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Liquidity, Volume and Dividend Yields in Stock Return Data : Evidence from London Stock Exchange
Vasilakis, Chrysovalantis - 2011
This paper investigates monthly liquidity in FTSE 100 equity index in London Stock Exchange over the period 1986 to 2005. The relationship between excess returns, order flow, dividend yields and earning-price ratio was examined using GARCH (1,1). The variables found insignificant, but the...
Persistent link: https://www.econbiz.de/10013128842
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Dynamic Relationships between Dubai Oil Price, Shanghai and KOSPI Stock Markets
Yim, Byung-Jin - 2017
Recognizing the importance of the relationship between stock market and oil prices, this paper examines the long-term price relationships between the Dubai oil price and stock market returns for two large oil-consuming countries in Asia, namely China and Korea, by estimating the Shanghai Stock...
Persistent link: https://www.econbiz.de/10012960642
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The sky is not falling : the economic impact of border security after 9/11 on Canadian industries
Allen, Douglas Ward - In: Industrial organization in Canada : empirical evidence …, (pp. 467-498). 2010
Persistent link: https://www.econbiz.de/10009553354
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Using Equity Market Reactions to Infer Exposure to Trade Liberalization
Greenland, Andrew - 2020
this approach for studying trade agreements and apply it to two US trade liberalizations, with China and Canada. We find …
Persistent link: https://www.econbiz.de/10012829469
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Theoretical and practical aspects of algorithmic trading
Fränkle, Jan - 2010
Persistent link: https://www.econbiz.de/10008842360
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Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John L.; Satchell, Stephen - In: Journal of economics and finance 32 (2008) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10003710662
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Nonlinear cointegration relationships between non-life insurance premiums and financial markets
Jawadi, Fredj; Bruneau, Catherine; Sghaier, Nadia - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 753-783
Persistent link: https://www.econbiz.de/10003877884
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Oil shock transmission to stock market returns : wavelet-multivariate Markov switching GARCH approach
Jammazi, Rania - In: Energy : the international journal ; technologies, … 37 (2012) 1, pp. 430-454
Persistent link: https://www.econbiz.de/10009489042
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Central bank communication and correlation between financial markets : Canada and the United States
Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - In: International economics and economic policy : IEEP 10 (2013) 2, pp. 277-296
Persistent link: https://www.econbiz.de/10009754633
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Central bank communication and correlation between financial markets : Canada and the United States
Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - 2012 - This version: 5 January 2012
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 … communication by the Bank of Canada and the Federal Reserve significantly affect the co-movement of financial markets. We find that … stock markets as well as between Canadian and US financial markets. -- Bank of Canada ; Central Bank Communication …
Persistent link: https://www.econbiz.de/10009409360