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Further analysis of bank efficiency correlates : the Nigerian experience
Oke, David Mautin; Poloamina, I. D. - In: Journal of applied finance & banking 2 (2012) 4, pp. 1-11
All over the world, banks have been undergoing crisis, but the Nigerian experience has been hazardous to the country …
Persistent link: https://www.econbiz.de/10010058682
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The forecasting performances of volatility models in emerging stock markets : is a generalization really possible?
Iltuzer, Zeynep; Tas, Oktay - In: Journal of applied finance & banking 3 (2013) 2, pp. 49-73
In almost all stages of forecasting volatility, certain subjective decisions need to be made. Despite of an enormous literature in the area, these subjectivities are hindrances to reaching an overall conclusion on the performances of the models. In order to find out outperforming model in...
Persistent link: https://www.econbiz.de/10010148073
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Currency exposure, second-moment exchange rate exposure and asymmetric volatility of stock returns : the effects of financial crises on Taiwanese firms
Varga, René Ferenc Franck - In: Journal of applied finance & banking 3 (2013) 2, pp. 15-37
Over the last two decades, a number of financial disasters have occurred due to failure in risk management procedures. If some, as the Asian financial crisis, had a very much more muted global impact (even though they sent shock waves through global financial markets, the main damage were fairly...
Persistent link: https://www.econbiz.de/10010148075
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Banking stability, market structure and financial system in emerging countries
Wen, Shiow-ying; Yu, Jean - In: Journal of applied finance & banking 3 (2013) 3, pp. 1-13
The literature wisdom shows that both theoretical and empirical studies provide contradictory predictions about the relationship between market concentration or competiveness and financial stability in the banking system. In the past two decades, the structure of banking industry of many...
Persistent link: https://www.econbiz.de/10010148095
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The effects of surprise political events on quoted firms : the March 2004 election in Spain
Castells, Pau; Trillas, Francesc - In: SERIEs : Journal of the Spanish Economic Association 4 (2013) 1, pp. 83-112
In the last days of the electoral campaign for the 2004 general election in Spain, on Thursday March 11th 2004, a series of simultaneous terror attacks caused the death of 191 persons in commuting trains in the capital Madrid. Four days later, the opposition party won the election, against all...
Persistent link: https://www.econbiz.de/10010148155
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Incorporating weekend information in stock prices : evidence from Israeli stock market
Kudryavtsev, Andrey; Cohen, Gil; Pavlodsky, Julia - In: Journal of finance and investment analysis 1 (2012) 4, pp. 1-14
-synchronous trading - a trading day when TASE is the only active stock exchange in the world. We find that TASE returns on Sundays are … prices on Sundays just "close up the differences" from the US exchanges by incorporating the news that arrive to the world … markets during the weekends in Israel, but do not reflect any additional news of worldwide relevance arriving when the world …
Persistent link: https://www.econbiz.de/10010148279
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Modeling the effects of investor sentiment and conditional volatility in international stock markets
Uygur, Utku; Taş, Oktay - In: Journal of applied finance & banking 2 (2012) 5, pp. 239-260
Behavioral finance argues that some properties of asset prices are most reasonably considered as deviations from fundamental value and they are caused by the presence of traders who are not fully rational hence called noise traders. Noise trader approach assumes that sentiment traders exert...
Persistent link: https://www.econbiz.de/10010058685
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The research on the distinguishing features of the international financial centers
Kayral, Ihsan Erdem; Karan, Mehmet Baha - In: Journal of applied finance & banking 2 (2012) 5, pp. 217-238
Although London appeared as the first international financial center on the world, the number of these kind of centers …
Persistent link: https://www.econbiz.de/10010058686
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Volatility impact of stock index futures trading : a revised analysis
Matanovic, Eva; Wagner, Helmut - In: Journal of applied finance & banking 2 (2012) 5, pp. 113-126
The recent financial crisis renewed concerns about a possible destabilizing impact of derivatives trading. Despite a very active research, the question whether or not derivatives tend to destabilize financial markets has not yet been answered to satisfaction. This contribution aims to revise the...
Persistent link: https://www.econbiz.de/10010058694
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Indian capital market review : issues, dimensions and performance analysis
Ansari, Mohd. Shamim - In: UTMS journal of economics / University of Tourism and … 3 (2012) 2, pp. 181-191
The purpose of an efficient capital market is to mobilize funds from those who have it and route each them to those who can utilize it in the best possible way. India’s financial market is multi-facet but not balanced. It has state of art equity market but relatively less developed and...
Persistent link: https://www.econbiz.de/10010058712