Narrow search
Showing 1 - 10 of 131
Cover Image
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
Cover Image
Introduction: Emerging stock and bond markets : performance and volatility
Narayan, Paresh Kumar - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 857-858
Persistent link: https://www.econbiz.de/10011561100
Cover Image
Intraday return predictability, portfolio maximisation, and hedging
Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Emerging markets review 28 (2016), pp. 105-116
Persistent link: https://www.econbiz.de/10011670983
Cover Image
Do market capitalisation and stocks traded converge? : new global evidence
Mishra, Sagarika; Narayan, Paresh Kumar - 2010
Persistent link: https://www.econbiz.de/10008665182
Cover Image
The relationship between liquidity and returns on the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of Asian economics 22 (2011) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10009244045
Cover Image
Can governance quality predict stock market returns? : new global evidence
Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Pacific-Basin finance journal 35 (2015) 1, pp. 367-380
Persistent link: https://www.econbiz.de/10011538368
Cover Image
Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Cover Image
How profitable is the Indian stock market?
Narayan, Paresh Kumar; Ali Ahmed, Huson Joher; Sharma, … - In: Pacific-Basin finance journal 30 (2014), pp. 44-61
Persistent link: https://www.econbiz.de/10010495686
Cover Image
Market liquidity risk factor and financial market anomalies : evidence from the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Pacific-Basin finance journal 18 (2010) 5, pp. 509-520
Persistent link: https://www.econbiz.de/10009271828
Cover Image
Market Liquidity Risk Factor and Financial Market Anomalies : Evidence from the Chinese Stock Market
Narayan, Paresh Kumar - 2012
The Chinese stock market is an order-driven market and hence its characteristics are structurally different from quote-driven markets. There are no studies that consider the role of the market liquidity risk factor in determining cross-sectional stock returns in a model including financial...
Persistent link: https://www.econbiz.de/10013105284