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International risk transmission of stock market movements
Shen, Yifan - In: Economic modelling 69 (2018), pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
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Determinants of stock market co-movements between Pakistan and Asian emerging economies
Aamir, Muhammad; Ali Shah, Syed Zulfiqar - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-14
This study analyzes the determinants of stock market co-movement between Pakistan and Asian emerging economies for the period 2001 to 2015. Augmented Dickey and Fuller (ADF) and Philips-Perron (PP) tests are applied to check co-integration between their stock markets. Results of this study...
Persistent link: https://www.econbiz.de/10011895801
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Stock market linkages in Asia : revisiting granger causality evidences
Saji, T. G. - In: Theoretical and applied economics : GAER review 29 (2022) 3/632, pp. 151-168
Persistent link: https://www.econbiz.de/10014325470
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Stock market integration : empirical evidence from leading stock indices
Aurora, Shruti; Kumar, Vasudha - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 145-158
Persistent link: https://www.econbiz.de/10013349012
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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Stock market linkages among new EMU members and the euro area : implications for financial integration and portfolio diversification
Dunis, Christian; Sermpinis, Georgios; Karampelia, … - In: Studies in economics and finance 30 (2013) 4, pp. 370-388
Persistent link: https://www.econbiz.de/10010207317
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Test of capital market integration using Fama-French three-factor model : empirical evidence from India
Sehrawat, Neeraj; Kumar, Amit; Nigam, Narander Kumar; … - In: Investment management and financial innovations 17 (2020) 2, pp. 113-127
Persistent link: https://www.econbiz.de/10012303099
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Emerging Asia equity home bias and financial integration
Mercado, Rogelio V. - In: International economic journal 27 (2013) 4, pp. 497-524
Persistent link: https://www.econbiz.de/10010341023
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Can stock market investors hedge energy risk? : evidence from Asia
Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 66 (2017), pp. 559-570
Persistent link: https://www.econbiz.de/10011896571
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Equity home bias, financial integration, and regulatory reforms : implications for emerging Asia
Park, Cyn-Young; Mercado, Rogelio V. <Jr.> - 2014
integration and regulatory quality; and equity home bias in emerging Asia. To test the significance, a pooled OLS estimation was … emerging Asia, equity home bias will continue to decline, allowing for greater portfolio diversification and more efficient …
Persistent link: https://www.econbiz.de/10010367363