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Analysis of how the european stock markets perceive the dynamics of macroeconomic indicators through the sentiment index and the purchasing managers' index
Lupu, Iulia - In: Financial studies 22 (2018) 1, pp. 32-52
In this article, we intend to analyse how the European stock markets perceive the dynamics of macroeconomic indicators in terms of the sentiment index and the purchasing managers' index. For this research, we focused on the countries of the European Union and applied an econometric event study,...
Persistent link: https://www.econbiz.de/10011964937
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The use of the recognition heuristic as an investment strategy in European stock markets
Lobão, Júlio; Pacheco, Luís; Pereira, Carlos - In: Journal of economics, finance & administrative science 22 (2017) 43, pp. 207-223
that the European market presents at least a degree of efficiency where no investment would yield abnormal returns …
Persistent link: https://www.econbiz.de/10011875260
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Turn-of-the-month effects in European stock markets before and after the financial crisis : an evolutionary finance perspective
Holtfort, Thomas; Horsch, Andreas; Hundt, Steffen - In: Corporate ownership & control : international … 15 (2017/2018) 1, pp. 90-99
Persistent link: https://www.econbiz.de/10011892983
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Analysis of the Behaviour of Retail Investors in the Financial Markets during the COVID-19 Crisis
Cambronero Pérez, Guillermo; Ruiz Suárez, Gloria Ruiz - 2022
This paper describes the development in trading by retail investors in the securities market in 2019 and 2020 to identify possible changes in times of heightened uncentainty of the crisis. This article is the first that the CNMV has carried out focusing on this type of analysis and it highlights...
Persistent link: https://www.econbiz.de/10014238905
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SFDR, investor attention, and European financial markets
Birindelli, Giuliana; Chiappini, Helen; Jalal, Raja … - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473694
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The impact of the COVID-19 pandemic on the nexus between the investor's sentiment and the financial market dynamics : evidence from the Chinese market
Soltani, Hayet; Abbes, Mouna Boujelbène - In: Asia-Pacific journal of business administration 15 (2023) 5, pp. 673-694
Persistent link: https://www.econbiz.de/10014455559
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Global and extreme dependence between investor sentiment and stock returns in European markets
Horta, Paulo; Lobão, Júlio - In: The journal of behavioral finance : a publication of … 19 (2018) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10012009645
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Integration between the Romanian and the euro area financial markets and its impact on the growth rate of Romanian listed companies
Moscalu, Maricica - In: Acta Universitatis Danubius / Oeconomica 11 (2015) 4, pp. 138-149
Persistent link: https://www.econbiz.de/10011625324
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Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets
Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86
In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily frequency for European and US financial markets. In the study we included fourteen stock indices (twelve Europeans and two Americans), during March 2013 - January 2017. The results...
Persistent link: https://www.econbiz.de/10011964941
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Firms' listings : what is new? : Italy versus the main European stock exchanges
Finaldi Russo, Paolo; Parlapiano, Fabio; Pianeselli, Daniele - 2020
Persistent link: https://www.econbiz.de/10012209670