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into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
The first public share issue in the PRC took place in 1994. By the early 21st century, in the space of less than two decades, the Chinese stock market has become the largest one in Asia, with the exception of Japan. Along with this rapid enlargement of the market, the Chinese stock trading...
Persistent link: https://www.econbiz.de/10009471788
valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …
Persistent link: https://www.econbiz.de/10009437639
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that the stock market is not an efficient market as it consists of numerous traders with differing strategies and...
Persistent link: https://www.econbiz.de/10009437733
This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …
Persistent link: https://www.econbiz.de/10009429052
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
This examination paper is composed about the goal of discovering the potential for expansion in Iran and Indian Stock Markets by considering relationships in the file returns. The auxiliary goal of the exploration is to quantify and investigation aggravated development of Iranian Stock Market...
Persistent link: https://www.econbiz.de/10011716408
, mit der Teilhabe Indiens an der Globalisierung. Dabei stellt er fest, dass die Reformpolitik der letzten zehn Jahre trägt … Indian participation in the globalization. He assesses that the reforms in India lead to economic and social process of …
Persistent link: https://www.econbiz.de/10009468690
analyzing the nexus labour standards - labour market outcomes - globalization. The first part, Chapter 2, is a theoretical … analysis of the effects of globalization on the equilibrium labour market policy, employment and wages. The policy instrument … considered is a minimum wage set by the government and influenced by two lobby groups. Globalization is modelled as an increase …
Persistent link: https://www.econbiz.de/10009471741
labor in open economies is that even if international child labor standards do improve world welfare, trade policies will …
Persistent link: https://www.econbiz.de/10009471803