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Convergence of returns on Chinese and Russian stock markets with world markets : national and sectoral perspectives
Babeckij, Jan; Komárek, Luboš; Komárková, Zlatuše - In: National Institute economic review 223 (2013), pp. 16-38
Persistent link: https://www.econbiz.de/10009725602
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Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - In: Empirica : journal of european economics 42 (2015) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
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Growth/value, market cap, and momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10011312856
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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136
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Performance of technical analysis in growth and small cap segments of the US equity market
Shynkevich, Andrei - In: Journal of banking & finance 36 (2012) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10009411143
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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European equity markets : who is the truly representative investor?
Rojo Suárez, Javier; Alonso Conde, Ana Belén; Ferrero … - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 325-346
Persistent link: https://www.econbiz.de/10012416960
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528
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Do market capitalisation and stocks traded converge? : new global evidence
Mishra, Sagarika; Narayan, Paresh Kumar - 2010
Persistent link: https://www.econbiz.de/10008665182