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Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36
, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … from the ACF and LB-Q statistics indicate evidence of serial correlation in majority of the sectors’ returns. Furthermore …
Persistent link: https://www.econbiz.de/10011862130
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Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets
Paramati, Sudharshan Reddy; Gupta, Rakesh; Tandon, Kishore - In: International journal of business and emerging markets … 8 (2016) 2, pp. 121-145
Persistent link: https://www.econbiz.de/10011615352
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The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks
Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 11, pp. 82-94
Persistent link: https://www.econbiz.de/10010221327
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Cointegration and causality analysis of dynamic linkage between stock market and equity mutual funds in Australia
Sasipa Pojanavatee - In: Cogent economics & finance 2 (2014) 1, pp. 1-17
The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price behaviour in a particular equity mutual fund...
Persistent link: https://www.econbiz.de/10010469413
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Linkage between global economic variables and Indian stock market
Yadav, Sachita - In: International journal of critical accounting : IJCA 11 (2020) 6, pp. 473-486
Persistent link: https://www.econbiz.de/10012507816
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Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
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Common features in East Asian stock markets : long-term and short-term comovements between China and Korea
Lee, Hahn-shik; Kim, Soo In - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10010199698
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Stock market linkage, financial contagion and assets price movements : evidence from Nigerian stock exchange
Abdullahi, Shafiu Ibrahim - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 146-159
Persistent link: https://www.econbiz.de/10011883269
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Commodities and equities : a "market of one"?
Buyuksahin, Bahattin; Haigh, Michael S.; Robe, Michel A. - 2009
Persistent link: https://www.econbiz.de/10003954898
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Behavioral explanation of contagion between oil and stock markets
Ghorbel, Achraf; Boujelbene, Abbes; Boujelbene, Younes - In: International journal of energy sector management : IJESM 8 (2014) 1, pp. 121-144
Persistent link: https://www.econbiz.de/10010350513