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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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Asset Pricing in European Real Estate Equity Markets
Schulte, Kai-Magnus - 2010
significant value effect exists, while no small-size effect is present. Real estate equity returns vary significantly with the … excess market return and a pan-European value factor. Moreover, returns are driven by a systematic size factor, although this …
Persistent link: https://www.econbiz.de/10013135033
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The Stock Exchange of Suriname : returns, volatility, correlations, and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011344353
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The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2012
Persistent link: https://www.econbiz.de/10010354451
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The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2014
Persistent link: https://www.econbiz.de/10010359786
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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The spectre of terrorism and the stock market
Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022
returns and increased volatility on the UK stock market. …
Persistent link: https://www.econbiz.de/10013428887
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The effects of oil price volatility on South African stock market returns
Musampa, Kongolo; Eita, Joel Hinaunye; Meniago, Christelle - In: Economies : open access journal 12 (2024) 1, pp. 1-20
The aim of this study is to assess the response of the South African stock market returns to oil price volatility … show evidence of an asymmetric impact of fluctuations in oil prices on South African stock market returns, using a copula … EGARCH process is the best univariate model to capture oil price volatility. Interestingly, this study also revealed that the …
Persistent link: https://www.econbiz.de/10014480171
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Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility
Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258
Persistent link: https://www.econbiz.de/10015060902
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Return, volume and volatility relationship in Indian stock market : pre and post rolling settlement analysis
Mahajan, Sarika; Singh, Balwinder - In: Global business review 14 (2013) 3, pp. 413-428
Persistent link: https://www.econbiz.de/10010230064