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Adaptive market hypothesis : evidence from the Ghanaian stock market
Gyamfi, Emmanuel Numapau - In: Journal of African business 19 (2018) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10011930385
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The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management
Zwak-Cantoriu, Maria-Cristina; Anghel, Lucian Claudiu; … - In: Management dynamics in the knowledge economy 11 (2023) 1/39, pp. 84-99
Persistent link: https://www.econbiz.de/10014266037
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Log-periodic power law and genelized hurst exponent analysis in estimating an asset bubble bursting time
Wątorek, Marcin; Stawiarski, Bartosz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 3, pp. 49-58
We closely examine and compare two promising techniques helpful in estimating the moment an asset bubble bursts. Namely, the Log-Periodic Power Law model and Generalized Hurst Exponent approaches are considered. Sequential LPPL fitting to empirical financial time series exhibiting evident bubble...
Persistent link: https://www.econbiz.de/10011616763
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Return differences between DAX ETFs and the benchmark DAX
Schmidhammer, Christoph - 2021
For the DAX index market, this paper analyses the development of return differences between exchange traded funds (ETFs) and the DAX index from the perspective of long-term investors. The newly introduced methodology provides the opportunity to continuously identify long-term costs of passively...
Persistent link: https://www.econbiz.de/10012607112
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Stock market cycle and business cycle in China : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Li, Yi-Na; Bai, Lu - In: Review of economics & finance 17 (2019) 3, pp. 35-50
Persistent link: https://www.econbiz.de/10012105319
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Time-varying long-term memory in Bitcoin market
Jiang, Yonghong; Nie, He; Ruan, Weihua - In: Finance research letters 25 (2018), pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
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Causal relationship between monetary policy and the stock market : a bootstrap rolling window approach
Khan, Khalid; Qingyang, Wang; Khurshid, Adnan - In: Financial markets, institutions and risks : FMIR 1 (2017) 4, pp. 5-15
Persistent link: https://www.econbiz.de/10011773763
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Banks' return reaction to freedom, sentiment, and uncertainty
Shah, Syed Faisal; Al-Baity, Mohamed; Mahfuzur Rahman - In: Journal of open innovation : technology, market, and … 9 (2023) 1, pp. 1-14
Africa (MENA) region countries during 2010-2020. The findings revealed that the influence of economic, business, and labour … results for the region's monarchies indicated similar effects to those of the entire MENA region, except for lagged bank stock … investigations that have scrutinized the 18 MENA countries, which are predominantly Islamic and characterized by their distinct …
Persistent link: https://www.econbiz.de/10014289303
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The impact of macroeconomic variables (MEV) on the stock market returns in MENA countries
Shehata, Mohamed S. S. A. - In: Journal for global business advancement : JGBA 15 (2022) 5, pp. 643-663
Persistent link: https://www.econbiz.de/10014309121