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Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319

Can institutions and macroeconomic factors predict stock returns in emerging markets?

Narayan, Paresh Kumar; Narayan, Seema; Thuraisamy, … - In: Emerging markets review 19 (2014), pp. 77-95

Persistent link: https://www.econbiz.de/10010418050

How much does economic news influence bilateral exchange rates?

Narayan, Paresh Kumar; Bannigidadmath, Deepa; Narayan, Seema - In: Journal of international money and finance 115 (2021), pp. 1-23

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Technology-investing countries and stock return predictability

Narayan, Paresh Kumar; Dinh Hoang Bach Phan; Narayan, Seema - In: Emerging markets review 36 (2018), pp. 159-179

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Terrorism and international stock returns

Narayan, Paresh Kumar; Narayan, Seema; Dinh Hoang Bach Phan - In: Journal of international financial markets, … 76 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013412765

Can institutions and macroeconomic factors predict stock returns in emerging markets?

Narayan, Paresh Kumar; Narayan, Seema; Thuraisamy, … - In: Emerging Markets Review 19 (2014) C, pp. 77-95

In this paper we test for predictability of excess stock returns for 18 emerging markets. Using a range of macroeconomic and institutional factors, through a principal component analysis, we find some evidence of in-sample predictability for 15 countries. In-sample predictability is corroborated...

Persistent link: https://www.econbiz.de/10010785353