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Real Estate and the Stock Market : A Meta‐Regression Analysis
Gurdgiev, Constantin - 2010
The real estate finance literature provides diverse and contradictory findings regarding the relationship between the real estate market and the stock market. Despite the importance of this relationship to the economy in general relatively little is known of what causes such differences. In this...
Persistent link: https://www.econbiz.de/10013138058
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Do Clean and Dirty Cryptocurrency Markets Herd Differently?
Ren, Boru; Lucey, Brian M. - 2022
In this paper, we analyse the herding behaviour of two types of cryptocurrencies, referred to as "black/dirty" and "green/clean" based on their energy usage levels. Empirical results reveal that herding generally exists only in the dirty crypto markets, and is more significant in down markets....
Persistent link: https://www.econbiz.de/10013313552
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Towards a Research Agenda on the Financial Economics of NFT’s
Baals, Lennart John; Lucey, Brian M.; Vigne, Samuel A.; … - 2022
This paper aims to serve as an exploratory agenda for future research on the financial economics of non-fungible token (NFT) from a scholarly perspective. By considering the current state of research on the financial characteristics of NFTs and drawing on pioneering research in the field of...
Persistent link: https://www.econbiz.de/10013491789
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Does Cultural Distance Matter in International Stock Market Comovement? Evidence from Emerging Economies Around the World
Zhang, Qiyu - 2009
Prior research suggests an inverse relationship between geographic distance and financial market linkages. In this paper, we examine whether and how cultural distance between countries mitigates this finding. We find that country-pairs exhibit higher linkages if they have smaller cultural...
Persistent link: https://www.econbiz.de/10013154756
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Stock Market Contagion of COVID-19 in Emerging Economies
Uddin, Gazi Salah - 2020
The purpose of this paper is to examine the connected dynamics of the affected Asian financial markets and global financial market in relation to the outbreak of the coronavirus (COVID-19) pandemic. We particularly examine the temporal dependence and connectedness of the affected markets with...
Persistent link: https://www.econbiz.de/10012837303
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The Microstructure of the Irish Stock Market
Chelley-Steeley, Patricia - 2016
This is the first paper to examine the microstructure of the Irish Stock Market empirically and is motivated by the adoption, on June 7th of Xetra the modern pan European auction trading system. Prior to this the exchange utilized an antiquated floor based system. This change was an important...
Persistent link: https://www.econbiz.de/10013004444
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How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?
Khalfaoui, Rabeh; Mefteh-Wali, Salma; viviani, jean-laurent - 2022
In this study, we attempt to revisit how dependent the US stock market returns are on climate change-related risks (CCRR). In this regard, we use a spillover and connectedness network analysis to assess the strength of the causal effect and transmission pathway of CCRR proxies (green index,...
Persistent link: https://www.econbiz.de/10013406460
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Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict
He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012819945
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The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets
Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022
This paper measures China’s daily and monthly climate policy uncertainty (CPU) from Jan 2000 to Mar 2022 based on … Chinese news data for the first time. Then, the nonlinear and lag impacts of the US CPU and China’s CPU on the return …, volatility, correlation and tail dependence of China’s and US stock markets are investigated and compared by adopting GARCH (1 …
Persistent link: https://www.econbiz.de/10013289708
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Herding in the Chinese renewable energy market : evidence from a bootstrapping time-varying coefficient autoregressive model
Ren, Boru; Lucey, Brian M. - In: Energy economics 119 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014280139