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Income Inequality and Asset Prices : A Cross-Country Study

Zhang, Yilin - 2013

In this paper I study the asset pricing implication of cross-country differences in income inequality. Using panel regression with year fixed effects, I document a strong negative relationship between cross-country stock market levels (as measured by each market's P/D ratio) and cross-country...

Persistent link: https://www.econbiz.de/10013091401

Corporate governance, legal system, and stock market liquidity : evidence around the world

Chung, Kee H.; Kim, Joon-seok; Park, Kwangwoo; Sung, … - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 686-703

Persistent link: https://www.econbiz.de/10009705235

Legal systems and stock market efficiency : an empirical analysis of stock indices around the world

Diniz-Maganini, Natalia; Rasheed, Abdul M. A.; Yasar, Mahmut - In: Journal of institutional economics 19 (2023) 4, pp. 459-477

Persistent link: https://www.econbiz.de/10014364235

The Study on Co-Movement of Selected Stock Markets

Modi, Dr. Ashwin G. - 2015

world economy. Leaders in BRICs are frenetically laying the groundwork for decades of new growth. Foreign Investors are … world. The leading indices of the selected stock markets are considered as proxies of the markets. Using the daily Index … contributions of national market volatilities, external world market volatility, and some other factors influencing the correlation …

Persistent link: https://www.econbiz.de/10013015452

Shareholder Protection, Stock Markets and Cross-Border Mergers

Ahiabor, Frederick - 2019

This paper is the first one that uses a panel data of different types of shareholder protection in order to examine (i) the effect of such laws on stock market development and (ii) the convergence of shareholder protection laws through cross-border mergers and acquisitions. We find significant...

Persistent link: https://www.econbiz.de/10012898598

Empirical Analysis of Stock Returns and Volatility of the Zimbabwean Stock Markets

Bonga, Wellington Garikai - 2014

The class of generalized autoregressive conditional heteroscedastic (GARCH) models has proved particularly valuable in modelling time series with time varying volatility. These include financial data, which can be particularly heavy tailed.This paper investigates the time-series behavior of...

Persistent link: https://www.econbiz.de/10013058280

The Big Bang : Stock Market Capitalization in the Long Run

Kuvshinov, Dmitry; Zimmermann, Kaspar - 2021

We study trends and drivers of long-run stock market growth in 17 advanced economies. Between 1870 and the 1980s, stock market capitalization grew in line with GDP. But over subsequent decades, an unprecedented expansion saw market cap to GDP ratios triple and remain persistently high. While...

Persistent link: https://www.econbiz.de/10013222092

Investors Behavior Under Growing Financial Market Uncertainty

Milovidov, Vladimir - 2021

The author analyzes the statistics of words and phrases related to financial market trading practices in millions of volumes from Google's book collection and available at Google Ngram Viewer. In recent almost 30 years, as the analyzed data shows, the scholars and practitioners' interest in the...

Persistent link: https://www.econbiz.de/10013251564

The big bang : stock market capitalization in the long run

Kuvshinov, Dmitry; Zimmermann, Kaspar - 2018

This paper presents annual stock market capitalization data for 17 advanced economies from 1870 to today. Extending our knowledge beyond individual benchmark years in the seminal work of Rajan and Zingales (2003) reveals a striking new time series pattern: over the long run, the evolution of...

Persistent link: https://www.econbiz.de/10011941845

Influence of the Russia-Ukraine war and COVID-19 pandemic on the efficiency and herding behavior of stock markets : evidence from G20 nations

Memon, Bilal Ahmed; Aslam, Faheem; Naveed, Hafiz Muhammad; … - In: Economies : open access journal 12 (2024) 5, pp. 1-32

herding behavior of the stock markets from the top economies of the world (known as G20 countries). We classify stock market …

Persistent link: https://www.econbiz.de/10014636008

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