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China is considered the largest emerging economy and thus investors perceived as an attractive investment. We examine … between China and Mexico (SSE/MEX), and China and India (SSE/BSE) were 0.01 and 0.06, respectively. This implies that a $1 …
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Over the last decade, metal streams have evolved as a popular and tax-effective source of financing for Canadian mining … companies. This article considers the principal features of the typical metal stream transaction that are relevant from a tax … foreign affiliate, and selling a metal stream based on the future production from that foreign affiliate's mining property …
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Purpose - The purpose of this paper is to examine the effect of economic policy uncertainty (EPU) of China on …
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We investigate the investability of commodity risk premia in China. Previously documented standard momentum, carry and … basis-momentum factors are not investable due to the unique liquidity patterns along the futures curves in China. However … premia in China reveal strong predictive ability with global real economic growth …
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Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to … trade abnormally in the market which in turn affects the volatility of the market. But this kind of trading behavior has a … volatility of large-cap, mid-cap and, small-cap stocks in Indian markets. Using ARMA (1, 1) and TGARCH (1, 1) model, we estimate …
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