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The granular nature of large institutional investors
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
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Does the IFRS adoption promote emerging stock markets development and performance?
Ben Cheikh, Habib; Ben Rejeb, Aymen - In: Macroeconomics and finance in emerging market economies 14 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012440211
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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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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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Size, value, and momentum in emerging market stock returns
Cakici, Nusret; Fabozzi, Frank J.; Tan, Sinan - In: Emerging markets review 16 (2013), pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
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Oil price shocks and emerging stock markets revisited
Das, Debojyoti; Kannadhasan, M.; Bhattacharyya, Malay - In: International journal of emerging markets 17 (2022) 6, pp. 1583-1614
Persistent link: https://www.econbiz.de/10013363282
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Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
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A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets
Rizvi, Syed Aun Raza; Arshad, Shaista; Nafis Alam - In: Emerging markets review 34 (2018), pp. 143-161
Persistent link: https://www.econbiz.de/10012114691
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Crowded Trades, Short Covering, and Momentum Crashes
Yan, Philip - 2014
Despite momentum's strong historical performance, its returns have large negative skewness and occasionally experiences persistent strings of sharp negative returns, referred as "momentum crashes" in the recent literature. I argue that momentum crashes are due to crowded trades which push prices...
Persistent link: https://www.econbiz.de/10013057742