftekhar; Pasiouras, Fotios - In: International journal of corporate finance and … 2 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011514624

In search of concepts: The effects of speculative demand on returns and volume

Gwilym, Owain Ap; Wang, Qvigwei; Hasan, Iftekhar; Xie, Ru - 2013

Using a novel proxy of investors' speculative demand constructed from online search interest in "concept stocks", we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...

Persistent link: https://www.econbiz.de/10012148181

In search of concepts: The effects of speculative demand on returns and volume

ap Gwilym, Owain; Wang, Qingwei; Hasan, Iftekhar; Xie, Ru - Suomen Pankki - 2013

Using a novel proxy of investors’ speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...

Persistent link: https://www.econbiz.de/10010691919

In Search of Concepts : The Effects of Speculative Demand on Returns and Volume

Ap Gwilym, Owain - 2017

Persistent link: https://www.econbiz.de/10012967719

In Search of Concepts : The Effects of Speculative Demand on Returns and Volume

Ap Gwilym, Owain - 2019

Using a novel proxy of investors' speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...

Persistent link: https://www.econbiz.de/10012905637

In Search of Concepts : The Effects of Speculative Demand on Returns and Volume

Ap Gwilym, Owain - 2013

Persistent link: https://www.econbiz.de/10013079295

The Effects of Antitrust Laws on Horizontal Mergers : International Evidence

Chung, Chune Young; Hasan, Iftekhar; Hwang, Ji Hoon; … - 2023

This study examines how antitrust law adoptions affect horizontal merger and acquisition (M&A) outcomes. Using the staggered introduction of competition laws in 20 countries, we find antitrust regulation decreases acquirers’ five-day cumulative abnormal returns surrounding horizontal merger...

Persistent link: https://www.econbiz.de/10014258460

Financial Crises and Bank Failures : A Review of Prediction Methods

Demyanyk, Yuliya - 2010

In this article we provide a summary of empirical results obtained in several economics and operations research papers that attempt to explain, predict, or suggest remedies for financial crises or banking defaults; we also outline the methodologies used in them. We analyze financial and economic...

Persistent link: https://www.econbiz.de/10013152444