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Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten yea...

Rosini, Lucrezia; Shenai, Vijay - In: Quantitative finance and economics 4 (2020) 1, pp. 121-147

Persistent link: https://www.econbiz.de/10012176735

Momentum, Echo and Predictability : Evidence from the London Stock Exchange (1820-1930)

Trigilia, Giulio - 2019

We study momentum and its predictability within equities listed at the London Stock Exchange (1820-1930). At the time …

Persistent link: https://www.econbiz.de/10012872210

Liquidity, Volume and Dividend Yields in Stock Return Data : Evidence from London Stock Exchange

Vasilakis, Chrysovalantis - 2011

This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the period 1986 to …

Persistent link: https://www.econbiz.de/10013128842

Corporate profits and investment in light of institutional and stock market turmoil : new evidence from the Warsaw Stock Exchange

Malinowska, Anna - In: Journal of economic issues 55 (2021) 1, pp. 14-37

Persistent link: https://www.econbiz.de/10012501579

Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Daily seasonality in the 19th century stocks : some evidence from the Dublin stock exchange

Hope, Edward; Lucy, Brian M. - In: Applied economics letters 14 (2007) 4/6, pp. 277-282

Persistent link: https://www.econbiz.de/10003469267

The importance of price earnings ratio in equity valuation on stock exchange market

Tabără, Neculai; Vasiliu, Andreea - In: Acta Universitatis Danubius / Oeconomica 7 (2011) 3, pp. 104-120

Persistent link: https://www.econbiz.de/10009706597

No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Persistent link: https://www.econbiz.de/10009713176

Stock market reaction to terrorist attacks : empirical evidence from a front line state

Suleman, Muhammad Tahir - In: Australasian accounting business and finance journal : AABF 6 (2012) 1, pp. 97-110

Persistent link: https://www.econbiz.de/10010244292

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