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Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671

Volatility spillover impact of FII and MF net equity flows on the Indian sectoral stock indices : recent evidence using BEKK-GARCH

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of Indian culture and business … 22 (2021) 3, pp. 350-363

Persistent link: https://www.econbiz.de/10012511230

Factors driving IPO variability : evidence from Pakistan stock exchange

Mehmood, Waqas; Rasidah Mohd-Rashid; Chui Zi Ong; … - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 300-316

direct investment. Design/methodology/approach - Data from 1992 to 2018 were gathered from the country of Pakistan in order … IPO variability and inflation. This evidence implies that Pakistan's poor capital market development is reflected in the … confidence among prospective issuers and investors due to Pakistan's weak macroeconomic indicators. Originality/value - This is …

Persistent link: https://www.econbiz.de/10012813884

What impacts foreign capital flows to China's stock markets? : evidence from financial risk spillover networks

Xu, Hao; li, Songsong - In: International review of economics & finance : IREF 85 (2023), pp. 559-577

Persistent link: https://www.econbiz.de/10014428179

What Impacts Foreign Capital Flows to China's Stock Markets? Evidence from Financial Risk Spillover Networks

Xu, Hao; Li, Songsong - 2022

This study adopts the financial risk spillover network as the analytic tool, investigate each financial market's capital flows and asymmetric risk output strengths, risk contagion paths, and dynamic risk spillover evolution in essential markets, examines the influencing factors and mechanisms of...

Persistent link: https://www.econbiz.de/10013406404

The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment : Evidence from Pakistan Stock Market

Usman, Muhammad - 2019

the presence of long-run relationship in model. GARCH (1,1) model has been applied for analyzing the volatility in the …

Persistent link: https://www.econbiz.de/10012869330

Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? : evidence from the volatility-spillover effects

Cao, Li; Jiang, Junhua; Piljak, Vanja - In: Research in international business and finance 65 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014432635

When the Japanese stock market meets COVID-19 : impact of ownership, China and US exposure, and ESG channels

Takahashi, Hidenori; Yamada, Kazuo - In: International review of financial analysis 74 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012803960

A study on the relationship between short-term international capital flow and the volatility of China's stock market

Zhou, Hong; Guoping Li; Lin, Wanfa - In: Annals of economics and finance 14 (2013) 2, pp. 587-608

Persistent link: https://www.econbiz.de/10010480650

On the Chinese b-share price discount puzzle : some new evidence

Darrat, Ali F.; Gilley, Otis W.; Wu, Yanhui; Zhong, Maosen - In: Journal of business research : JBR 63 (2010) 8, pp. 895-902

Persistent link: https://www.econbiz.de/10008647683

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