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Impact of Muslim Holy Days on Asian stock markets : an empirical evidence

Ali, Irfan; Akhter, Waheed; Ashraf, Namrah - In: Cogent economics & finance 5 (2017) 1, pp. 1-10

This study investigated the impact of Muslim Holy Days on daily stock returns of Asian financial markets for a period of 2001–2014. These markets include Pakistan, Bahrain, Saudi Arabia, and Turkey. The study has tried to isolate the effect of Gregorian calendar anomalies from Muslim Holy Days...

Persistent link: https://www.econbiz.de/10011877678

Information leadership in the advanced Asia-Pacific stock markets : return, volatility and volume information spillovers from the US and Japan

Kim, Suk-Joong - In: Journal of the Japanese and international economies : … 19 (2005) 3, pp. 338-365

Persistent link: https://www.econbiz.de/10003176646

The instability of cointegrating relationships among stock indices : the case of Pacific Basin and major stock markets

Bos, Theodore; Fetherston, Thomas Austin; Theerathon, … - In: Advances in Pacific Basin financial markets 6 (2000), pp. 137-175

Persistent link: https://www.econbiz.de/10001487764

Much ado about nothing : long-term memory in Pacific Rim equity markets

Howe, John S.; Martin, Deryl W.; Wood, Bob G. - In: International review of financial analysis 8 (1999) 2, pp. 139-151

Persistent link: https://www.econbiz.de/10001495509

Fractal structure in the Pacific Rim

Howe, John S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 143-158

Persistent link: https://www.econbiz.de/10001250670

Mean and volatility spillover effects in the US and Pacific-Basin stock markets

Liu, Y. Angela; Pan, Ming-Shiun - In: Multinational finance journal : MF ; quarterly … 1 (1997) 1, pp. 47-62

Persistent link: https://www.econbiz.de/10001443878

Mean and Volatility Spillover Effects in the U.S. and Pacific-Basin Stock Markets

Liu, Y. Angela - 2016

markets, including Hong Kong, Singapore, Taiwan, and Thailand. The empirical results from examining the data for the period of …This paper investigates the mean return and volatility spillover effects from the U.S. and Japan to four Asian stock …

Persistent link: https://www.econbiz.de/10013004202

Common stochastic volatility trends in international stock returns

Dao, Chi-Mai; Wolters, Jürgen - In: International review of financial analysis 17 (2008) 3, pp. 431-445

Persistent link: https://www.econbiz.de/10003764415

Fractal structure of the stock markets of leading Asian countries

Günay, Samet - In: Journal of East Asian economic integration 18 (2014) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10010480116

Return and Volatility Spillovers Among Asian Stock Markets

Joshi, Prashant - 2019

The study examines the return and volatility spillover among Asian stock markets in India, Hong Kong, Japan, China …-market spillover. The overall persistence of stock market volatility is highest for Japan (0.931) and lowest for China (0.824). The …

Persistent link: https://www.econbiz.de/10012890259

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