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Fractal structure of the stock markets of leading Asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
Persistent link: https://www.econbiz.de/10010480116
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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
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Much ado about nothing : long-term memory in Pacific Rim equity markets
Howe, John S.; Martin, Deryl W.; Wood, Bob G. - In: International review of financial analysis 8 (1999) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001495509
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Fractal structure in the Pacific Rim
Howe, John S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 143-158
Persistent link: https://www.econbiz.de/10001250670
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Fractal Structure of the Stock Markets of Leading Asian Countries
Gunay, Samet - 2016
In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious...
Persistent link: https://www.econbiz.de/10013005468
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Fractal structure of the stock markets of leading asian countries
Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394
In this study, we examined the fractal structure of the Nikkei225, HangSeng, Shanghai Stock Exchange and Straits Times Index of Singapore. Empirical analysis was performed via non-parametric, semi-parametric long memory tests and also fractal dimension calculations. In order to avoid spurious...
Persistent link: https://www.econbiz.de/10011568388
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Determinants of stock market performance : VAR and VECM designs in Korea and Japan
Tulcanaza Prieto, Ana Belén; Lee, Young Hwan - In: Global business and finance review 24 (2019) 4, pp. 24-44
Persistent link: https://www.econbiz.de/10012161884
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On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis
Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10013189195
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Who benefitted from the pyeongchang olympic announcement? : evidence from the South Korean stock market
Hayduk, Ted, III - In: Journal of sports economics 23 (2022) 1, pp. 39-75
Persistent link: https://www.econbiz.de/10012794859
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Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773
Persistent link: https://www.econbiz.de/10011847162