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Agency costs and Islamic bond issuers' long-run performance in Malaysia

Mohd Sobri Minai; Uddin, Md Mohan; Yusnidah Ibrahim - In: Global business & economics review 19 (2017) 6, pp. 745-759

Persistent link: https://www.econbiz.de/10011953599

The influence of investor sentiment on stock prices among industries in the US

Brahmasrene, Tantatape; Whitten, Donna - In: International journal of behavioural accounting and finance 6 (2022) 4, pp. 281-295

Persistent link: https://www.econbiz.de/10013475364

Delineating investors' rationality and behavioural biases : evidence from the Indian stock market

Sharma, Manika; Firoz, Mohammad - In: International journal of management practice : IJMP 15 (2022) 1, pp. 59-86

Persistent link: https://www.econbiz.de/10012800122

A joint analysis of the KOSPI 200 option and ODAX option markets dynamics

Cao, Ji; Härdle, Wolfgang Karl; Mungo, Julius - 2009

option prices are employed. We examine volatility transmission between the markets under the vector autoregressive (VAR …

Persistent link: https://www.econbiz.de/10010274154

Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis

Dornau, Robert - 1998

This paper investigates empirically the interrelationships between the daily stock market returns of the Nikkei 225, DAX and Dow Jones Industrial index. Contrary to former work this paper uses the succession of the markets in time to form different econometric models. In this way it is possible...

Persistent link: https://www.econbiz.de/10010297581

Identifying the interdependence between US monetary policy and the stock market

Bjørnland, Hilde C.; Leitemo, Kai - 2005

We estimate the interdependence between US monetary policy and the S&P 500 using structural VAR methodology. A solution … shocks are orthogonal to the information set in the VAR model and can be interpreted as non-fundamental shocks. We attribute …

Persistent link: https://www.econbiz.de/10010284471