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Lu, Wenjun; Chen, Ke; Ying, Yirong - In: Journal of finance and investment analysis 1 (2012) 3, pp. 231-237

This paper theoretically analyses the measurement of capital flight scale, and the factors that affect capital flight. Then the basic equation of capital flight is improved by introducing three lemmas. -- capital flight ; equation ; capital control

Persistent link: https://www.econbiz.de/10010079558

Threshold effects in the capital asset pricing model using panel smooth transition regression (PSTR) : evidence from net oil export and import groups

Nieh, Chien-chung; Yao, Hsueh-chu - In: Advances in management & applied economics 3 (2013) 2, pp. 179-192

the volatility of world market excess return as the threshold variable and the percentage changes of crude oil price and …. We found that all beta values are positive and higher in the low regime (i.e., volatility of world market excess return … is low) and lower in the high regime (i.e., volatility of world market excess return is high). For the net oil export …

Persistent link: https://www.econbiz.de/10010097691

Foreign direct investment (FDI) and standard of living in Nigeria

Akinmulegun, Sunday Ojo - In: Journal of applied finance & banking 2 (2012) 3, pp. 295-309

The subject of interrelationship that exists between foreign direct investment (FDI) and standard of living has been an issue of both theoretical and empirical investigations. This study, thus examined the relationship between foreign direct investment and standard of living measured by per...

Persistent link: https://www.econbiz.de/10010009124

Análisis del efecto día de semana en los principales mercados accionarios latinoamericanos : una aproximación mediante el criterio de dominancia estocástica

Kristjanpoller, Werner; Muñoz, Roberto E. - In: Estudios de economía 39 (2012) 1, pp. 5-26

In this paper we study the presence of calendar anomalies in the main Latin- American stock markets, for the 1993 to 2007 period. The literature has shown that the detection of those effects may depend on error distribution assumptions (Baker et al., 2008), and that their existence could be due...

Persistent link: https://www.econbiz.de/10010049050

Regime-dependent output convergence in Latin America

Holmes, Mark J. - In: Estudios de economía 33 (2006) 1, pp. 65-81

This paper tests for long-run output convergence between a sample of eight Latin American countries and over the study period 1900-2003. The key contribution of this paper is in terms of the econometric methodology where non-stationarity of log real per capita income differentials is tested...

Persistent link: https://www.econbiz.de/10009959067

Seasonality in Southeast Asian stock markets : the Ramadan effect

Nai-chiek, Aik - In: The IUP journal of applied finance : IJAF 19 (2013) 3, pp. 75-92

Persistent link: https://www.econbiz.de/10010185424

Market efficiency in emerging economies : an empirical analysis of month-of-the-year effect

Mangala, Deepa; Lohia, Vandana - In: The IUP journal of applied finance : IJAF 19 (2013) 3, pp. 19-38

Persistent link: https://www.econbiz.de/10010185427

The dynamics of geographic versus sectoral diversification : is there a link to the real economy?

Carrieri, Francesca; Errunza, Vihang; Sarkissian, Sergei - In: The quarterly journal of finance 2 (2012) 4, pp. 1901-1941

Persistent link: https://www.econbiz.de/10010148110

Media coverage, analyst recommendation upgrade and information content of inclusions into S&P indexes

Xie, Wenjuan - In: Investment management and financial innovations 10 (2013) 1, pp. 78-85

Persistent link: https://www.econbiz.de/10010147438

Herding during market upturns and downturns : international evidence

Houda, Ben Mabrouk; Mohamed, Fakhfekh - In: The IUP journal of applied finance : IJAF 19 (2013) 2, pp. 5-26

Persistent link: https://www.econbiz.de/10010147556