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The dynamics of the relationship between stock returns and trading volumes : an emerging markets perspective during varying market conditions
Mallikarjunappa T; Saldanha, Diana; Hawaldar, Iqbal Thonse - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-13
The dynamic relationship between stock returns and trading volumes is examined during normal and crisis periods by a combining the Bai-Perron structural break test with Granger Causality test. The daily price and volume data of 4 important indices and Nifty Fifty index based companies listed on...
Persistent link: https://www.econbiz.de/10014518805
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Could the global financial crisis improve the performance of the G7 stocks markets?
Vieito, João Paulo; Wong, Wing Keung; Zhu, Zhen-Zhen - In: Applied economics 48 (2016) 10/12, pp. 1066-1080
Persistent link: https://www.econbiz.de/10011432920
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Three major crises and Asian emerging market informational efficiency : a case of Pakistan Stock Exchange-100 Index
Said, Bahrawar; Shafiq ur Rehman; Raza, Muhammad Wajid - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-13
Periods of economic turmoil distort the ability of stock prices to reflect the available information. In the last three decades, emerging markets experienced numerous crises. The major three of them are the Asian Financial Crisis (1997-1998), Global Financial Crisis (2007-2009) and Global...
Persistent link: https://www.econbiz.de/10014284076
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The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets : implications for efficiency and contagion
Horta, Paulo; Lagoa, Sérgio; Martins, Luís Filipe - In: International review of financial analysis 35 (2014), pp. 140-153
Persistent link: https://www.econbiz.de/10010529616
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Investigation of weak form market efficiency of EU country stock markets in the crisis period
Kayral, İhsan Erdem - In: Evoluation of money, banking and financial crisis : …, (pp. 229-247). 2020
Persistent link: https://www.econbiz.de/10012802546
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Weak-form efficiency after global financial crisis : emerging stock market evidence
Emenike, Kalu O. - In: Journal of emerging market finance 16 (2017) 1, pp. 90-113
Persistent link: https://www.econbiz.de/10011691190
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Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin; Basu, Anup; Clements, Adam - In: Global finance journal 57 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
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Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability
Maciel, Leandro - In: Global finance journal 58 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014631406
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Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
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Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a time-varying copula approach
Sghaier, Nadia; Kouki, Mondher; Ben Messaoud, Samia - In: Cogent economics & finance 11 (2023) 1, pp. 1-28
This paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...
Persistent link: https://www.econbiz.de/10014500850