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Corporate financial distress of industry level listings in an emerging market
Duc Hong Vo; Binh Vo-Ninh Pham; Trung Vu-Thanh Pham; … - 2019
Persistent link: https://www.econbiz.de/10011987030
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Corporate financial distress of industry level listings in Vietnam
Duc Hong Vo; Binh Ninh Vo Pham; Chi Minh Ho; McAleer, … - In: Journal of risk and financial management : JRFM 12 (2019) 4/155, pp. 1-17
the financial distress of listed firms at the industry level in Vietnam over the last decade. Two periods are considered … level in Vietnam. The empirical findings confirm that the corporate financial distress prediction model, which includes …
Persistent link: https://www.econbiz.de/10012173012
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Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay K. - 2014
This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular tool in financial applications, but is usually...
Persistent link: https://www.econbiz.de/10010349457
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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010410215
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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.; Lazarov, Zdravetz N.; McAleer, Michael; … - 2007
Persistent link: https://www.econbiz.de/10003477122
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Confucius and Herding Behaviour in the Stock Markets in China and Taiwan
Batmunkh, Munkh-Ulzii - 2020
It has been argued in the literature that financial markets with a Confucian background tend to exhibit herding behaviour, or correlated behavioural patterns in individuals. This paper applies the return dispersion model to investigate financial herding behaviour by examining index returns from...
Persistent link: https://www.econbiz.de/10012848763
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Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
Allen, David E. - 2012
This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into the global market may have important consequences for...
Persistent link: https://www.econbiz.de/10013113161
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Market risk analysis of energy in vietnam
Ngoc Phu Tran; Thang Cong Nguyen; Duc Hong Vo; McAleer, … - In: Risks : open access journal 7 (2019) 4/112, pp. 1-13
The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of … services, food, and telecommunications, targeted for economic development by the Vietnam Government through to 2020. The oil … Vietnam’s major industries. For the stock market in Vietnam, the website used in this paper provided complete and detailed …
Persistent link: https://www.econbiz.de/10012127865