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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015
This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. We apply a multivariate asymmetric EGARCH model. Empirical results indicate significant...
Persistent link: https://www.econbiz.de/10011454085
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A note on transition stock return behaviour
Jansen, Paul F. G.; Verschoor, Willem F. C. - In: Applied economics letters 11 (2004) 1, pp. 11-13
Persistent link: https://www.econbiz.de/10001911364
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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - In: Research in international business and finance 45 (2018), pp. 307-322
Persistent link: https://www.econbiz.de/10011983276
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Modeling Financial Market Volatility in Transition Markets : A Multivariate Case
Oikonomikou, Leoni Eleni - 2016
This paper presents evidence of equity market linkages in the following transition economies: Russia, Ukraine, Poland and Czech Republic from beginning of January 2005 till the end of December 2014. I apply a multivariate asymmetric EGARCH model. Empirical results indicate significant return and...
Persistent link: https://www.econbiz.de/10012997279
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Weak form tests in an ultra-thin market : the case of the Suva Stock Exchange
Narayan, Adi; Trueman, John - 1987
Persistent link: https://www.econbiz.de/10000761473
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An empirical study of the interrelationships, integration and the efficiency of stock and foreign exchange markets in Fiji
Paul, Muthucattu Thomas; Uriam, Timiti - In: Journal of quantitative economics : official journal of … 12 (2014) 1, pp. 154-167
Persistent link: https://www.econbiz.de/10011504410
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Has political instability contributed to price clustering on Fiji's stock market?
Narayan, Paresh Kumar; Smyth, Russell - In: Journal of Asian economics 28 (2013), pp. 125-130
Persistent link: https://www.econbiz.de/10010400858
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Has Political Instability Contributed to Price Clustering on Fiji’s Stock Market?
Narayan, Paresh Kumar - 2012
Fiji, and explore its determinants. We find that stock prices cluster at the decimal of 0 and 5, with almost half of prices … that political instability in Fiji induces price clustering behaviour …
Persistent link: https://www.econbiz.de/10013106925
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Knowing the unknowns : fresh insights from an unknown stock market
Sharma, Susan Sunila; Yoshino, Naoyuki; … - In: Bulletin of monetary economics and banking 24 (2021) 4, pp. 641-658
Persistent link: https://www.econbiz.de/10013164311
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The Level of Voluntary Disclosure in the Annual Reports of Listed Corporations in Fiji : A Case Study of South Pacific Stock Exchange Listed Corporations
Tanzil, Sheik - 2020
company annual reports from the SPSE. This research is informed by organizational legitimacy theory. The paper shows that the … do not legitimize their activity to a great extent. Legitimacy theory holds true for non-monopoly firms and does not hold …
Persistent link: https://www.econbiz.de/10012828767