Narrow search
Showing 1 - 10 of 14,871
Cover Image
Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
Qayyum, Abdul; Kemal, A. R. - East Asian Bureau of Economic Research (EABER) - 2006
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For …
Persistent link: https://www.econbiz.de/10009365411
Cover Image
Stock Market in Pakistan: An Overview
Iqbal, Javed - Volkswirtschaftliche Fakultät, … - 2008
This paper reviews the main features of the Stock market in Pakistan focussing on post-liberalization period. The … selected set of emerging and developed markets. Pakistan’s stock market is smaller in size but is significantly more active …
Persistent link: https://www.econbiz.de/10005837094
Cover Image
China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
Johansson, Anders C. - Stockholm China Economic Research Institute, … - 2010
We use structural VAR models with short-run restrictions to analyze the potential transmission of China’s monetary … by China’s monetary policy, even though the effect is modest. The impact of a monetary expansion in China is significant … in both China and abroad, which in turn shows up in the foreign equity market. The results provide evidence of China …
Persistent link: https://www.econbiz.de/10008509920
Cover Image
The Value Effect and the Market For Chinese Stocks
Malkiel, Burton G.; Jun, Derek - Griswold Center for Economic Policy Studies, Department … - 2009
A long literature in empirical finance has isolated both a value and a small-capitalization effect in asset pricing. This study confirms the existence of these style effects both in new types of equity indexes and in the stocks of Chinese companies traded in international markets. We then...
Persistent link: https://www.econbiz.de/10008536809
Cover Image
Common Influences, Spillover and Integration in Chinese Stock Markets
Weber, Enzo; Zhang, Yanqun - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...
Persistent link: https://www.econbiz.de/10005652745
Cover Image
Common influences, spillover and integration in Chinese stock markets
Weber, Enzo; Zhang, Yanqun - In: Journal of Empirical Finance 19 (2012) 3, pp. 382-394
The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...
Persistent link: https://www.econbiz.de/10010572323
Cover Image
The Value Effect and the Market For Chinese Stocks
Malkiel, Burton G.; Jun, Derek - Griswold Center for Economic Policy Studies, Department … - 2009
A long literature in empirical finance has isolated both a value and a small-capitalization effect in asset pricing. This study confirms the existence of these style effects both in new types of equity indexes and in the stocks of Chinese companies traded in international markets. We then...
Persistent link: https://www.econbiz.de/10010720763
Cover Image
Are Investors Guided by the News Disclosed by Companies or by Journalists?
Shang, Zilu; Brooks, Chris; McCloy, Rachel - Henley Business School, University of Reading - 2013
Most previous studies demonstrating the influential role of the textual information released by the media on stock market performance have concentrated on earnings-related disclosures. By contrast, this paper focuses on disposal announcements, so that the impacts of listed companies’...
Persistent link: https://www.econbiz.de/10010800978
Cover Image
The Integration of Financial Markets: Empirical Evidence from South Asian Countries
Qayyum, Abdul; Mohsin, H - Volkswirtschaftliche Fakultät, … - 2005
The study analyzed financial market integration in the five countries of South Asia, Pakistan, India, Bangladesh, Sri … Lanka and Nepal. All the variables are found to be integrated of the same order in the case of Pakistan, India and Nepal …
Persistent link: https://www.econbiz.de/10005837003
Cover Image
Efficiency in a Thinly Traded Market: The Case of Pakistan
Husain, Fazal; Forbes, Kevin - Volkswirtschaftliche Fakultät, … - 1999
This paper tests the weak form efficiency hypothesis in the Pakistani equity market. Using daily closing prices of 36 stocks, 8 sector indices, and the market index from January 1, 1989 to December 30, 1993 and applying Serial correlation and Runs analysis, the paper does not find the market to...
Persistent link: https://www.econbiz.de/10005619709