Similar Search Results

Stock Markets, Banks and Economic Growth : Some Evidence on the Role of Stock Price Informativeness

Cheng, Fang Chin - 2011

This paper extends the economic growth model tested by Levine and Zervos (1998) by including a measure for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...

Persistent link: https://www.econbiz.de/10013121128

Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets

Cheng, Fang Chin - 2013

This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...

Persistent link: https://www.econbiz.de/10013088911

Stock Price Informativeness, Analyst Coverage and Economic Growth : Evidence from Emerging Markets

Cheng, Fang Chin - 2013

Persistent link: https://www.econbiz.de/10013090426

Contagion effect of financial crisis on OECD stock markets

Kazi, Irfan Akbar; Guesmi, Khaled; Kaabia, Olfa - 2011

In this paper we investigate the contagion effect between stock markets of U.S and sixteen OECD countries due to Global Financial Crisis (2007-2009). We apply Dynamic Conditional Correlation GARCH model Engle (2002) to daily stock price data (2002-2009). In order to recognize the contagion...

Persistent link: https://www.econbiz.de/10010304806

The integration of stock exchanges : the case of the Latin American Integrated Market (MILA) and its impact on ownership and internationalization status in Colombian brokerage firm...

Yepes-Rios, Beatriz; Gonzalez-Tapia, Kelly; … - In: Journal of economics, finance & administrative science 20 (2015) 39, pp. 84-93

of the regional integration process of its stock exchange market through the Latin American Integrated Market (MILA). It … proposes that the integration of stock exchanges generated transformations within the brokerage sector, and affected companies …, stock exchange integration through MILA has resulted into mergers between local brokerage firms, acquisitions from both …

Persistent link: https://www.econbiz.de/10011875041

International Evidence on the Stock Market and Aggregate Economic Activity

Ng, Lilian - 1998

Using the Johansen cointegration technique, we find empirical evidence of long run co-movements between five national stock market indexes and measures of aggregate real activity including the real oil price, real consumption, real money, and real output. Real returns on these indexes are...

Persistent link: https://www.econbiz.de/10014105892

Financial transactions taxes

Shome, Parthasarathi - 2011

taxes (FTT). It includes examples of FTT in the wider context, for example, on stocks and derivatives, currency transactions …

Persistent link: https://www.econbiz.de/10011807660

Trading activity in the equity market and its contingent claims : an empirical investigation

Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35

Persistent link: https://www.econbiz.de/10011284514

Pricing a bivariate option with copulas

Bucio-Pacheco, Christian; López Herrera, Francisco; … - In: International journal of bonds and derivatives 4 (2018) 1, pp. 74-87

Persistent link: https://www.econbiz.de/10012253407

High-frequency trading and market quality : evidence from account-level futures data

Coughlan, John; Orlov, Alexei G. - In: The journal of futures markets 43 (2023) 8, pp. 1126-1160

Persistent link: https://www.econbiz.de/10014339377

1
2
3
4
5
6
7
8
9
10
Next
Last