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Interdependence between Eastern and Western European Stock Markets : Evidence from Intraday Data
Égert, Balázs; Kočenda, Evžen - 2007
We analyze comovements among three stock markets in Central and Eastern Europe and, in addition, interdependence which …
Persistent link: https://www.econbiz.de/10014049163
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The threat of systemic risk in banking : evidence for Europe
Schüler, Martin - 2002
are used as a measure for interdependencies among European banks, and hence for the systemic risk potential in Europe …
Persistent link: https://www.econbiz.de/10010503710
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Periodic dynamic conditional correlations between stock markets in Europe and the US
Savva, Christos S. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003386052
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US stock market uncertainty and cross-market European stock returns
Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14
Persistent link: https://www.econbiz.de/10011297727
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Socially responsible investing and stock performance : new empirical evidence for the US and European stock markets
Mollet, Janick Christian; Ziegler, Andreas - In: Review of financial economics : RFE 23 (2014) 4, pp. 208-216
Persistent link: https://www.econbiz.de/10010442562
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Does Economic Policy Uncertainty in the United States Affect Stock Market Performance in Europe?
Sum, Vichet - 2012
This paper investigates the effect of economic policy uncertainty in the United States on stock market performance in the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine. The analyses of monthly returns on the major stock market indices in these countries from 1985:2 to...
Persistent link: https://www.econbiz.de/10013104689
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Intra-Day Anomalies in the Relationship between U.S. Futures and European Stock Indexes
Innocenti, Alessandro - 2019
in U.S. futures traded volumes decrease until the announcements are made, in Europe the expectation of new information …
Persistent link: https://www.econbiz.de/10012905968
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The Role of Local and U.S. Investor Attention for Cross-Listed Securities : Evidence From European Cross-Listed ETFs
Doan, Minh-Phuong - 2019
We investigate how the local information demand explains the market outcomes in cross-listed European Exchange Traded Funds (ETFs). Our results show that the local information demand predicts the future trading volume and, to a lesser extent, the future net fund flows. The effects of the...
Persistent link: https://www.econbiz.de/10012898608
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Identifying price bubbles in the US, European and Asian natural gas market : evidence from a GSADF test approach
Li, Yan; Chevallier, Julien; Wei, Yigang; Li, Jing - In: Energy economics 87 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012512369
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Interrelations in market fears of U.S. and European equity markets
Sarwar, Ghulam - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012656989