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Impacts of international sports events on the stock market : evidence from the announcement of the 18th Asian games and 30th Southeast Asian games
Harjito, Dwiraptono Agus; Alam, Mahmudul; Rani Ayu … - In: International journal of sport finance 16 (2021) 3, pp. 139-147
Persistent link: https://www.econbiz.de/10012666776
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Financial spillovers in Asian emerging economies
Fukuda, Shin'ichi; Tanaka, Mariko - In: Asian development review 37 (2020) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10012405427
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The impact of the 2008 global financial crisis on the structure of the transmission of price innovations across financial markets : the case of Southwest Asian equity markets
Liao, Qunfeng; Mehdian, Seyed M.; Stephens, John - In: Scientific Annals of Economics and Business 63 (2016) 2, pp. 195-208
Persistent link: https://www.econbiz.de/10011647030
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Association of South-East Asian Nations-US stock market associations in and around US 2007-09 financial crisis : an autoregressive distributed lag application for policy implicatio...
Dasgupta, Ranjan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 684-705
Persistent link: https://www.econbiz.de/10011822992
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Return and volatility connectedness and net directional patterns in spillover transmissions : East and Southeast Asian equity markets
Mateus, Cesario; Bagirov, Miramir; Mateus, Irina Bezhentseva - In: International review of finance : the official journal … 24 (2024) 1, pp. 83-103
Persistent link: https://www.econbiz.de/10014507516
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Mean Reversion in South-East Asian Stock Markets
Malliaropulos, Dimitris; Priestley, Richard - 2022
This paper assesses the predictable component of South East Asian stock markets using a bootstrap resampling method to estimate the small sample distributions of variance ratio statistics. We find evidence of mean reversion in long horizon dollar adjusted excess returns. The robustness of the...
Persistent link: https://www.econbiz.de/10014236924
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Impacts of International Sports Events on the Stock Market : Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games
Harjito, D. Agus; Alam, Md. Mahmudul; Ayu Kusuma Dewi, Rani - 2022
This research assesses the influence of hosting major international sporting competitions on the host countries’ stock market performance before and after the announcement of such events. Specifically, this study explores whether stock markets of hosting countries experience cumulative average...
Persistent link: https://www.econbiz.de/10013296319
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Return and Volatility Spillover across Equity Markets Between China and Southeast Asian Countries
Ngo, Hung - 2019
China and four countries in Southeast Asia (Vietnam, Thailand, Singapore and Malaysia).Design/methodology/approach – The …, linkage between China and other markets seems to be remarkable during and after the Global Financial Crisis. Notably, the … paper would complement the emerging body of existing literature by examining how China stock market impacts on their …
Persistent link: https://www.econbiz.de/10012869030
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Correlations and volatility spillovers between China and Southeast Asian stock markets
Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69
Persistent link: https://www.econbiz.de/10012656194
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China's growing influence in Southeast Asia : monetary policy and equity markets
Johansson, Anders C. - In: The world economy : the leading journal on … 35 (2012) 7, pp. 816-837
Persistent link: https://www.econbiz.de/10009633254